Trading Metrics calculated at close of trading on 05-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,462.0 |
3,462.0 |
0.0 |
0.0% |
3,465.0 |
High |
3,480.0 |
3,493.0 |
13.0 |
0.4% |
3,468.0 |
Low |
3,455.0 |
3,446.0 |
-9.0 |
-0.3% |
3,380.0 |
Close |
3,465.0 |
3,455.0 |
-10.0 |
-0.3% |
3,443.0 |
Range |
25.0 |
47.0 |
22.0 |
88.0% |
88.0 |
ATR |
45.1 |
45.3 |
0.1 |
0.3% |
0.0 |
Volume |
892,635 |
1,194,543 |
301,908 |
33.8% |
6,604,460 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,605.7 |
3,577.3 |
3,480.9 |
|
R3 |
3,558.7 |
3,530.3 |
3,467.9 |
|
R2 |
3,511.7 |
3,511.7 |
3,463.6 |
|
R1 |
3,483.3 |
3,483.3 |
3,459.3 |
3,474.0 |
PP |
3,464.7 |
3,464.7 |
3,464.7 |
3,460.0 |
S1 |
3,436.3 |
3,436.3 |
3,450.7 |
3,427.0 |
S2 |
3,417.7 |
3,417.7 |
3,446.4 |
|
S3 |
3,370.7 |
3,389.3 |
3,442.1 |
|
S4 |
3,323.7 |
3,342.3 |
3,429.2 |
|
|
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 |
3,493.0 |
3,384.0 |
109.0 |
3.2% |
47.4 |
1.4% |
65% |
True |
False |
1,328,030 |
10 |
3,574.0 |
3,380.0 |
194.0 |
5.6% |
51.8 |
1.5% |
39% |
False |
False |
1,342,045 |
20 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
38.2 |
1.1% |
38% |
False |
False |
1,068,783 |
40 |
3,576.0 |
3,323.0 |
253.0 |
7.3% |
34.5 |
1.0% |
52% |
False |
False |
964,109 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
40.5 |
1.2% |
70% |
False |
False |
1,042,654 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
43.6 |
1.3% |
70% |
False |
False |
790,723 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
44.0 |
1.3% |
67% |
False |
False |
633,609 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
41.5 |
1.2% |
67% |
False |
False |
528,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,692.8 |
2.618 |
3,616.0 |
1.618 |
3,569.0 |
1.000 |
3,540.0 |
0.618 |
3,522.0 |
HIGH |
3,493.0 |
0.618 |
3,475.0 |
0.500 |
3,469.5 |
0.382 |
3,464.0 |
LOW |
3,446.0 |
0.618 |
3,417.0 |
1.000 |
3,399.0 |
1.618 |
3,370.0 |
2.618 |
3,323.0 |
4.250 |
3,246.3 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,469.5 |
3,454.5 |
PP |
3,464.7 |
3,454.0 |
S1 |
3,459.8 |
3,453.5 |
|