| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,707.50 |
2,731.00 |
23.50 |
0.9% |
2,729.00 |
| High |
2,737.00 |
2,749.25 |
12.25 |
0.4% |
2,737.00 |
| Low |
2,706.00 |
2,729.00 |
23.00 |
0.8% |
2,675.00 |
| Close |
2,733.75 |
2,745.50 |
11.75 |
0.4% |
2,733.75 |
| Range |
31.00 |
20.25 |
-10.75 |
-34.7% |
62.00 |
| ATR |
32.51 |
31.63 |
-0.88 |
-2.7% |
0.00 |
| Volume |
1,241,171 |
857,850 |
-383,321 |
-30.9% |
6,320,664 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.00 |
2,794.00 |
2,756.75 |
|
| R3 |
2,781.75 |
2,773.75 |
2,751.00 |
|
| R2 |
2,761.50 |
2,761.50 |
2,749.25 |
|
| R1 |
2,753.50 |
2,753.50 |
2,747.25 |
2,757.50 |
| PP |
2,741.25 |
2,741.25 |
2,741.25 |
2,743.25 |
| S1 |
2,733.25 |
2,733.25 |
2,743.75 |
2,737.25 |
| S2 |
2,721.00 |
2,721.00 |
2,741.75 |
|
| S3 |
2,700.75 |
2,713.00 |
2,740.00 |
|
| S4 |
2,680.50 |
2,692.75 |
2,734.25 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.25 |
2,879.50 |
2,767.75 |
|
| R3 |
2,839.25 |
2,817.50 |
2,750.75 |
|
| R2 |
2,777.25 |
2,777.25 |
2,745.00 |
|
| R1 |
2,755.50 |
2,755.50 |
2,739.50 |
2,766.50 |
| PP |
2,715.25 |
2,715.25 |
2,715.25 |
2,720.75 |
| S1 |
2,693.50 |
2,693.50 |
2,728.00 |
2,704.50 |
| S2 |
2,653.25 |
2,653.25 |
2,722.50 |
|
| S3 |
2,591.25 |
2,631.50 |
2,716.75 |
|
| S4 |
2,529.25 |
2,569.50 |
2,699.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,749.25 |
2,675.00 |
74.25 |
2.7% |
36.00 |
1.3% |
95% |
True |
False |
1,435,702 |
| 10 |
2,749.25 |
2,675.00 |
74.25 |
2.7% |
29.50 |
1.1% |
95% |
True |
False |
1,258,887 |
| 20 |
2,749.25 |
2,652.25 |
97.00 |
3.5% |
26.50 |
1.0% |
96% |
True |
False |
1,205,923 |
| 40 |
2,749.25 |
2,591.25 |
158.00 |
5.8% |
32.00 |
1.2% |
98% |
True |
False |
1,376,978 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.3% |
39.00 |
1.4% |
76% |
False |
False |
1,592,855 |
| 80 |
2,807.25 |
2,533.00 |
274.25 |
10.0% |
42.50 |
1.5% |
77% |
False |
False |
1,212,808 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
43.00 |
1.6% |
61% |
False |
False |
974,169 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
38.50 |
1.4% |
61% |
False |
False |
812,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.25 |
|
2.618 |
2,802.25 |
|
1.618 |
2,782.00 |
|
1.000 |
2,769.50 |
|
0.618 |
2,761.75 |
|
HIGH |
2,749.25 |
|
0.618 |
2,741.50 |
|
0.500 |
2,739.00 |
|
0.382 |
2,736.75 |
|
LOW |
2,729.00 |
|
0.618 |
2,716.50 |
|
1.000 |
2,708.75 |
|
1.618 |
2,696.25 |
|
2.618 |
2,676.00 |
|
4.250 |
2,643.00 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.50 |
2,738.50 |
| PP |
2,741.25 |
2,731.50 |
| S1 |
2,739.00 |
2,724.50 |
|