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 |
6,982.50 |
7,079.75 |
97.25 |
1.4% |
6,989.00 |
High |
7,090.50 |
7,151.50 |
61.00 |
0.9% |
7,090.50 |
Low |
6,977.25 |
7,071.75 |
94.50 |
1.4% |
6,890.50 |
Close |
7,083.00 |
7,148.25 |
65.25 |
0.9% |
7,083.00 |
Range |
113.25 |
79.75 |
-33.50 |
-29.6% |
200.00 |
ATR |
101.49 |
99.94 |
-1.55 |
-1.5% |
0.00 |
Volume |
335,020 |
247,834 |
-87,186 |
-26.0% |
1,515,596 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,363.00 |
7,335.50 |
7,192.00 |
|
R3 |
7,283.25 |
7,255.75 |
7,170.25 |
|
R2 |
7,203.50 |
7,203.50 |
7,162.75 |
|
R1 |
7,176.00 |
7,176.00 |
7,155.50 |
7,189.75 |
PP |
7,123.75 |
7,123.75 |
7,123.75 |
7,130.75 |
S1 |
7,096.25 |
7,096.25 |
7,141.00 |
7,110.00 |
S2 |
7,044.00 |
7,044.00 |
7,133.75 |
|
S3 |
6,964.25 |
7,016.50 |
7,126.25 |
|
S4 |
6,884.50 |
6,936.75 |
7,104.50 |
|
|
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 |
7,151.50 |
6,890.50 |
261.00 |
3.7% |
90.25 |
1.3% |
99% |
True |
False |
352,686 |
10 |
7,151.50 |
6,829.75 |
321.75 |
4.5% |
87.50 |
1.2% |
99% |
True |
False |
341,452 |
20 |
7,151.50 |
6,771.00 |
380.50 |
5.3% |
83.25 |
1.2% |
99% |
True |
False |
329,202 |
40 |
7,151.50 |
6,429.25 |
722.25 |
10.1% |
110.75 |
1.5% |
100% |
True |
False |
378,617 |
60 |
7,214.50 |
6,306.75 |
907.75 |
12.7% |
130.00 |
1.8% |
93% |
False |
False |
439,584 |
80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.4% |
135.00 |
1.9% |
94% |
False |
False |
331,455 |
100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.4% |
133.00 |
1.9% |
94% |
False |
False |
265,370 |
120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.4% |
120.25 |
1.7% |
94% |
False |
False |
221,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,490.50 |
2.618 |
7,360.25 |
1.618 |
7,280.50 |
1.000 |
7,231.25 |
0.618 |
7,200.75 |
HIGH |
7,151.50 |
0.618 |
7,121.00 |
0.500 |
7,111.50 |
0.382 |
7,102.25 |
LOW |
7,071.75 |
0.618 |
7,022.50 |
1.000 |
6,992.00 |
1.618 |
6,942.75 |
2.618 |
6,863.00 |
4.250 |
6,732.75 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,136.00 |
7,117.00 |
PP |
7,123.75 |
7,086.00 |
S1 |
7,111.50 |
7,055.00 |
|