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 |
22,345 |
22,560 |
215 |
1.0% |
22,465 |
High |
22,575 |
22,605 |
30 |
0.1% |
22,555 |
Low |
22,290 |
22,445 |
155 |
0.7% |
21,920 |
Close |
22,560 |
22,515 |
-45 |
-0.2% |
22,370 |
Range |
285 |
160 |
-125 |
-43.9% |
635 |
ATR |
296 |
286 |
-10 |
-3.3% |
0 |
Volume |
22,751 |
15,282 |
-7,469 |
-32.8% |
49,166 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,002 |
22,918 |
22,603 |
|
R3 |
22,842 |
22,758 |
22,559 |
|
R2 |
22,682 |
22,682 |
22,544 |
|
R1 |
22,598 |
22,598 |
22,530 |
22,560 |
PP |
22,522 |
22,522 |
22,522 |
22,503 |
S1 |
22,438 |
22,438 |
22,500 |
22,400 |
S2 |
22,362 |
22,362 |
22,486 |
|
S3 |
22,202 |
22,278 |
22,471 |
|
S4 |
22,042 |
22,118 |
22,427 |
|
|
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 |
22,605 |
21,925 |
680 |
3.0% |
272 |
1.2% |
87% |
True |
False |
13,479 |
10 |
23,030 |
21,920 |
1,110 |
4.9% |
341 |
1.5% |
54% |
False |
False |
14,170 |
20 |
23,060 |
21,920 |
1,140 |
5.1% |
253 |
1.1% |
52% |
False |
False |
10,730 |
40 |
23,060 |
21,560 |
1,500 |
6.7% |
255 |
1.1% |
64% |
False |
False |
10,024 |
60 |
23,060 |
20,170 |
2,890 |
12.8% |
331 |
1.5% |
81% |
False |
False |
12,113 |
80 |
23,060 |
20,170 |
2,890 |
12.8% |
369 |
1.6% |
81% |
False |
False |
10,511 |
100 |
24,090 |
20,170 |
3,920 |
17.4% |
387 |
1.7% |
60% |
False |
False |
8,415 |
120 |
24,090 |
20,170 |
3,920 |
17.4% |
346 |
1.5% |
60% |
False |
False |
7,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,285 |
2.618 |
23,024 |
1.618 |
22,864 |
1.000 |
22,765 |
0.618 |
22,704 |
HIGH |
22,605 |
0.618 |
22,544 |
0.500 |
22,525 |
0.382 |
22,506 |
LOW |
22,445 |
0.618 |
22,346 |
1.000 |
22,285 |
1.618 |
22,186 |
2.618 |
22,026 |
4.250 |
21,765 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,525 |
22,456 |
PP |
22,522 |
22,397 |
S1 |
22,518 |
22,338 |
|