| 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 |
1,655.0 |
1,665.7 |
10.7 |
0.6% |
1,630.2 |
| High |
1,667.7 |
1,679.4 |
11.7 |
0.7% |
1,654.2 |
| Low |
1,651.4 |
1,663.8 |
12.4 |
0.8% |
1,607.1 |
| Close |
1,666.1 |
1,678.3 |
12.2 |
0.7% |
1,650.2 |
| Range |
16.3 |
15.6 |
-0.7 |
-4.3% |
47.1 |
| ATR |
19.6 |
19.3 |
-0.3 |
-1.4% |
0.0 |
| Volume |
100,441 |
102,858 |
2,417 |
2.4% |
524,254 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,720.6 |
1,715.1 |
1,686.9 |
|
| R3 |
1,705.0 |
1,699.5 |
1,682.6 |
|
| R2 |
1,689.4 |
1,689.4 |
1,681.2 |
|
| R1 |
1,683.9 |
1,683.9 |
1,679.7 |
1,686.7 |
| PP |
1,673.8 |
1,673.8 |
1,673.8 |
1,675.2 |
| S1 |
1,668.3 |
1,668.3 |
1,676.9 |
1,671.1 |
| S2 |
1,658.2 |
1,658.2 |
1,675.4 |
|
| S3 |
1,642.6 |
1,652.7 |
1,674.0 |
|
| S4 |
1,627.0 |
1,637.1 |
1,669.7 |
|
|
| 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 |
1,679.4 |
1,631.6 |
47.8 |
2.8% |
16.9 |
1.0% |
98% |
True |
False |
110,151 |
| 10 |
1,679.4 |
1,607.1 |
72.3 |
4.3% |
18.7 |
1.1% |
98% |
True |
False |
107,889 |
| 20 |
1,679.4 |
1,583.5 |
95.9 |
5.7% |
16.9 |
1.0% |
99% |
True |
False |
99,452 |
| 40 |
1,679.4 |
1,527.2 |
152.2 |
9.1% |
19.3 |
1.1% |
99% |
True |
False |
98,836 |
| 60 |
1,679.4 |
1,482.5 |
196.9 |
11.7% |
23.2 |
1.4% |
99% |
True |
False |
111,504 |
| 80 |
1,679.4 |
1,466.8 |
212.6 |
12.7% |
24.6 |
1.5% |
99% |
True |
False |
90,388 |
| 100 |
1,679.4 |
1,421.3 |
258.1 |
15.4% |
25.9 |
1.5% |
100% |
True |
False |
72,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,745.7 |
|
2.618 |
1,720.2 |
|
1.618 |
1,704.6 |
|
1.000 |
1,695.0 |
|
0.618 |
1,689.0 |
|
HIGH |
1,679.4 |
|
0.618 |
1,673.4 |
|
0.500 |
1,671.6 |
|
0.382 |
1,669.8 |
|
LOW |
1,663.8 |
|
0.618 |
1,654.2 |
|
1.000 |
1,648.2 |
|
1.618 |
1,638.6 |
|
2.618 |
1,623.0 |
|
4.250 |
1,597.5 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,676.1 |
1,672.3 |
| PP |
1,673.8 |
1,666.3 |
| S1 |
1,671.6 |
1,660.3 |
|