| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,746.00 |
2,751.00 |
5.00 |
0.2% |
2,729.00 |
| High |
2,753.25 |
2,774.75 |
21.50 |
0.8% |
2,737.00 |
| Low |
2,739.00 |
2,748.00 |
9.00 |
0.3% |
2,675.00 |
| Close |
2,751.50 |
2,772.25 |
20.75 |
0.8% |
2,733.75 |
| Range |
14.25 |
26.75 |
12.50 |
87.7% |
62.00 |
| ATR |
30.39 |
30.13 |
-0.26 |
-0.9% |
0.00 |
| Volume |
1,027,609 |
1,326,401 |
298,792 |
29.1% |
6,320,664 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.25 |
2,835.50 |
2,787.00 |
|
| R3 |
2,818.50 |
2,808.75 |
2,779.50 |
|
| R2 |
2,791.75 |
2,791.75 |
2,777.25 |
|
| R1 |
2,782.00 |
2,782.00 |
2,774.75 |
2,787.00 |
| PP |
2,765.00 |
2,765.00 |
2,765.00 |
2,767.50 |
| S1 |
2,755.25 |
2,755.25 |
2,769.75 |
2,760.00 |
| S2 |
2,738.25 |
2,738.25 |
2,767.25 |
|
| S3 |
2,711.50 |
2,728.50 |
2,765.00 |
|
| S4 |
2,684.75 |
2,701.75 |
2,757.50 |
|
|
| 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 |
2,774.75 |
2,699.75 |
75.00 |
2.7% |
24.25 |
0.9% |
97% |
True |
False |
1,223,696 |
| 10 |
2,774.75 |
2,675.00 |
99.75 |
3.6% |
30.00 |
1.1% |
97% |
True |
False |
1,309,945 |
| 20 |
2,774.75 |
2,666.50 |
108.25 |
3.9% |
26.50 |
1.0% |
98% |
True |
False |
1,202,090 |
| 40 |
2,774.75 |
2,591.25 |
183.50 |
6.6% |
30.75 |
1.1% |
99% |
True |
False |
1,341,811 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
38.25 |
1.4% |
86% |
False |
False |
1,579,625 |
| 80 |
2,807.25 |
2,552.00 |
255.25 |
9.2% |
40.25 |
1.5% |
86% |
False |
False |
1,241,636 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
43.00 |
1.6% |
68% |
False |
False |
997,616 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.7% |
38.75 |
1.4% |
68% |
False |
False |
831,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.50 |
|
2.618 |
2,844.75 |
|
1.618 |
2,818.00 |
|
1.000 |
2,801.50 |
|
0.618 |
2,791.25 |
|
HIGH |
2,774.75 |
|
0.618 |
2,764.50 |
|
0.500 |
2,761.50 |
|
0.382 |
2,758.25 |
|
LOW |
2,748.00 |
|
0.618 |
2,731.50 |
|
1.000 |
2,721.25 |
|
1.618 |
2,704.75 |
|
2.618 |
2,678.00 |
|
4.250 |
2,634.25 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.50 |
2,765.50 |
| PP |
2,765.00 |
2,758.75 |
| S1 |
2,761.50 |
2,752.00 |
|