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 |
3,415.0 |
3,462.0 |
47.0 |
1.4% |
3,465.0 |
High |
3,463.0 |
3,480.0 |
17.0 |
0.5% |
3,468.0 |
Low |
3,414.0 |
3,455.0 |
41.0 |
1.2% |
3,380.0 |
Close |
3,443.0 |
3,465.0 |
22.0 |
0.6% |
3,443.0 |
Range |
49.0 |
25.0 |
-24.0 |
-49.0% |
88.0 |
ATR |
45.7 |
45.1 |
-0.6 |
-1.4% |
0.0 |
Volume |
1,320,776 |
892,635 |
-428,141 |
-32.4% |
6,604,460 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,541.7 |
3,528.3 |
3,478.8 |
|
R3 |
3,516.7 |
3,503.3 |
3,471.9 |
|
R2 |
3,491.7 |
3,491.7 |
3,469.6 |
|
R1 |
3,478.3 |
3,478.3 |
3,467.3 |
3,485.0 |
PP |
3,466.7 |
3,466.7 |
3,466.7 |
3,470.0 |
S1 |
3,453.3 |
3,453.3 |
3,462.7 |
3,460.0 |
S2 |
3,441.7 |
3,441.7 |
3,460.4 |
|
S3 |
3,416.7 |
3,428.3 |
3,458.1 |
|
S4 |
3,391.7 |
3,403.3 |
3,451.3 |
|
|
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 |
3,480.0 |
3,380.0 |
100.0 |
2.9% |
55.6 |
1.6% |
85% |
True |
False |
1,499,419 |
10 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
49.6 |
1.4% |
43% |
False |
False |
1,269,824 |
20 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
37.4 |
1.1% |
43% |
False |
False |
1,036,194 |
40 |
3,576.0 |
3,296.0 |
280.0 |
8.1% |
34.5 |
1.0% |
60% |
False |
False |
961,068 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
40.8 |
1.2% |
73% |
False |
False |
1,029,066 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
43.7 |
1.3% |
73% |
False |
False |
775,807 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
43.7 |
1.3% |
69% |
False |
False |
621,814 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
41.2 |
1.2% |
69% |
False |
False |
518,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,586.3 |
2.618 |
3,545.5 |
1.618 |
3,520.5 |
1.000 |
3,505.0 |
0.618 |
3,495.5 |
HIGH |
3,480.0 |
0.618 |
3,470.5 |
0.500 |
3,467.5 |
0.382 |
3,464.6 |
LOW |
3,455.0 |
0.618 |
3,439.6 |
1.000 |
3,430.0 |
1.618 |
3,414.6 |
2.618 |
3,389.6 |
4.250 |
3,348.8 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,467.5 |
3,454.0 |
PP |
3,466.7 |
3,443.0 |
S1 |
3,465.8 |
3,432.0 |
|