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 |
7,079.75 |
7,147.50 |
67.75 |
1.0% |
6,989.00 |
High |
7,151.50 |
7,187.50 |
36.00 |
0.5% |
7,090.50 |
Low |
7,071.75 |
7,137.50 |
65.75 |
0.9% |
6,890.50 |
Close |
7,148.25 |
7,179.25 |
31.00 |
0.4% |
7,083.00 |
Range |
79.75 |
50.00 |
-29.75 |
-37.3% |
200.00 |
ATR |
99.94 |
96.37 |
-3.57 |
-3.6% |
0.00 |
Volume |
247,834 |
256,212 |
8,378 |
3.4% |
1,515,596 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,318.00 |
7,298.75 |
7,206.75 |
|
R3 |
7,268.00 |
7,248.75 |
7,193.00 |
|
R2 |
7,218.00 |
7,218.00 |
7,188.50 |
|
R1 |
7,198.75 |
7,198.75 |
7,183.75 |
7,208.50 |
PP |
7,168.00 |
7,168.00 |
7,168.00 |
7,173.00 |
S1 |
7,148.75 |
7,148.75 |
7,174.75 |
7,158.50 |
S2 |
7,118.00 |
7,118.00 |
7,170.00 |
|
S3 |
7,068.00 |
7,098.75 |
7,165.50 |
|
S4 |
7,018.00 |
7,048.75 |
7,151.75 |
|
|
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 |
7,187.50 |
6,918.50 |
269.00 |
3.7% |
77.00 |
1.1% |
97% |
True |
False |
306,400 |
10 |
7,187.50 |
6,829.75 |
357.75 |
5.0% |
84.75 |
1.2% |
98% |
True |
False |
337,736 |
20 |
7,187.50 |
6,771.00 |
416.50 |
5.8% |
81.75 |
1.1% |
98% |
True |
False |
325,824 |
40 |
7,187.50 |
6,429.25 |
758.25 |
10.6% |
108.00 |
1.5% |
99% |
True |
False |
372,970 |
60 |
7,214.50 |
6,306.75 |
907.75 |
12.6% |
128.50 |
1.8% |
96% |
False |
False |
439,233 |
80 |
7,214.50 |
6,187.50 |
1,027.00 |
14.3% |
131.75 |
1.8% |
97% |
False |
False |
334,630 |
100 |
7,214.50 |
6,187.50 |
1,027.00 |
14.3% |
133.00 |
1.9% |
97% |
False |
False |
267,926 |
120 |
7,214.50 |
6,187.50 |
1,027.00 |
14.3% |
120.00 |
1.7% |
97% |
False |
False |
223,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,400.00 |
2.618 |
7,318.50 |
1.618 |
7,268.50 |
1.000 |
7,237.50 |
0.618 |
7,218.50 |
HIGH |
7,187.50 |
0.618 |
7,168.50 |
0.500 |
7,162.50 |
0.382 |
7,156.50 |
LOW |
7,137.50 |
0.618 |
7,106.50 |
1.000 |
7,087.50 |
1.618 |
7,056.50 |
2.618 |
7,006.50 |
4.250 |
6,925.00 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,173.75 |
7,147.00 |
PP |
7,168.00 |
7,114.75 |
S1 |
7,162.50 |
7,082.50 |
|