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 |
24,440 |
24,619 |
179 |
0.7% |
24,825 |
High |
24,679 |
24,863 |
184 |
0.7% |
24,840 |
Low |
24,419 |
24,571 |
152 |
0.6% |
24,227 |
Close |
24,629 |
24,796 |
167 |
0.7% |
24,629 |
Range |
260 |
292 |
32 |
12.3% |
613 |
ATR |
325 |
323 |
-2 |
-0.7% |
0 |
Volume |
180,922 |
138,703 |
-42,219 |
-23.3% |
1,001,368 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,619 |
25,500 |
24,957 |
|
R3 |
25,327 |
25,208 |
24,876 |
|
R2 |
25,035 |
25,035 |
24,850 |
|
R1 |
24,916 |
24,916 |
24,823 |
24,976 |
PP |
24,743 |
24,743 |
24,743 |
24,773 |
S1 |
24,624 |
24,624 |
24,769 |
24,684 |
S2 |
24,451 |
24,451 |
24,743 |
|
S3 |
24,159 |
24,332 |
24,716 |
|
S4 |
23,867 |
24,040 |
24,636 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,404 |
26,130 |
24,966 |
|
R3 |
25,791 |
25,517 |
24,798 |
|
R2 |
25,178 |
25,178 |
24,742 |
|
R1 |
24,904 |
24,904 |
24,685 |
24,735 |
PP |
24,565 |
24,565 |
24,565 |
24,481 |
S1 |
24,291 |
24,291 |
24,573 |
24,122 |
S2 |
23,952 |
23,952 |
24,517 |
|
S3 |
23,339 |
23,678 |
24,461 |
|
S4 |
22,726 |
23,065 |
24,292 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,863 |
24,227 |
636 |
2.6% |
384 |
1.5% |
89% |
True |
False |
228,014 |
10 |
25,080 |
24,227 |
853 |
3.4% |
317 |
1.3% |
67% |
False |
False |
204,946 |
20 |
25,080 |
24,135 |
945 |
3.8% |
266 |
1.1% |
70% |
False |
False |
186,491 |
40 |
25,080 |
23,467 |
1,613 |
6.5% |
320 |
1.3% |
82% |
False |
False |
209,655 |
60 |
25,535 |
23,306 |
2,229 |
9.0% |
390 |
1.6% |
67% |
False |
False |
242,866 |
80 |
25,832 |
23,306 |
2,526 |
10.2% |
426 |
1.7% |
59% |
False |
False |
183,073 |
100 |
26,723 |
23,122 |
3,601 |
14.5% |
435 |
1.8% |
46% |
False |
False |
146,577 |
120 |
26,723 |
23,122 |
3,601 |
14.5% |
386 |
1.6% |
46% |
False |
False |
122,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,104 |
2.618 |
25,628 |
1.618 |
25,336 |
1.000 |
25,155 |
0.618 |
25,044 |
HIGH |
24,863 |
0.618 |
24,752 |
0.500 |
24,717 |
0.382 |
24,683 |
LOW |
24,571 |
0.618 |
24,391 |
1.000 |
24,279 |
1.618 |
24,099 |
2.618 |
23,807 |
4.250 |
23,330 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
24,770 |
24,732 |
PP |
24,743 |
24,667 |
S1 |
24,717 |
24,603 |
|