Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,677.0 |
7,724.5 |
47.5 |
0.6% |
7,694.0 |
High |
7,732.0 |
7,770.0 |
38.0 |
0.5% |
7,735.5 |
Low |
7,659.0 |
7,664.0 |
5.0 |
0.1% |
7,575.0 |
Close |
7,702.5 |
7,711.5 |
9.0 |
0.1% |
7,684.5 |
Range |
73.0 |
106.0 |
33.0 |
45.2% |
160.5 |
ATR |
81.3 |
83.0 |
1.8 |
2.2% |
0.0 |
Volume |
153,620 |
214,089 |
60,469 |
39.4% |
537,107 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,033.0 |
7,978.5 |
7,770.0 |
|
R3 |
7,927.0 |
7,872.5 |
7,740.5 |
|
R2 |
7,821.0 |
7,821.0 |
7,731.0 |
|
R1 |
7,766.5 |
7,766.5 |
7,721.0 |
7,741.0 |
PP |
7,715.0 |
7,715.0 |
7,715.0 |
7,702.5 |
S1 |
7,660.5 |
7,660.5 |
7,702.0 |
7,635.0 |
S2 |
7,609.0 |
7,609.0 |
7,692.0 |
|
S3 |
7,503.0 |
7,554.5 |
7,682.5 |
|
S4 |
7,397.0 |
7,448.5 |
7,653.0 |
|
|
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 |
7,770.0 |
7,656.5 |
113.5 |
1.5% |
78.0 |
1.0% |
48% |
True |
False |
135,865 |
10 |
7,796.0 |
7,575.0 |
221.0 |
2.9% |
87.0 |
1.1% |
62% |
False |
False |
134,764 |
20 |
7,885.5 |
7,575.0 |
310.5 |
4.0% |
76.5 |
1.0% |
44% |
False |
False |
126,655 |
40 |
7,885.5 |
7,124.0 |
761.5 |
9.9% |
72.5 |
0.9% |
77% |
False |
False |
115,702 |
60 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
81.5 |
1.1% |
84% |
False |
False |
126,175 |
80 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
77.5 |
1.0% |
84% |
False |
False |
98,220 |
100 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
72.0 |
0.9% |
84% |
False |
False |
78,628 |
120 |
7,885.5 |
6,766.5 |
1,119.0 |
14.5% |
61.0 |
0.8% |
84% |
False |
False |
65,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,220.5 |
2.618 |
8,047.5 |
1.618 |
7,941.5 |
1.000 |
7,876.0 |
0.618 |
7,835.5 |
HIGH |
7,770.0 |
0.618 |
7,729.5 |
0.500 |
7,717.0 |
0.382 |
7,704.5 |
LOW |
7,664.0 |
0.618 |
7,598.5 |
1.000 |
7,558.0 |
1.618 |
7,492.5 |
2.618 |
7,386.5 |
4.250 |
7,213.5 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,717.0 |
7,713.0 |
PP |
7,715.0 |
7,712.5 |
S1 |
7,713.5 |
7,712.0 |
|