Trading Metrics calculated at close of trading on 06-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,654.0 |
1,664.8 |
10.8 |
0.7% |
1,624.7 |
High |
1,667.2 |
1,679.3 |
12.1 |
0.7% |
1,654.2 |
Low |
1,651.4 |
1,663.8 |
12.4 |
0.8% |
1,607.2 |
Close |
1,665.5 |
1,678.2 |
12.7 |
0.8% |
1,650.1 |
Range |
15.8 |
15.5 |
-0.3 |
-1.9% |
47.0 |
ATR |
19.0 |
18.8 |
-0.3 |
-1.3% |
0.0 |
Volume |
4,369 |
3,755 |
-614 |
-14.1% |
21,097 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.3 |
1,714.8 |
1,686.8 |
|
R3 |
1,704.8 |
1,699.3 |
1,682.5 |
|
R2 |
1,689.3 |
1,689.3 |
1,681.0 |
|
R1 |
1,683.8 |
1,683.8 |
1,679.5 |
1,686.5 |
PP |
1,673.8 |
1,673.8 |
1,673.8 |
1,675.3 |
S1 |
1,668.3 |
1,668.3 |
1,676.8 |
1,671.0 |
S2 |
1,658.3 |
1,658.3 |
1,675.3 |
|
S3 |
1,642.8 |
1,652.8 |
1,674.0 |
|
S4 |
1,627.3 |
1,637.3 |
1,669.8 |
|
|
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 |
1,679.3 |
1,631.8 |
47.5 |
2.8% |
16.5 |
1.0% |
98% |
True |
False |
4,352 |
10 |
1,679.3 |
1,607.2 |
72.1 |
4.3% |
18.3 |
1.1% |
98% |
True |
False |
4,310 |
20 |
1,679.3 |
1,583.3 |
96.0 |
5.7% |
16.5 |
1.0% |
99% |
True |
False |
4,073 |
40 |
1,679.3 |
1,527.2 |
152.1 |
9.1% |
18.8 |
1.1% |
99% |
True |
False |
4,364 |
60 |
1,679.3 |
1,482.6 |
196.7 |
11.7% |
22.8 |
1.4% |
99% |
True |
False |
6,885 |
80 |
1,679.3 |
1,482.6 |
196.7 |
11.7% |
20.5 |
1.2% |
99% |
True |
False |
5,343 |
100 |
1,679.3 |
1,464.3 |
215.0 |
12.8% |
18.0 |
1.1% |
99% |
True |
False |
4,275 |
120 |
1,679.3 |
1,464.3 |
215.0 |
12.8% |
15.3 |
0.9% |
99% |
True |
False |
3,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.3 |
2.618 |
1,720.0 |
1.618 |
1,704.5 |
1.000 |
1,694.8 |
0.618 |
1,689.0 |
HIGH |
1,679.3 |
0.618 |
1,673.5 |
0.500 |
1,671.5 |
0.382 |
1,669.8 |
LOW |
1,663.8 |
0.618 |
1,654.3 |
1.000 |
1,648.3 |
1.618 |
1,638.8 |
2.618 |
1,623.3 |
4.250 |
1,598.0 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,676.0 |
1,672.3 |
PP |
1,673.8 |
1,666.3 |
S1 |
1,671.5 |
1,660.5 |
|