Trading Metrics calculated at close of trading on 08-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,676.8 |
1,670.1 |
-6.7 |
-0.4% |
1,651.0 |
High |
1,681.1 |
1,673.8 |
-7.3 |
-0.4% |
1,681.1 |
Low |
1,660.0 |
1,661.7 |
1.7 |
0.1% |
1,641.6 |
Close |
1,670.1 |
1,671.3 |
1.2 |
0.1% |
1,671.3 |
Range |
21.1 |
12.1 |
-9.0 |
-42.7% |
39.5 |
ATR |
18.9 |
18.5 |
-0.5 |
-2.6% |
0.0 |
Volume |
4,694 |
2,485 |
-2,209 |
-47.1% |
18,820 |
|
Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,705.3 |
1,700.3 |
1,678.0 |
|
R3 |
1,693.3 |
1,688.3 |
1,674.8 |
|
R2 |
1,681.0 |
1,681.0 |
1,673.5 |
|
R1 |
1,676.3 |
1,676.3 |
1,672.5 |
1,678.5 |
PP |
1,669.0 |
1,669.0 |
1,669.0 |
1,670.3 |
S1 |
1,664.0 |
1,664.0 |
1,670.3 |
1,666.5 |
S2 |
1,656.8 |
1,656.8 |
1,669.0 |
|
S3 |
1,644.8 |
1,652.0 |
1,668.0 |
|
S4 |
1,632.8 |
1,639.8 |
1,664.8 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.3 |
1,766.8 |
1,693.0 |
|
R3 |
1,743.8 |
1,727.3 |
1,682.3 |
|
R2 |
1,704.3 |
1,704.3 |
1,678.5 |
|
R1 |
1,687.8 |
1,687.8 |
1,675.0 |
1,696.0 |
PP |
1,664.8 |
1,664.8 |
1,664.8 |
1,668.8 |
S1 |
1,648.3 |
1,648.3 |
1,667.8 |
1,656.5 |
S2 |
1,625.3 |
1,625.3 |
1,664.0 |
|
S3 |
1,585.8 |
1,608.8 |
1,660.5 |
|
S4 |
1,546.3 |
1,569.3 |
1,649.5 |
|
|
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 |
1,641.6 |
39.5 |
2.4% |
15.8 |
0.9% |
75% |
False |
False |
3,764 |
10 |
1,681.1 |
1,607.2 |
73.9 |
4.4% |
18.5 |
1.1% |
87% |
False |
False |
4,300 |
20 |
1,681.1 |
1,591.2 |
89.9 |
5.4% |
16.5 |
1.0% |
89% |
False |
False |
4,054 |
40 |
1,681.1 |
1,527.2 |
153.9 |
9.2% |
18.8 |
1.1% |
94% |
False |
False |
4,281 |
60 |
1,681.1 |
1,482.6 |
198.5 |
11.9% |
22.5 |
1.4% |
95% |
False |
False |
6,610 |
80 |
1,681.1 |
1,482.6 |
198.5 |
11.9% |
21.0 |
1.3% |
95% |
False |
False |
5,433 |
100 |
1,681.1 |
1,464.3 |
216.8 |
13.0% |
18.3 |
1.1% |
95% |
False |
False |
4,347 |
120 |
1,681.1 |
1,464.3 |
216.8 |
13.0% |
15.5 |
0.9% |
95% |
False |
False |
3,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,725.3 |
2.618 |
1,705.5 |
1.618 |
1,693.5 |
1.000 |
1,686.0 |
0.618 |
1,681.3 |
HIGH |
1,673.8 |
0.618 |
1,669.3 |
0.500 |
1,667.8 |
0.382 |
1,666.3 |
LOW |
1,661.8 |
0.618 |
1,654.3 |
1.000 |
1,649.5 |
1.618 |
1,642.0 |
2.618 |
1,630.0 |
4.250 |
1,610.3 |
|
|
Fisher Pivots for day following 08-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,670.0 |
1,671.0 |
PP |
1,669.0 |
1,670.8 |
S1 |
1,667.8 |
1,670.5 |
|