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 |
1,298.6 |
1,293.9 |
-4.7 |
-0.4% |
1,299.0 |
High |
1,299.5 |
1,297.1 |
-2.4 |
-0.2% |
1,306.8 |
Low |
1,288.9 |
1,290.0 |
1.1 |
0.1% |
1,288.9 |
Close |
1,294.8 |
1,293.1 |
-1.7 |
-0.1% |
1,294.8 |
Range |
10.6 |
7.1 |
-3.5 |
-33.0% |
17.9 |
ATR |
12.3 |
11.9 |
-0.4 |
-3.0% |
0.0 |
Volume |
663 |
144 |
-519 |
-78.3% |
441,924 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.7 |
1,311.0 |
1,297.0 |
|
R3 |
1,307.6 |
1,303.9 |
1,295.1 |
|
R2 |
1,300.5 |
1,300.5 |
1,294.4 |
|
R1 |
1,296.8 |
1,296.8 |
1,293.8 |
1,295.1 |
PP |
1,293.4 |
1,293.4 |
1,293.4 |
1,292.6 |
S1 |
1,289.7 |
1,289.7 |
1,292.4 |
1,288.0 |
S2 |
1,286.3 |
1,286.3 |
1,291.8 |
|
S3 |
1,279.2 |
1,282.6 |
1,291.1 |
|
S4 |
1,272.1 |
1,275.5 |
1,289.2 |
|
|
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 |
1,306.8 |
1,288.9 |
17.9 |
1.4% |
10.2 |
0.8% |
23% |
False |
False |
88,413 |
10 |
1,307.2 |
1,281.2 |
26.0 |
2.0% |
10.5 |
0.8% |
46% |
False |
False |
218,947 |
20 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
11.4 |
0.9% |
26% |
False |
False |
273,825 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
12.7 |
1.0% |
13% |
False |
False |
289,313 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.4 |
1.0% |
13% |
False |
False |
246,738 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
13.7 |
1.1% |
13% |
False |
False |
188,695 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
14.0 |
1.1% |
13% |
False |
False |
152,418 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.9% |
13.4 |
1.0% |
36% |
False |
False |
127,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.3 |
2.618 |
1,315.7 |
1.618 |
1,308.6 |
1.000 |
1,304.2 |
0.618 |
1,301.5 |
HIGH |
1,297.1 |
0.618 |
1,294.4 |
0.500 |
1,293.6 |
0.382 |
1,292.7 |
LOW |
1,290.0 |
0.618 |
1,285.6 |
1.000 |
1,282.9 |
1.618 |
1,278.5 |
2.618 |
1,271.4 |
4.250 |
1,259.8 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,293.6 |
1,297.9 |
PP |
1,293.4 |
1,296.3 |
S1 |
1,293.3 |
1,294.7 |
|