Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,460.0 |
3,475.0 |
15.0 |
0.4% |
3,465.0 |
High |
3,474.0 |
3,486.0 |
12.0 |
0.3% |
3,468.0 |
Low |
3,428.0 |
3,425.0 |
-3.0 |
-0.1% |
3,380.0 |
Close |
3,455.0 |
3,458.0 |
3.0 |
0.1% |
3,443.0 |
Range |
46.0 |
61.0 |
15.0 |
32.6% |
88.0 |
ATR |
45.3 |
46.4 |
1.1 |
2.5% |
0.0 |
Volume |
1,406,699 |
1,241,457 |
-165,242 |
-11.7% |
6,604,460 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,639.3 |
3,609.7 |
3,491.6 |
|
R3 |
3,578.3 |
3,548.7 |
3,474.8 |
|
R2 |
3,517.3 |
3,517.3 |
3,469.2 |
|
R1 |
3,487.7 |
3,487.7 |
3,463.6 |
3,472.0 |
PP |
3,456.3 |
3,456.3 |
3,456.3 |
3,448.5 |
S1 |
3,426.7 |
3,426.7 |
3,452.4 |
3,411.0 |
S2 |
3,395.3 |
3,395.3 |
3,446.8 |
|
S3 |
3,334.3 |
3,365.7 |
3,441.2 |
|
S4 |
3,273.3 |
3,304.7 |
3,424.5 |
|
|
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 |
3,414.0 |
79.0 |
2.3% |
45.6 |
1.3% |
56% |
False |
False |
1,211,222 |
10 |
3,540.0 |
3,380.0 |
160.0 |
4.6% |
54.8 |
1.6% |
49% |
False |
False |
1,371,791 |
20 |
3,576.0 |
3,380.0 |
196.0 |
5.7% |
41.2 |
1.2% |
40% |
False |
False |
1,125,491 |
40 |
3,576.0 |
3,331.0 |
245.0 |
7.1% |
35.8 |
1.0% |
52% |
False |
False |
984,816 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
41.0 |
1.2% |
71% |
False |
False |
1,068,695 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.7% |
42.2 |
1.2% |
71% |
False |
False |
823,785 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
44.7 |
1.3% |
68% |
False |
False |
660,085 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
42.0 |
1.2% |
68% |
False |
False |
550,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,745.3 |
2.618 |
3,645.7 |
1.618 |
3,584.7 |
1.000 |
3,547.0 |
0.618 |
3,523.7 |
HIGH |
3,486.0 |
0.618 |
3,462.7 |
0.500 |
3,455.5 |
0.382 |
3,448.3 |
LOW |
3,425.0 |
0.618 |
3,387.3 |
1.000 |
3,364.0 |
1.618 |
3,326.3 |
2.618 |
3,265.3 |
4.250 |
3,165.8 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,457.2 |
3,459.0 |
PP |
3,456.3 |
3,458.7 |
S1 |
3,455.5 |
3,458.3 |
|