| 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 |
1,665.7 |
1,678.0 |
12.3 |
0.7% |
1,630.2 |
| High |
1,679.4 |
1,681.2 |
1.8 |
0.1% |
1,654.2 |
| Low |
1,663.8 |
1,659.9 |
-3.9 |
-0.2% |
1,607.1 |
| Close |
1,678.3 |
1,670.2 |
-8.1 |
-0.5% |
1,650.2 |
| Range |
15.6 |
21.3 |
5.7 |
36.5% |
47.1 |
| ATR |
19.3 |
19.4 |
0.1 |
0.7% |
0.0 |
| Volume |
102,858 |
173,620 |
70,762 |
68.8% |
524,254 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.3 |
1,723.6 |
1,681.9 |
|
| R3 |
1,713.0 |
1,702.3 |
1,676.1 |
|
| R2 |
1,691.7 |
1,691.7 |
1,674.1 |
|
| R1 |
1,681.0 |
1,681.0 |
1,672.2 |
1,675.7 |
| PP |
1,670.4 |
1,670.4 |
1,670.4 |
1,667.8 |
| S1 |
1,659.7 |
1,659.7 |
1,668.2 |
1,654.4 |
| S2 |
1,649.1 |
1,649.1 |
1,666.3 |
|
| S3 |
1,627.8 |
1,638.4 |
1,664.3 |
|
| S4 |
1,606.5 |
1,617.1 |
1,658.5 |
|
|
| 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 |
1,681.2 |
1,636.9 |
44.3 |
2.7% |
16.7 |
1.0% |
75% |
True |
False |
117,139 |
| 10 |
1,681.2 |
1,607.1 |
74.1 |
4.4% |
19.4 |
1.2% |
85% |
True |
False |
116,427 |
| 20 |
1,681.2 |
1,591.0 |
90.2 |
5.4% |
17.1 |
1.0% |
88% |
True |
False |
103,269 |
| 40 |
1,681.2 |
1,527.2 |
154.0 |
9.2% |
19.2 |
1.1% |
93% |
True |
False |
100,985 |
| 60 |
1,681.2 |
1,482.5 |
198.7 |
11.9% |
23.1 |
1.4% |
94% |
True |
False |
111,059 |
| 80 |
1,681.2 |
1,474.4 |
206.8 |
12.4% |
24.5 |
1.5% |
95% |
True |
False |
92,557 |
| 100 |
1,681.2 |
1,421.3 |
259.9 |
15.6% |
25.9 |
1.6% |
96% |
True |
False |
74,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,771.7 |
|
2.618 |
1,737.0 |
|
1.618 |
1,715.7 |
|
1.000 |
1,702.5 |
|
0.618 |
1,694.4 |
|
HIGH |
1,681.2 |
|
0.618 |
1,673.1 |
|
0.500 |
1,670.6 |
|
0.382 |
1,668.0 |
|
LOW |
1,659.9 |
|
0.618 |
1,646.7 |
|
1.000 |
1,638.6 |
|
1.618 |
1,625.4 |
|
2.618 |
1,604.1 |
|
4.250 |
1,569.4 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,670.6 |
1,668.9 |
| PP |
1,670.4 |
1,667.6 |
| S1 |
1,670.3 |
1,666.3 |
|