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 |
22,070 |
22,345 |
275 |
1.2% |
22,465 |
High |
22,380 |
22,575 |
195 |
0.9% |
22,555 |
Low |
22,070 |
22,290 |
220 |
1.0% |
21,920 |
Close |
22,370 |
22,560 |
190 |
0.8% |
22,370 |
Range |
310 |
285 |
-25 |
-8.1% |
635 |
ATR |
296 |
296 |
-1 |
-0.3% |
0 |
Volume |
8,740 |
22,751 |
14,011 |
160.3% |
49,166 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,330 |
23,230 |
22,717 |
|
R3 |
23,045 |
22,945 |
22,639 |
|
R2 |
22,760 |
22,760 |
22,612 |
|
R1 |
22,660 |
22,660 |
22,586 |
22,710 |
PP |
22,475 |
22,475 |
22,475 |
22,500 |
S1 |
22,375 |
22,375 |
22,534 |
22,425 |
S2 |
22,190 |
22,190 |
22,508 |
|
S3 |
21,905 |
22,090 |
22,482 |
|
S4 |
21,620 |
21,805 |
22,403 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,187 |
23,913 |
22,719 |
|
R3 |
23,552 |
23,278 |
22,545 |
|
R2 |
22,917 |
22,917 |
22,487 |
|
R1 |
22,643 |
22,643 |
22,428 |
22,463 |
PP |
22,282 |
22,282 |
22,282 |
22,191 |
S1 |
22,008 |
22,008 |
22,312 |
21,828 |
S2 |
21,647 |
21,647 |
22,254 |
|
S3 |
21,012 |
21,373 |
22,196 |
|
S4 |
20,377 |
20,738 |
22,021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,575 |
21,920 |
655 |
2.9% |
367 |
1.6% |
98% |
True |
False |
14,383 |
10 |
23,060 |
21,920 |
1,140 |
5.1% |
341 |
1.5% |
56% |
False |
False |
13,341 |
20 |
23,060 |
21,920 |
1,140 |
5.1% |
255 |
1.1% |
56% |
False |
False |
10,327 |
40 |
23,060 |
21,485 |
1,575 |
7.0% |
259 |
1.1% |
68% |
False |
False |
10,006 |
60 |
23,060 |
20,170 |
2,890 |
12.8% |
337 |
1.5% |
83% |
False |
False |
12,150 |
80 |
23,060 |
20,170 |
2,890 |
12.8% |
378 |
1.7% |
83% |
False |
False |
10,320 |
100 |
24,090 |
20,170 |
3,920 |
17.4% |
387 |
1.7% |
61% |
False |
False |
8,262 |
120 |
24,090 |
20,170 |
3,920 |
17.4% |
346 |
1.5% |
61% |
False |
False |
6,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,786 |
2.618 |
23,321 |
1.618 |
23,036 |
1.000 |
22,860 |
0.618 |
22,751 |
HIGH |
22,575 |
0.618 |
22,466 |
0.500 |
22,433 |
0.382 |
22,399 |
LOW |
22,290 |
0.618 |
22,114 |
1.000 |
22,005 |
1.618 |
21,829 |
2.618 |
21,544 |
4.250 |
21,079 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,518 |
22,472 |
PP |
22,475 |
22,383 |
S1 |
22,433 |
22,295 |
|