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 |
1,651.0 |
1,654.0 |
3.0 |
0.2% |
1,624.7 |
High |
1,656.1 |
1,667.2 |
11.1 |
0.7% |
1,654.2 |
Low |
1,641.6 |
1,651.4 |
9.8 |
0.6% |
1,607.2 |
Close |
1,654.8 |
1,665.5 |
10.7 |
0.6% |
1,650.1 |
Range |
14.5 |
15.8 |
1.3 |
9.0% |
47.0 |
ATR |
19.3 |
19.0 |
-0.2 |
-1.3% |
0.0 |
Volume |
3,517 |
4,369 |
852 |
24.2% |
21,097 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,708.8 |
1,703.0 |
1,674.3 |
|
R3 |
1,693.0 |
1,687.3 |
1,669.8 |
|
R2 |
1,677.3 |
1,677.3 |
1,668.5 |
|
R1 |
1,671.3 |
1,671.3 |
1,667.0 |
1,674.3 |
PP |
1,661.3 |
1,661.3 |
1,661.3 |
1,662.8 |
S1 |
1,655.5 |
1,655.5 |
1,664.0 |
1,658.5 |
S2 |
1,645.5 |
1,645.5 |
1,662.5 |
|
S3 |
1,629.8 |
1,639.8 |
1,661.3 |
|
S4 |
1,614.0 |
1,624.0 |
1,656.8 |
|
|
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 |
1,667.2 |
1,620.8 |
46.4 |
2.8% |
19.8 |
1.2% |
96% |
True |
False |
4,741 |
10 |
1,667.2 |
1,607.2 |
60.0 |
3.6% |
18.5 |
1.1% |
97% |
True |
False |
4,177 |
20 |
1,667.2 |
1,575.0 |
92.2 |
5.5% |
16.5 |
1.0% |
98% |
True |
False |
4,112 |
40 |
1,667.2 |
1,515.3 |
151.9 |
9.1% |
19.3 |
1.2% |
99% |
True |
False |
4,483 |
60 |
1,667.2 |
1,482.6 |
184.6 |
11.1% |
22.8 |
1.4% |
99% |
True |
False |
6,924 |
80 |
1,667.2 |
1,482.6 |
184.6 |
11.1% |
20.5 |
1.2% |
99% |
True |
False |
5,296 |
100 |
1,667.2 |
1,464.3 |
202.9 |
12.2% |
17.8 |
1.1% |
99% |
True |
False |
4,238 |
120 |
1,667.2 |
1,464.3 |
202.9 |
12.2% |
15.3 |
0.9% |
99% |
True |
False |
3,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,734.3 |
2.618 |
1,708.5 |
1.618 |
1,692.8 |
1.000 |
1,683.0 |
0.618 |
1,677.0 |
HIGH |
1,667.3 |
0.618 |
1,661.3 |
0.500 |
1,659.3 |
0.382 |
1,657.5 |
LOW |
1,651.5 |
0.618 |
1,641.8 |
1.000 |
1,635.5 |
1.618 |
1,625.8 |
2.618 |
1,610.0 |
4.250 |
1,584.3 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,663.5 |
1,661.3 |
PP |
1,661.3 |
1,656.8 |
S1 |
1,659.3 |
1,652.5 |
|