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 |
1,637.9 |
1,651.0 |
13.1 |
0.8% |
1,624.7 |
High |
1,651.9 |
1,656.1 |
4.2 |
0.3% |
1,654.2 |
Low |
1,637.6 |
1,641.6 |
4.0 |
0.2% |
1,607.2 |
Close |
1,650.1 |
1,654.8 |
4.7 |
0.3% |
1,650.1 |
Range |
14.3 |
14.5 |
0.2 |
1.4% |
47.0 |
ATR |
19.6 |
19.3 |
-0.4 |
-1.9% |
0.0 |
Volume |
4,691 |
3,517 |
-1,174 |
-25.0% |
21,097 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.3 |
1,689.0 |
1,662.8 |
|
R3 |
1,679.8 |
1,674.5 |
1,658.8 |
|
R2 |
1,665.3 |
1,665.3 |
1,657.5 |
|
R1 |
1,660.0 |
1,660.0 |
1,656.3 |
1,662.8 |
PP |
1,650.8 |
1,650.8 |
1,650.8 |
1,652.3 |
S1 |
1,645.5 |
1,645.5 |
1,653.5 |
1,648.3 |
S2 |
1,636.3 |
1,636.3 |
1,652.3 |
|
S3 |
1,621.8 |
1,631.0 |
1,650.8 |
|
S4 |
1,607.3 |
1,616.5 |
1,646.8 |
|
|
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 |
1,656.1 |
1,607.2 |
48.9 |
3.0% |
21.3 |
1.3% |
97% |
True |
False |
4,922 |
10 |
1,656.1 |
1,607.2 |
48.9 |
3.0% |
17.8 |
1.1% |
97% |
True |
False |
4,057 |
20 |
1,656.1 |
1,566.9 |
89.2 |
5.4% |
16.8 |
1.0% |
99% |
True |
False |
4,071 |
40 |
1,656.1 |
1,513.6 |
142.5 |
8.6% |
19.5 |
1.2% |
99% |
True |
False |
4,541 |
60 |
1,656.1 |
1,482.6 |
173.5 |
10.5% |
23.0 |
1.4% |
99% |
True |
False |
6,944 |
80 |
1,656.1 |
1,464.3 |
191.8 |
11.6% |
20.5 |
1.2% |
99% |
True |
False |
5,242 |
100 |
1,656.1 |
1,464.3 |
191.8 |
11.6% |
17.8 |
1.1% |
99% |
True |
False |
4,194 |
120 |
1,656.1 |
1,464.3 |
191.8 |
11.6% |
15.0 |
0.9% |
99% |
True |
False |
3,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,717.8 |
2.618 |
1,694.0 |
1.618 |
1,679.5 |
1.000 |
1,670.5 |
0.618 |
1,665.0 |
HIGH |
1,656.0 |
0.618 |
1,650.5 |
0.500 |
1,648.8 |
0.382 |
1,647.3 |
LOW |
1,641.5 |
0.618 |
1,632.8 |
1.000 |
1,627.0 |
1.618 |
1,618.3 |
2.618 |
1,603.8 |
4.250 |
1,580.0 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,652.8 |
1,651.3 |
PP |
1,650.8 |
1,647.5 |
S1 |
1,648.8 |
1,644.0 |
|