Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,181.75 |
7,217.50 |
35.75 |
0.5% |
6,989.00 |
High |
7,222.25 |
7,234.25 |
12.00 |
0.2% |
7,090.50 |
Low |
7,142.25 |
7,116.75 |
-25.50 |
-0.4% |
6,890.50 |
Close |
7,215.00 |
7,161.00 |
-54.00 |
-0.7% |
7,083.00 |
Range |
80.00 |
117.50 |
37.50 |
46.9% |
200.00 |
ATR |
95.20 |
96.79 |
1.59 |
1.7% |
0.00 |
Volume |
300,300 |
410,243 |
109,943 |
36.6% |
1,515,596 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,523.25 |
7,459.50 |
7,225.50 |
|
R3 |
7,405.75 |
7,342.00 |
7,193.25 |
|
R2 |
7,288.25 |
7,288.25 |
7,182.50 |
|
R1 |
7,224.50 |
7,224.50 |
7,171.75 |
7,197.50 |
PP |
7,170.75 |
7,170.75 |
7,170.75 |
7,157.25 |
S1 |
7,107.00 |
7,107.00 |
7,150.25 |
7,080.00 |
S2 |
7,053.25 |
7,053.25 |
7,139.50 |
|
S3 |
6,935.75 |
6,989.50 |
7,128.75 |
|
S4 |
6,818.25 |
6,872.00 |
7,096.50 |
|
|
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 |
7,234.25 |
6,977.25 |
257.00 |
3.6% |
88.00 |
1.2% |
71% |
True |
False |
309,921 |
10 |
7,234.25 |
6,885.25 |
349.00 |
4.9% |
85.00 |
1.2% |
79% |
True |
False |
342,701 |
20 |
7,234.25 |
6,829.75 |
404.50 |
5.6% |
83.75 |
1.2% |
82% |
True |
False |
327,003 |
40 |
7,234.25 |
6,429.25 |
805.00 |
11.2% |
105.75 |
1.5% |
91% |
True |
False |
366,088 |
60 |
7,234.25 |
6,306.75 |
927.50 |
13.0% |
128.00 |
1.8% |
92% |
True |
False |
435,981 |
80 |
7,234.25 |
6,306.75 |
927.50 |
13.0% |
128.75 |
1.8% |
92% |
True |
False |
343,485 |
100 |
7,234.25 |
6,187.50 |
1,046.75 |
14.6% |
133.75 |
1.9% |
93% |
True |
False |
275,015 |
120 |
7,234.25 |
6,187.50 |
1,046.75 |
14.6% |
121.00 |
1.7% |
93% |
True |
False |
229,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,733.50 |
2.618 |
7,541.75 |
1.618 |
7,424.25 |
1.000 |
7,351.75 |
0.618 |
7,306.75 |
HIGH |
7,234.25 |
0.618 |
7,189.25 |
0.500 |
7,175.50 |
0.382 |
7,161.75 |
LOW |
7,116.75 |
0.618 |
7,044.25 |
1.000 |
6,999.25 |
1.618 |
6,926.75 |
2.618 |
6,809.25 |
4.250 |
6,617.50 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,175.50 |
7,175.50 |
PP |
7,170.75 |
7,170.75 |
S1 |
7,165.75 |
7,165.75 |
|