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 |
1,637.9 |
1,648.7 |
10.8 |
0.7% |
1,630.2 |
High |
1,652.2 |
1,656.1 |
3.9 |
0.2% |
1,654.2 |
Low |
1,636.9 |
1,641.2 |
4.3 |
0.3% |
1,607.1 |
Close |
1,650.2 |
1,654.5 |
4.3 |
0.3% |
1,650.2 |
Range |
15.3 |
14.9 |
-0.4 |
-2.6% |
47.1 |
ATR |
20.2 |
19.8 |
-0.4 |
-1.9% |
0.0 |
Volume |
113,895 |
94,884 |
-19,011 |
-16.7% |
524,254 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,695.3 |
1,689.8 |
1,662.7 |
|
R3 |
1,680.4 |
1,674.9 |
1,658.6 |
|
R2 |
1,665.5 |
1,665.5 |
1,657.2 |
|
R1 |
1,660.0 |
1,660.0 |
1,655.9 |
1,662.8 |
PP |
1,650.6 |
1,650.6 |
1,650.6 |
1,652.0 |
S1 |
1,645.1 |
1,645.1 |
1,653.1 |
1,647.9 |
S2 |
1,635.7 |
1,635.7 |
1,651.8 |
|
S3 |
1,620.8 |
1,630.2 |
1,650.4 |
|
S4 |
1,605.9 |
1,615.3 |
1,646.3 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,778.5 |
1,761.4 |
1,676.1 |
|
R3 |
1,731.4 |
1,714.3 |
1,663.2 |
|
R2 |
1,684.3 |
1,684.3 |
1,658.8 |
|
R1 |
1,667.2 |
1,667.2 |
1,654.5 |
1,675.8 |
PP |
1,637.2 |
1,637.2 |
1,637.2 |
1,641.4 |
S1 |
1,620.1 |
1,620.1 |
1,645.9 |
1,628.7 |
S2 |
1,590.1 |
1,590.1 |
1,641.6 |
|
S3 |
1,543.0 |
1,573.0 |
1,637.2 |
|
S4 |
1,495.9 |
1,525.9 |
1,624.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,656.1 |
1,607.1 |
49.0 |
3.0% |
21.9 |
1.3% |
97% |
True |
False |
123,827 |
10 |
1,656.1 |
1,607.1 |
49.0 |
3.0% |
18.4 |
1.1% |
97% |
True |
False |
103,373 |
20 |
1,656.1 |
1,565.7 |
90.4 |
5.5% |
17.2 |
1.0% |
98% |
True |
False |
98,557 |
40 |
1,656.1 |
1,513.5 |
142.6 |
8.6% |
20.0 |
1.2% |
99% |
True |
False |
99,111 |
60 |
1,656.1 |
1,482.5 |
173.6 |
10.5% |
23.3 |
1.4% |
99% |
True |
False |
115,557 |
80 |
1,656.1 |
1,437.6 |
218.5 |
13.2% |
25.5 |
1.5% |
99% |
True |
False |
87,848 |
100 |
1,656.1 |
1,421.3 |
234.8 |
14.2% |
26.0 |
1.6% |
99% |
True |
False |
70,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,719.4 |
2.618 |
1,695.1 |
1.618 |
1,680.2 |
1.000 |
1,671.0 |
0.618 |
1,665.3 |
HIGH |
1,656.1 |
0.618 |
1,650.4 |
0.500 |
1,648.7 |
0.382 |
1,646.9 |
LOW |
1,641.2 |
0.618 |
1,632.0 |
1.000 |
1,626.3 |
1.618 |
1,617.1 |
2.618 |
1,602.2 |
4.250 |
1,577.9 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,652.6 |
1,651.0 |
PP |
1,650.6 |
1,647.4 |
S1 |
1,648.7 |
1,643.9 |
|