Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,664.8 |
1,676.8 |
12.0 |
0.7% |
1,624.7 |
High |
1,679.3 |
1,681.1 |
1.8 |
0.1% |
1,654.2 |
Low |
1,663.8 |
1,660.0 |
-3.8 |
-0.2% |
1,607.2 |
Close |
1,678.2 |
1,670.1 |
-8.1 |
-0.5% |
1,650.1 |
Range |
15.5 |
21.1 |
5.6 |
36.1% |
47.0 |
ATR |
18.8 |
18.9 |
0.2 |
0.9% |
0.0 |
Volume |
3,755 |
4,694 |
939 |
25.0% |
21,097 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.8 |
1,723.0 |
1,681.8 |
|
R3 |
1,712.5 |
1,702.0 |
1,676.0 |
|
R2 |
1,691.5 |
1,691.5 |
1,674.0 |
|
R1 |
1,680.8 |
1,680.8 |
1,672.0 |
1,675.5 |
PP |
1,670.5 |
1,670.5 |
1,670.5 |
1,667.8 |
S1 |
1,659.8 |
1,659.8 |
1,668.3 |
1,654.5 |
S2 |
1,649.3 |
1,649.3 |
1,666.3 |
|
S3 |
1,628.3 |
1,638.5 |
1,664.3 |
|
S4 |
1,607.0 |
1,617.5 |
1,658.5 |
|
|
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 |
1,681.1 |
1,637.6 |
43.5 |
2.6% |
16.3 |
1.0% |
75% |
True |
False |
4,205 |
10 |
1,681.1 |
1,607.2 |
73.9 |
4.4% |
19.0 |
1.1% |
85% |
True |
False |
4,413 |
20 |
1,681.1 |
1,591.2 |
89.9 |
5.4% |
16.8 |
1.0% |
88% |
True |
False |
4,080 |
40 |
1,681.1 |
1,527.2 |
153.9 |
9.2% |
18.8 |
1.1% |
93% |
True |
False |
4,341 |
60 |
1,681.1 |
1,482.6 |
198.5 |
11.9% |
22.8 |
1.4% |
94% |
True |
False |
6,761 |
80 |
1,681.1 |
1,482.6 |
198.5 |
11.9% |
20.8 |
1.2% |
94% |
True |
False |
5,402 |
100 |
1,681.1 |
1,464.3 |
216.8 |
13.0% |
18.3 |
1.1% |
95% |
True |
False |
4,322 |
120 |
1,681.1 |
1,464.3 |
216.8 |
13.0% |
15.5 |
0.9% |
95% |
True |
False |
3,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.8 |
2.618 |
1,736.3 |
1.618 |
1,715.3 |
1.000 |
1,702.3 |
0.618 |
1,694.3 |
HIGH |
1,681.0 |
0.618 |
1,673.0 |
0.500 |
1,670.5 |
0.382 |
1,668.0 |
LOW |
1,660.0 |
0.618 |
1,647.0 |
1.000 |
1,639.0 |
1.618 |
1,625.8 |
2.618 |
1,604.8 |
4.250 |
1,570.3 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,670.5 |
1,668.8 |
PP |
1,670.5 |
1,667.5 |
S1 |
1,670.3 |
1,666.3 |
|