Trading Metrics calculated at close of trading on 06-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,722.5 |
7,677.0 |
-45.5 |
-0.6% |
7,694.0 |
High |
7,732.0 |
7,732.0 |
0.0 |
0.0% |
7,735.5 |
Low |
7,656.5 |
7,659.0 |
2.5 |
0.0% |
7,575.0 |
Close |
7,678.0 |
7,702.5 |
24.5 |
0.3% |
7,684.5 |
Range |
75.5 |
73.0 |
-2.5 |
-3.3% |
160.5 |
ATR |
81.9 |
81.3 |
-0.6 |
-0.8% |
0.0 |
Volume |
96,985 |
153,620 |
56,635 |
58.4% |
537,107 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,917.0 |
7,882.5 |
7,742.5 |
|
R3 |
7,844.0 |
7,809.5 |
7,722.5 |
|
R2 |
7,771.0 |
7,771.0 |
7,716.0 |
|
R1 |
7,736.5 |
7,736.5 |
7,709.0 |
7,754.0 |
PP |
7,698.0 |
7,698.0 |
7,698.0 |
7,706.5 |
S1 |
7,663.5 |
7,663.5 |
7,696.0 |
7,681.0 |
S2 |
7,625.0 |
7,625.0 |
7,689.0 |
|
S3 |
7,552.0 |
7,590.5 |
7,682.5 |
|
S4 |
7,479.0 |
7,517.5 |
7,662.5 |
|
|
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 |
7,638.0 |
123.0 |
1.6% |
72.5 |
0.9% |
52% |
False |
False |
125,415 |
10 |
7,856.5 |
7,575.0 |
281.5 |
3.7% |
87.5 |
1.1% |
45% |
False |
False |
129,111 |
20 |
7,885.5 |
7,519.0 |
366.5 |
4.8% |
78.5 |
1.0% |
50% |
False |
False |
124,315 |
40 |
7,885.5 |
7,095.0 |
790.5 |
10.3% |
72.5 |
0.9% |
77% |
False |
False |
112,890 |
60 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
80.5 |
1.0% |
84% |
False |
False |
125,547 |
80 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
77.0 |
1.0% |
84% |
False |
False |
95,544 |
100 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
71.0 |
0.9% |
84% |
False |
False |
76,488 |
120 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
60.0 |
0.8% |
84% |
False |
False |
63,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,042.0 |
2.618 |
7,923.0 |
1.618 |
7,850.0 |
1.000 |
7,805.0 |
0.618 |
7,777.0 |
HIGH |
7,732.0 |
0.618 |
7,704.0 |
0.500 |
7,695.5 |
0.382 |
7,687.0 |
LOW |
7,659.0 |
0.618 |
7,614.0 |
1.000 |
7,586.0 |
1.618 |
7,541.0 |
2.618 |
7,468.0 |
4.250 |
7,349.0 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,700.0 |
7,709.0 |
PP |
7,698.0 |
7,706.5 |
S1 |
7,695.5 |
7,704.5 |
|