Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,691.5 |
7,674.5 |
-17.0 |
-0.2% |
7,694.0 |
High |
7,717.0 |
7,735.5 |
18.5 |
0.2% |
7,735.5 |
Low |
7,638.0 |
7,672.5 |
34.5 |
0.5% |
7,575.0 |
Close |
7,670.0 |
7,684.5 |
14.5 |
0.2% |
7,684.5 |
Range |
79.0 |
63.0 |
-16.0 |
-20.3% |
160.5 |
ATR |
84.2 |
82.9 |
-1.3 |
-1.6% |
0.0 |
Volume |
161,836 |
110,396 |
-51,440 |
-31.8% |
537,107 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,886.5 |
7,848.5 |
7,719.0 |
|
R3 |
7,823.5 |
7,785.5 |
7,702.0 |
|
R2 |
7,760.5 |
7,760.5 |
7,696.0 |
|
R1 |
7,722.5 |
7,722.5 |
7,690.5 |
7,741.5 |
PP |
7,697.5 |
7,697.5 |
7,697.5 |
7,707.0 |
S1 |
7,659.5 |
7,659.5 |
7,678.5 |
7,678.5 |
S2 |
7,634.5 |
7,634.5 |
7,673.0 |
|
S3 |
7,571.5 |
7,596.5 |
7,667.0 |
|
S4 |
7,508.5 |
7,533.5 |
7,650.0 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,146.5 |
8,076.0 |
7,773.0 |
|
R3 |
7,986.0 |
7,915.5 |
7,728.5 |
|
R2 |
7,825.5 |
7,825.5 |
7,714.0 |
|
R1 |
7,755.0 |
7,755.0 |
7,699.0 |
7,710.0 |
PP |
7,665.0 |
7,665.0 |
7,665.0 |
7,642.5 |
S1 |
7,594.5 |
7,594.5 |
7,670.0 |
7,549.5 |
S2 |
7,504.5 |
7,504.5 |
7,655.0 |
|
S3 |
7,344.0 |
7,434.0 |
7,640.5 |
|
S4 |
7,183.5 |
7,273.5 |
7,596.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,753.0 |
7,575.0 |
178.0 |
2.3% |
88.0 |
1.1% |
62% |
False |
False |
129,176 |
10 |
7,885.5 |
7,575.0 |
310.5 |
4.0% |
84.0 |
1.1% |
35% |
False |
False |
130,016 |
20 |
7,885.5 |
7,446.0 |
439.5 |
5.7% |
77.0 |
1.0% |
54% |
False |
False |
123,969 |
40 |
7,885.5 |
7,019.0 |
866.5 |
11.3% |
74.5 |
1.0% |
77% |
False |
False |
111,806 |
60 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
80.5 |
1.1% |
82% |
False |
False |
121,303 |
80 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
79.0 |
1.0% |
82% |
False |
False |
91,110 |
100 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
69.0 |
0.9% |
82% |
False |
False |
72,989 |
120 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
58.5 |
0.8% |
82% |
False |
False |
60,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,003.0 |
2.618 |
7,900.5 |
1.618 |
7,837.5 |
1.000 |
7,798.5 |
0.618 |
7,774.5 |
HIGH |
7,735.5 |
0.618 |
7,711.5 |
0.500 |
7,704.0 |
0.382 |
7,696.5 |
LOW |
7,672.5 |
0.618 |
7,633.5 |
1.000 |
7,609.5 |
1.618 |
7,570.5 |
2.618 |
7,507.5 |
4.250 |
7,405.0 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,704.0 |
7,678.0 |
PP |
7,697.5 |
7,671.0 |
S1 |
7,691.0 |
7,664.0 |
|