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 |
1,301.0 |
1,298.6 |
-2.4 |
-0.2% |
1,299.0 |
High |
1,306.8 |
1,299.5 |
-7.3 |
-0.6% |
1,306.8 |
Low |
1,296.6 |
1,288.9 |
-7.7 |
-0.6% |
1,288.9 |
Close |
1,300.1 |
1,294.8 |
-5.3 |
-0.4% |
1,294.8 |
Range |
10.2 |
10.6 |
0.4 |
3.9% |
17.9 |
ATR |
12.3 |
12.3 |
-0.1 |
-0.7% |
0.0 |
Volume |
4,082 |
663 |
-3,419 |
-83.8% |
441,924 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.2 |
1,321.1 |
1,300.6 |
|
R3 |
1,315.6 |
1,310.5 |
1,297.7 |
|
R2 |
1,305.0 |
1,305.0 |
1,296.7 |
|
R1 |
1,299.9 |
1,299.9 |
1,295.8 |
1,297.2 |
PP |
1,294.4 |
1,294.4 |
1,294.4 |
1,293.0 |
S1 |
1,289.3 |
1,289.3 |
1,293.8 |
1,286.6 |
S2 |
1,283.8 |
1,283.8 |
1,292.9 |
|
S3 |
1,273.2 |
1,278.7 |
1,291.9 |
|
S4 |
1,262.6 |
1,268.1 |
1,289.0 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.5 |
1,340.6 |
1,304.6 |
|
R3 |
1,332.6 |
1,322.7 |
1,299.7 |
|
R2 |
1,314.7 |
1,314.7 |
1,298.1 |
|
R1 |
1,304.8 |
1,304.8 |
1,296.4 |
1,300.8 |
PP |
1,296.8 |
1,296.8 |
1,296.8 |
1,294.9 |
S1 |
1,286.9 |
1,286.9 |
1,293.2 |
1,282.9 |
S2 |
1,278.9 |
1,278.9 |
1,291.5 |
|
S3 |
1,261.0 |
1,269.0 |
1,289.9 |
|
S4 |
1,243.1 |
1,251.1 |
1,285.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.2 |
1,288.9 |
18.3 |
1.4% |
10.4 |
0.8% |
32% |
False |
True |
146,967 |
10 |
1,307.2 |
1,281.2 |
26.0 |
2.0% |
10.7 |
0.8% |
52% |
False |
False |
245,375 |
20 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
11.5 |
0.9% |
30% |
False |
False |
289,241 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
12.9 |
1.0% |
15% |
False |
False |
298,649 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.4 |
1.0% |
15% |
False |
False |
247,262 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
13.9 |
1.1% |
15% |
False |
False |
188,753 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
14.1 |
1.1% |
14% |
False |
False |
152,496 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.9% |
13.4 |
1.0% |
37% |
False |
False |
127,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.6 |
2.618 |
1,327.3 |
1.618 |
1,316.7 |
1.000 |
1,310.1 |
0.618 |
1,306.1 |
HIGH |
1,299.5 |
0.618 |
1,295.5 |
0.500 |
1,294.2 |
0.382 |
1,292.9 |
LOW |
1,288.9 |
0.618 |
1,282.3 |
1.000 |
1,278.3 |
1.618 |
1,271.7 |
2.618 |
1,261.1 |
4.250 |
1,243.9 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,294.6 |
1,297.9 |
PP |
1,294.4 |
1,296.8 |
S1 |
1,294.2 |
1,295.8 |
|