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 |
1,647.8 |
1,637.9 |
-9.9 |
-0.6% |
1,624.7 |
High |
1,654.2 |
1,651.9 |
-2.3 |
-0.1% |
1,654.2 |
Low |
1,631.8 |
1,637.6 |
5.8 |
0.4% |
1,607.2 |
Close |
1,634.5 |
1,650.1 |
15.6 |
1.0% |
1,650.1 |
Range |
22.4 |
14.3 |
-8.1 |
-36.2% |
47.0 |
ATR |
19.8 |
19.6 |
-0.2 |
-0.9% |
0.0 |
Volume |
5,431 |
4,691 |
-740 |
-13.6% |
21,097 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.5 |
1,684.0 |
1,658.0 |
|
R3 |
1,675.3 |
1,669.8 |
1,654.0 |
|
R2 |
1,660.8 |
1,660.8 |
1,652.8 |
|
R1 |
1,655.5 |
1,655.5 |
1,651.5 |
1,658.3 |
PP |
1,646.5 |
1,646.5 |
1,646.5 |
1,648.0 |
S1 |
1,641.3 |
1,641.3 |
1,648.8 |
1,643.8 |
S2 |
1,632.3 |
1,632.3 |
1,647.5 |
|
S3 |
1,618.0 |
1,626.8 |
1,646.3 |
|
S4 |
1,603.8 |
1,612.5 |
1,642.3 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,778.3 |
1,761.3 |
1,676.0 |
|
R3 |
1,731.3 |
1,714.3 |
1,663.0 |
|
R2 |
1,684.3 |
1,684.3 |
1,658.8 |
|
R1 |
1,667.3 |
1,667.3 |
1,654.5 |
1,675.8 |
PP |
1,637.3 |
1,637.3 |
1,637.3 |
1,641.5 |
S1 |
1,620.3 |
1,620.3 |
1,645.8 |
1,628.8 |
S2 |
1,590.3 |
1,590.3 |
1,641.5 |
|
S3 |
1,543.3 |
1,573.3 |
1,637.3 |
|
S4 |
1,496.3 |
1,526.3 |
1,624.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,654.2 |
1,607.2 |
47.0 |
2.8% |
21.0 |
1.3% |
91% |
False |
False |
4,837 |
10 |
1,654.2 |
1,607.2 |
47.0 |
2.8% |
17.3 |
1.0% |
91% |
False |
False |
4,023 |
20 |
1,654.2 |
1,537.9 |
116.3 |
7.0% |
17.8 |
1.1% |
96% |
False |
False |
4,130 |
40 |
1,654.2 |
1,502.5 |
151.7 |
9.2% |
20.3 |
1.2% |
97% |
False |
False |
4,683 |
60 |
1,654.2 |
1,482.6 |
171.6 |
10.4% |
23.0 |
1.4% |
98% |
False |
False |
6,898 |
80 |
1,654.2 |
1,464.3 |
189.9 |
11.5% |
20.8 |
1.3% |
98% |
False |
False |
5,198 |
100 |
1,654.2 |
1,464.3 |
189.9 |
11.5% |
17.8 |
1.1% |
98% |
False |
False |
4,159 |
120 |
1,654.2 |
1,464.3 |
189.9 |
11.5% |
15.0 |
0.9% |
98% |
False |
False |
3,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,712.8 |
2.618 |
1,689.3 |
1.618 |
1,675.0 |
1.000 |
1,666.3 |
0.618 |
1,660.8 |
HIGH |
1,652.0 |
0.618 |
1,646.5 |
0.500 |
1,644.8 |
0.382 |
1,643.0 |
LOW |
1,637.5 |
0.618 |
1,628.8 |
1.000 |
1,623.3 |
1.618 |
1,614.5 |
2.618 |
1,600.3 |
4.250 |
1,576.8 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,648.3 |
1,646.0 |
PP |
1,646.5 |
1,641.8 |
S1 |
1,644.8 |
1,637.5 |
|