Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,435.0 |
3,415.0 |
-20.0 |
-0.6% |
3,465.0 |
High |
3,449.0 |
3,463.0 |
14.0 |
0.4% |
3,468.0 |
Low |
3,384.0 |
3,414.0 |
30.0 |
0.9% |
3,380.0 |
Close |
3,407.0 |
3,443.0 |
36.0 |
1.1% |
3,443.0 |
Range |
65.0 |
49.0 |
-16.0 |
-24.6% |
88.0 |
ATR |
45.0 |
45.7 |
0.8 |
1.8% |
0.0 |
Volume |
1,680,632 |
1,320,776 |
-359,856 |
-21.4% |
6,604,460 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,587.0 |
3,564.0 |
3,470.0 |
|
R3 |
3,538.0 |
3,515.0 |
3,456.5 |
|
R2 |
3,489.0 |
3,489.0 |
3,452.0 |
|
R1 |
3,466.0 |
3,466.0 |
3,447.5 |
3,477.5 |
PP |
3,440.0 |
3,440.0 |
3,440.0 |
3,445.8 |
S1 |
3,417.0 |
3,417.0 |
3,438.5 |
3,428.5 |
S2 |
3,391.0 |
3,391.0 |
3,434.0 |
|
S3 |
3,342.0 |
3,368.0 |
3,429.5 |
|
S4 |
3,293.0 |
3,319.0 |
3,416.1 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,694.3 |
3,656.7 |
3,491.4 |
|
R3 |
3,606.3 |
3,568.7 |
3,467.2 |
|
R2 |
3,518.3 |
3,518.3 |
3,459.1 |
|
R1 |
3,480.7 |
3,480.7 |
3,451.1 |
3,455.5 |
PP |
3,430.3 |
3,430.3 |
3,430.3 |
3,417.8 |
S1 |
3,392.7 |
3,392.7 |
3,434.9 |
3,367.5 |
S2 |
3,342.3 |
3,342.3 |
3,426.9 |
|
S3 |
3,254.3 |
3,304.7 |
3,418.8 |
|
S4 |
3,166.3 |
3,216.7 |
3,394.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,530.0 |
3,380.0 |
150.0 |
4.4% |
62.6 |
1.8% |
42% |
False |
False |
1,570,386 |
10 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
50.0 |
1.5% |
32% |
False |
False |
1,296,448 |
20 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
38.0 |
1.1% |
32% |
False |
False |
1,032,804 |
40 |
3,576.0 |
3,289.0 |
287.0 |
8.3% |
35.3 |
1.0% |
54% |
False |
False |
971,178 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
41.0 |
1.2% |
67% |
False |
False |
1,016,819 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
45.1 |
1.3% |
67% |
False |
False |
764,679 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.3% |
43.6 |
1.3% |
64% |
False |
False |
612,888 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.3% |
41.1 |
1.2% |
64% |
False |
False |
511,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,671.3 |
2.618 |
3,591.3 |
1.618 |
3,542.3 |
1.000 |
3,512.0 |
0.618 |
3,493.3 |
HIGH |
3,463.0 |
0.618 |
3,444.3 |
0.500 |
3,438.5 |
0.382 |
3,432.7 |
LOW |
3,414.0 |
0.618 |
3,383.7 |
1.000 |
3,365.0 |
1.618 |
3,334.7 |
2.618 |
3,285.7 |
4.250 |
3,205.8 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,441.5 |
3,436.5 |
PP |
3,440.0 |
3,430.0 |
S1 |
3,438.5 |
3,423.5 |
|