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 |
7,674.5 |
7,696.0 |
21.5 |
0.3% |
7,694.0 |
High |
7,735.5 |
7,761.0 |
25.5 |
0.3% |
7,735.5 |
Low |
7,672.5 |
7,689.5 |
17.0 |
0.2% |
7,575.0 |
Close |
7,684.5 |
7,726.5 |
42.0 |
0.5% |
7,684.5 |
Range |
63.0 |
71.5 |
8.5 |
13.5% |
160.5 |
ATR |
82.9 |
82.4 |
-0.5 |
-0.5% |
0.0 |
Volume |
110,396 |
104,238 |
-6,158 |
-5.6% |
537,107 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,940.0 |
7,905.0 |
7,766.0 |
|
R3 |
7,868.5 |
7,833.5 |
7,746.0 |
|
R2 |
7,797.0 |
7,797.0 |
7,739.5 |
|
R1 |
7,762.0 |
7,762.0 |
7,733.0 |
7,779.5 |
PP |
7,725.5 |
7,725.5 |
7,725.5 |
7,734.5 |
S1 |
7,690.5 |
7,690.5 |
7,720.0 |
7,708.0 |
S2 |
7,654.0 |
7,654.0 |
7,713.5 |
|
S3 |
7,582.5 |
7,619.0 |
7,707.0 |
|
S4 |
7,511.0 |
7,547.5 |
7,687.0 |
|
|
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 |
7,761.0 |
7,575.0 |
186.0 |
2.4% |
89.0 |
1.2% |
81% |
True |
False |
128,269 |
10 |
7,885.5 |
7,575.0 |
310.5 |
4.0% |
87.0 |
1.1% |
49% |
False |
False |
128,635 |
20 |
7,885.5 |
7,473.5 |
412.0 |
5.3% |
77.5 |
1.0% |
61% |
False |
False |
122,647 |
40 |
7,885.5 |
7,041.0 |
844.5 |
10.9% |
73.5 |
0.9% |
81% |
False |
False |
111,382 |
60 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
81.0 |
1.1% |
86% |
False |
False |
122,905 |
80 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
78.0 |
1.0% |
86% |
False |
False |
92,412 |
100 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
69.5 |
0.9% |
86% |
False |
False |
73,982 |
120 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
59.0 |
0.8% |
86% |
False |
False |
61,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,065.0 |
2.618 |
7,948.0 |
1.618 |
7,876.5 |
1.000 |
7,832.5 |
0.618 |
7,805.0 |
HIGH |
7,761.0 |
0.618 |
7,733.5 |
0.500 |
7,725.0 |
0.382 |
7,717.0 |
LOW |
7,689.5 |
0.618 |
7,645.5 |
1.000 |
7,618.0 |
1.618 |
7,574.0 |
2.618 |
7,502.5 |
4.250 |
7,385.5 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,726.0 |
7,717.5 |
PP |
7,725.5 |
7,708.5 |
S1 |
7,725.0 |
7,699.5 |
|