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 |
1,296.1 |
1,298.4 |
2.3 |
0.2% |
1,299.0 |
High |
1,300.4 |
1,302.8 |
2.4 |
0.2% |
1,306.8 |
Low |
1,294.0 |
1,296.2 |
2.2 |
0.2% |
1,288.9 |
Close |
1,297.1 |
1,298.7 |
1.6 |
0.1% |
1,294.8 |
Range |
6.4 |
6.6 |
0.2 |
3.1% |
17.9 |
ATR |
11.4 |
11.0 |
-0.3 |
-3.0% |
0.0 |
Volume |
373 |
79 |
-294 |
-78.8% |
441,924 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.0 |
1,315.5 |
1,302.3 |
|
R3 |
1,312.4 |
1,308.9 |
1,300.5 |
|
R2 |
1,305.8 |
1,305.8 |
1,299.9 |
|
R1 |
1,302.3 |
1,302.3 |
1,299.3 |
1,304.1 |
PP |
1,299.2 |
1,299.2 |
1,299.2 |
1,300.1 |
S1 |
1,295.7 |
1,295.7 |
1,298.1 |
1,297.5 |
S2 |
1,292.6 |
1,292.6 |
1,297.5 |
|
S3 |
1,286.0 |
1,289.1 |
1,296.9 |
|
S4 |
1,279.4 |
1,282.5 |
1,295.1 |
|
|
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 |
1,302.8 |
1,288.9 |
13.9 |
1.1% |
8.1 |
0.6% |
71% |
True |
False |
323 |
10 |
1,307.2 |
1,288.9 |
18.3 |
1.4% |
9.6 |
0.7% |
54% |
False |
False |
116,820 |
20 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
10.8 |
0.8% |
39% |
False |
False |
222,528 |
40 |
1,359.0 |
1,281.2 |
77.8 |
6.0% |
12.0 |
0.9% |
22% |
False |
False |
264,182 |
60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.1 |
1.0% |
20% |
False |
False |
244,828 |
80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
13.5 |
1.0% |
20% |
False |
False |
188,432 |
100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
13.8 |
1.1% |
19% |
False |
False |
152,158 |
120 |
1,375.5 |
1,261.6 |
113.9 |
8.8% |
13.3 |
1.0% |
33% |
False |
False |
127,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.9 |
2.618 |
1,320.1 |
1.618 |
1,313.5 |
1.000 |
1,309.4 |
0.618 |
1,306.9 |
HIGH |
1,302.8 |
0.618 |
1,300.3 |
0.500 |
1,299.5 |
0.382 |
1,298.7 |
LOW |
1,296.2 |
0.618 |
1,292.1 |
1.000 |
1,289.6 |
1.618 |
1,285.5 |
2.618 |
1,278.9 |
4.250 |
1,268.2 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,299.5 |
1,297.9 |
PP |
1,299.2 |
1,297.1 |
S1 |
1,299.0 |
1,296.4 |
|