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 |
7,696.0 |
7,722.5 |
26.5 |
0.3% |
7,694.0 |
High |
7,761.0 |
7,732.0 |
-29.0 |
-0.4% |
7,735.5 |
Low |
7,689.5 |
7,656.5 |
-33.0 |
-0.4% |
7,575.0 |
Close |
7,726.5 |
7,678.0 |
-48.5 |
-0.6% |
7,684.5 |
Range |
71.5 |
75.5 |
4.0 |
5.6% |
160.5 |
ATR |
82.4 |
81.9 |
-0.5 |
-0.6% |
0.0 |
Volume |
104,238 |
96,985 |
-7,253 |
-7.0% |
537,107 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,915.5 |
7,872.0 |
7,719.5 |
|
R3 |
7,840.0 |
7,796.5 |
7,699.0 |
|
R2 |
7,764.5 |
7,764.5 |
7,692.0 |
|
R1 |
7,721.0 |
7,721.0 |
7,685.0 |
7,705.0 |
PP |
7,689.0 |
7,689.0 |
7,689.0 |
7,681.0 |
S1 |
7,645.5 |
7,645.5 |
7,671.0 |
7,629.5 |
S2 |
7,613.5 |
7,613.5 |
7,664.0 |
|
S3 |
7,538.0 |
7,570.0 |
7,657.0 |
|
S4 |
7,462.5 |
7,494.5 |
7,636.5 |
|
|
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 |
7,593.0 |
168.0 |
2.2% |
80.5 |
1.0% |
51% |
False |
False |
118,626 |
10 |
7,885.5 |
7,575.0 |
310.5 |
4.0% |
85.5 |
1.1% |
33% |
False |
False |
127,769 |
20 |
7,885.5 |
7,497.0 |
388.5 |
5.1% |
78.0 |
1.0% |
47% |
False |
False |
122,201 |
40 |
7,885.5 |
7,071.5 |
814.0 |
10.6% |
72.5 |
0.9% |
75% |
False |
False |
111,090 |
60 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
81.0 |
1.1% |
81% |
False |
False |
124,331 |
80 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
77.5 |
1.0% |
81% |
False |
False |
93,624 |
100 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
70.0 |
0.9% |
81% |
False |
False |
74,951 |
120 |
7,885.5 |
6,766.5 |
1,119.0 |
14.6% |
59.5 |
0.8% |
81% |
False |
False |
62,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,053.0 |
2.618 |
7,929.5 |
1.618 |
7,854.0 |
1.000 |
7,807.5 |
0.618 |
7,778.5 |
HIGH |
7,732.0 |
0.618 |
7,703.0 |
0.500 |
7,694.0 |
0.382 |
7,685.5 |
LOW |
7,656.5 |
0.618 |
7,610.0 |
1.000 |
7,581.0 |
1.618 |
7,534.5 |
2.618 |
7,459.0 |
4.250 |
7,335.5 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,694.0 |
7,709.0 |
PP |
7,689.0 |
7,698.5 |
S1 |
7,683.5 |
7,688.0 |
|