| 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 |
1,648.7 |
1,655.0 |
6.3 |
0.4% |
1,630.2 |
| High |
1,656.1 |
1,667.7 |
11.6 |
0.7% |
1,654.2 |
| Low |
1,641.2 |
1,651.4 |
10.2 |
0.6% |
1,607.1 |
| Close |
1,654.5 |
1,666.1 |
11.6 |
0.7% |
1,650.2 |
| Range |
14.9 |
16.3 |
1.4 |
9.4% |
47.1 |
| ATR |
19.8 |
19.6 |
-0.3 |
-1.3% |
0.0 |
| Volume |
94,884 |
100,441 |
5,557 |
5.9% |
524,254 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.6 |
1,704.7 |
1,675.1 |
|
| R3 |
1,694.3 |
1,688.4 |
1,670.6 |
|
| R2 |
1,678.0 |
1,678.0 |
1,669.1 |
|
| R1 |
1,672.1 |
1,672.1 |
1,667.6 |
1,675.1 |
| PP |
1,661.7 |
1,661.7 |
1,661.7 |
1,663.2 |
| S1 |
1,655.8 |
1,655.8 |
1,664.6 |
1,658.8 |
| S2 |
1,645.4 |
1,645.4 |
1,663.1 |
|
| S3 |
1,629.1 |
1,639.5 |
1,661.6 |
|
| S4 |
1,612.8 |
1,623.2 |
1,657.1 |
|
|
| 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 |
1,667.7 |
1,621.1 |
46.6 |
2.8% |
20.2 |
1.2% |
97% |
True |
False |
115,100 |
| 10 |
1,667.7 |
1,607.1 |
60.6 |
3.6% |
18.9 |
1.1% |
97% |
True |
False |
105,225 |
| 20 |
1,667.7 |
1,575.1 |
92.6 |
5.6% |
16.9 |
1.0% |
98% |
True |
False |
99,273 |
| 40 |
1,667.7 |
1,514.2 |
153.5 |
9.2% |
19.8 |
1.2% |
99% |
True |
False |
99,295 |
| 60 |
1,667.7 |
1,482.5 |
185.2 |
11.1% |
23.1 |
1.4% |
99% |
True |
False |
114,275 |
| 80 |
1,667.7 |
1,437.6 |
230.1 |
13.8% |
25.1 |
1.5% |
99% |
True |
False |
89,103 |
| 100 |
1,667.7 |
1,421.3 |
246.4 |
14.8% |
26.0 |
1.6% |
99% |
True |
False |
71,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,737.0 |
|
2.618 |
1,710.4 |
|
1.618 |
1,694.1 |
|
1.000 |
1,684.0 |
|
0.618 |
1,677.8 |
|
HIGH |
1,667.7 |
|
0.618 |
1,661.5 |
|
0.500 |
1,659.6 |
|
0.382 |
1,657.6 |
|
LOW |
1,651.4 |
|
0.618 |
1,641.3 |
|
1.000 |
1,635.1 |
|
1.618 |
1,625.0 |
|
2.618 |
1,608.7 |
|
4.250 |
1,582.1 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,663.9 |
1,661.5 |
| PP |
1,661.7 |
1,656.9 |
| S1 |
1,659.6 |
1,652.3 |
|