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 |
24,619 |
24,808 |
189 |
0.8% |
24,825 |
High |
24,863 |
24,860 |
-3 |
0.0% |
24,840 |
Low |
24,571 |
24,709 |
138 |
0.6% |
24,227 |
Close |
24,796 |
24,822 |
26 |
0.1% |
24,629 |
Range |
292 |
151 |
-141 |
-48.3% |
613 |
ATR |
323 |
310 |
-12 |
-3.8% |
0 |
Volume |
138,703 |
140,335 |
1,632 |
1.2% |
1,001,368 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,250 |
25,187 |
24,905 |
|
R3 |
25,099 |
25,036 |
24,864 |
|
R2 |
24,948 |
24,948 |
24,850 |
|
R1 |
24,885 |
24,885 |
24,836 |
24,917 |
PP |
24,797 |
24,797 |
24,797 |
24,813 |
S1 |
24,734 |
24,734 |
24,808 |
24,766 |
S2 |
24,646 |
24,646 |
24,794 |
|
S3 |
24,495 |
24,583 |
24,781 |
|
S4 |
24,344 |
24,432 |
24,739 |
|
|
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 |
24,325 |
538 |
2.2% |
291 |
1.2% |
92% |
False |
False |
185,859 |
10 |
25,066 |
24,227 |
839 |
3.4% |
310 |
1.2% |
71% |
False |
False |
202,748 |
20 |
25,080 |
24,135 |
945 |
3.8% |
263 |
1.1% |
73% |
False |
False |
184,898 |
40 |
25,080 |
23,467 |
1,613 |
6.5% |
313 |
1.3% |
84% |
False |
False |
206,380 |
60 |
25,535 |
23,306 |
2,229 |
9.0% |
384 |
1.5% |
68% |
False |
False |
242,576 |
80 |
25,832 |
23,306 |
2,526 |
10.2% |
414 |
1.7% |
60% |
False |
False |
184,820 |
100 |
26,723 |
23,122 |
3,601 |
14.5% |
435 |
1.8% |
47% |
False |
False |
147,979 |
120 |
26,723 |
23,122 |
3,601 |
14.5% |
386 |
1.6% |
47% |
False |
False |
123,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,502 |
2.618 |
25,255 |
1.618 |
25,104 |
1.000 |
25,011 |
0.618 |
24,953 |
HIGH |
24,860 |
0.618 |
24,802 |
0.500 |
24,785 |
0.382 |
24,767 |
LOW |
24,709 |
0.618 |
24,616 |
1.000 |
24,558 |
1.618 |
24,465 |
2.618 |
24,314 |
4.250 |
24,067 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
24,810 |
24,762 |
PP |
24,797 |
24,701 |
S1 |
24,785 |
24,641 |
|