Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
6,978.50 |
6,982.50 |
4.00 |
0.1% |
6,989.00 |
High |
7,023.50 |
7,090.50 |
67.00 |
1.0% |
7,090.50 |
Low |
6,958.25 |
6,977.25 |
19.00 |
0.3% |
6,890.50 |
Close |
6,977.00 |
7,083.00 |
106.00 |
1.5% |
7,083.00 |
Range |
65.25 |
113.25 |
48.00 |
73.6% |
200.00 |
ATR |
100.57 |
101.49 |
0.92 |
0.9% |
0.00 |
Volume |
389,141 |
335,020 |
-54,121 |
-13.9% |
1,515,596 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,390.00 |
7,349.75 |
7,145.25 |
|
R3 |
7,276.75 |
7,236.50 |
7,114.25 |
|
R2 |
7,163.50 |
7,163.50 |
7,103.75 |
|
R1 |
7,123.25 |
7,123.25 |
7,093.50 |
7,143.50 |
PP |
7,050.25 |
7,050.25 |
7,050.25 |
7,060.25 |
S1 |
7,010.00 |
7,010.00 |
7,072.50 |
7,030.00 |
S2 |
6,937.00 |
6,937.00 |
7,062.25 |
|
S3 |
6,823.75 |
6,896.75 |
7,051.75 |
|
S4 |
6,710.50 |
6,783.50 |
7,020.75 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,621.25 |
7,552.25 |
7,193.00 |
|
R3 |
7,421.25 |
7,352.25 |
7,138.00 |
|
R2 |
7,221.25 |
7,221.25 |
7,119.75 |
|
R1 |
7,152.25 |
7,152.25 |
7,101.25 |
7,186.75 |
PP |
7,021.25 |
7,021.25 |
7,021.25 |
7,038.50 |
S1 |
6,952.25 |
6,952.25 |
7,064.75 |
6,986.75 |
S2 |
6,821.25 |
6,821.25 |
7,046.25 |
|
S3 |
6,621.25 |
6,752.25 |
7,028.00 |
|
S4 |
6,421.25 |
6,552.25 |
6,973.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,090.50 |
6,890.50 |
200.00 |
2.8% |
86.50 |
1.2% |
96% |
True |
False |
366,587 |
10 |
7,090.50 |
6,829.75 |
260.75 |
3.7% |
86.75 |
1.2% |
97% |
True |
False |
348,126 |
20 |
7,090.50 |
6,610.50 |
480.00 |
6.8% |
88.25 |
1.2% |
98% |
True |
False |
337,246 |
40 |
7,090.50 |
6,408.50 |
682.00 |
9.6% |
113.75 |
1.6% |
99% |
True |
False |
388,216 |
60 |
7,214.50 |
6,306.75 |
907.75 |
12.8% |
129.75 |
1.8% |
86% |
False |
False |
436,412 |
80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.5% |
136.25 |
1.9% |
87% |
False |
False |
328,388 |
100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.5% |
132.75 |
1.9% |
87% |
False |
False |
262,899 |
120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.5% |
120.00 |
1.7% |
87% |
False |
False |
219,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,571.75 |
2.618 |
7,387.00 |
1.618 |
7,273.75 |
1.000 |
7,203.75 |
0.618 |
7,160.50 |
HIGH |
7,090.50 |
0.618 |
7,047.25 |
0.500 |
7,034.00 |
0.382 |
7,020.50 |
LOW |
6,977.25 |
0.618 |
6,907.25 |
1.000 |
6,864.00 |
1.618 |
6,794.00 |
2.618 |
6,680.75 |
4.250 |
6,496.00 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,066.50 |
7,056.75 |
PP |
7,050.25 |
7,030.75 |
S1 |
7,034.00 |
7,004.50 |
|