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 |
3,462.0 |
3,460.0 |
-2.0 |
-0.1% |
3,465.0 |
High |
3,493.0 |
3,474.0 |
-19.0 |
-0.5% |
3,468.0 |
Low |
3,446.0 |
3,428.0 |
-18.0 |
-0.5% |
3,380.0 |
Close |
3,455.0 |
3,455.0 |
0.0 |
0.0% |
3,443.0 |
Range |
47.0 |
46.0 |
-1.0 |
-2.1% |
88.0 |
ATR |
45.3 |
45.3 |
0.1 |
0.1% |
0.0 |
Volume |
1,194,543 |
1,406,699 |
212,156 |
17.8% |
6,604,460 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,590.3 |
3,568.7 |
3,480.3 |
|
R3 |
3,544.3 |
3,522.7 |
3,467.7 |
|
R2 |
3,498.3 |
3,498.3 |
3,463.4 |
|
R1 |
3,476.7 |
3,476.7 |
3,459.2 |
3,464.5 |
PP |
3,452.3 |
3,452.3 |
3,452.3 |
3,446.3 |
S1 |
3,430.7 |
3,430.7 |
3,450.8 |
3,418.5 |
S2 |
3,406.3 |
3,406.3 |
3,446.6 |
|
S3 |
3,360.3 |
3,384.7 |
3,442.4 |
|
S4 |
3,314.3 |
3,338.7 |
3,429.7 |
|
|
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% |
46.4 |
1.3% |
65% |
False |
False |
1,299,057 |
10 |
3,558.0 |
3,380.0 |
178.0 |
5.2% |
54.0 |
1.6% |
42% |
False |
False |
1,391,835 |
20 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
39.3 |
1.1% |
38% |
False |
False |
1,101,059 |
40 |
3,576.0 |
3,331.0 |
245.0 |
7.1% |
34.8 |
1.0% |
51% |
False |
False |
976,451 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
40.5 |
1.2% |
70% |
False |
False |
1,055,819 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
42.9 |
1.2% |
70% |
False |
False |
808,281 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
44.2 |
1.3% |
67% |
False |
False |
647,674 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
41.7 |
1.2% |
67% |
False |
False |
540,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,669.5 |
2.618 |
3,594.4 |
1.618 |
3,548.4 |
1.000 |
3,520.0 |
0.618 |
3,502.4 |
HIGH |
3,474.0 |
0.618 |
3,456.4 |
0.500 |
3,451.0 |
0.382 |
3,445.6 |
LOW |
3,428.0 |
0.618 |
3,399.6 |
1.000 |
3,382.0 |
1.618 |
3,353.6 |
2.618 |
3,307.6 |
4.250 |
3,232.5 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,453.7 |
3,460.5 |
PP |
3,452.3 |
3,458.7 |
S1 |
3,451.0 |
3,456.8 |
|