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 |
1,293.9 |
1,292.1 |
-1.8 |
-0.1% |
1,299.0 |
High |
1,297.1 |
1,299.8 |
2.7 |
0.2% |
1,306.8 |
Low |
1,290.0 |
1,289.9 |
-0.1 |
0.0% |
1,288.9 |
Close |
1,293.1 |
1,297.5 |
4.4 |
0.3% |
1,294.8 |
Range |
7.1 |
9.9 |
2.8 |
39.4% |
17.9 |
ATR |
11.9 |
11.7 |
-0.1 |
-1.2% |
0.0 |
Volume |
144 |
357 |
213 |
147.9% |
441,924 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.4 |
1,321.4 |
1,302.9 |
|
R3 |
1,315.5 |
1,311.5 |
1,300.2 |
|
R2 |
1,305.6 |
1,305.6 |
1,299.3 |
|
R1 |
1,301.6 |
1,301.6 |
1,298.4 |
1,303.6 |
PP |
1,295.7 |
1,295.7 |
1,295.7 |
1,296.8 |
S1 |
1,291.7 |
1,291.7 |
1,296.6 |
1,293.7 |
S2 |
1,285.8 |
1,285.8 |
1,295.7 |
|
S3 |
1,275.9 |
1,281.8 |
1,294.8 |
|
S4 |
1,266.0 |
1,271.9 |
1,292.1 |
|
|
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% |
9.3 |
0.7% |
48% |
False |
False |
11,218 |
10 |
1,307.2 |
1,286.7 |
20.5 |
1.6% |
10.4 |
0.8% |
53% |
False |
False |
186,181 |
20 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
11.4 |
0.9% |
36% |
False |
False |
262,078 |
40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
12.6 |
1.0% |
18% |
False |
False |
283,601 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.3 |
1.0% |
18% |
False |
False |
246,013 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
13.7 |
1.1% |
18% |
False |
False |
188,602 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
13.9 |
1.1% |
17% |
False |
False |
152,363 |
120 |
1,375.5 |
1,247.2 |
128.3 |
9.9% |
13.4 |
1.0% |
39% |
False |
False |
127,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.9 |
2.618 |
1,325.7 |
1.618 |
1,315.8 |
1.000 |
1,309.7 |
0.618 |
1,305.9 |
HIGH |
1,299.8 |
0.618 |
1,296.0 |
0.500 |
1,294.9 |
0.382 |
1,293.7 |
LOW |
1,289.9 |
0.618 |
1,283.8 |
1.000 |
1,280.0 |
1.618 |
1,273.9 |
2.618 |
1,264.0 |
4.250 |
1,247.8 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,296.6 |
1,296.5 |
PP |
1,295.7 |
1,295.4 |
S1 |
1,294.9 |
1,294.4 |
|