Trading Metrics calculated at close of trading on 08-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,217.50 |
7,160.00 |
-57.50 |
-0.8% |
7,079.75 |
High |
7,234.25 |
7,163.00 |
-71.25 |
-1.0% |
7,234.25 |
Low |
7,116.75 |
7,077.75 |
-39.00 |
-0.5% |
7,071.75 |
Close |
7,161.00 |
7,151.50 |
-9.50 |
-0.1% |
7,151.50 |
Range |
117.50 |
85.25 |
-32.25 |
-27.4% |
162.50 |
ATR |
96.79 |
95.97 |
-0.82 |
-0.9% |
0.00 |
Volume |
410,243 |
215,656 |
-194,587 |
-47.4% |
1,430,245 |
|
Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,386.50 |
7,354.25 |
7,198.50 |
|
R3 |
7,301.25 |
7,269.00 |
7,175.00 |
|
R2 |
7,216.00 |
7,216.00 |
7,167.25 |
|
R1 |
7,183.75 |
7,183.75 |
7,159.25 |
7,157.25 |
PP |
7,130.75 |
7,130.75 |
7,130.75 |
7,117.50 |
S1 |
7,098.50 |
7,098.50 |
7,143.75 |
7,072.00 |
S2 |
7,045.50 |
7,045.50 |
7,135.75 |
|
S3 |
6,960.25 |
7,013.25 |
7,128.00 |
|
S4 |
6,875.00 |
6,928.00 |
7,104.50 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,640.00 |
7,558.25 |
7,241.00 |
|
R3 |
7,477.50 |
7,395.75 |
7,196.25 |
|
R2 |
7,315.00 |
7,315.00 |
7,181.25 |
|
R1 |
7,233.25 |
7,233.25 |
7,166.50 |
7,274.00 |
PP |
7,152.50 |
7,152.50 |
7,152.50 |
7,173.00 |
S1 |
7,070.75 |
7,070.75 |
7,136.50 |
7,111.50 |
S2 |
6,990.00 |
6,990.00 |
7,121.75 |
|
S3 |
6,827.50 |
6,908.25 |
7,106.75 |
|
S4 |
6,665.00 |
6,745.75 |
7,062.00 |
|
|
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 |
7,071.75 |
162.50 |
2.3% |
82.50 |
1.2% |
49% |
False |
False |
286,049 |
10 |
7,234.25 |
6,890.50 |
343.75 |
4.8% |
84.50 |
1.2% |
76% |
False |
False |
326,318 |
20 |
7,234.25 |
6,829.75 |
404.50 |
5.7% |
84.00 |
1.2% |
80% |
False |
False |
323,137 |
40 |
7,234.25 |
6,429.25 |
805.00 |
11.3% |
105.25 |
1.5% |
90% |
False |
False |
362,550 |
60 |
7,234.25 |
6,306.75 |
927.50 |
13.0% |
128.00 |
1.8% |
91% |
False |
False |
431,737 |
80 |
7,234.25 |
6,306.75 |
927.50 |
13.0% |
128.50 |
1.8% |
91% |
False |
False |
346,175 |
100 |
7,234.25 |
6,187.50 |
1,046.75 |
14.6% |
133.50 |
1.9% |
92% |
False |
False |
277,164 |
120 |
7,234.25 |
6,187.50 |
1,046.75 |
14.6% |
121.50 |
1.7% |
92% |
False |
False |
231,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,525.25 |
2.618 |
7,386.25 |
1.618 |
7,301.00 |
1.000 |
7,248.25 |
0.618 |
7,215.75 |
HIGH |
7,163.00 |
0.618 |
7,130.50 |
0.500 |
7,120.50 |
0.382 |
7,110.25 |
LOW |
7,077.75 |
0.618 |
7,025.00 |
1.000 |
6,992.50 |
1.618 |
6,939.75 |
2.618 |
6,854.50 |
4.250 |
6,715.50 |
|
|
Fisher Pivots for day following 08-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,141.00 |
7,156.00 |
PP |
7,130.75 |
7,154.50 |
S1 |
7,120.50 |
7,153.00 |
|