Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,342.78 |
7,575.63 |
232.85 |
3.2% |
7,218.50 |
High |
7,596.02 |
7,587.45 |
-8.57 |
-0.1% |
7,596.02 |
Low |
7,331.24 |
7,354.28 |
23.04 |
0.3% |
7,062.11 |
Close |
7,575.63 |
7,442.29 |
-133.34 |
-1.8% |
7,442.29 |
Range |
264.78 |
233.17 |
-31.61 |
-11.9% |
533.91 |
ATR |
448.49 |
433.11 |
-15.38 |
-3.4% |
0.00 |
Volume |
240,944 |
56,545 |
-184,399 |
-76.5% |
434,394 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,160.85 |
8,034.74 |
7,570.53 |
|
R3 |
7,927.68 |
7,801.57 |
7,506.41 |
|
R2 |
7,694.51 |
7,694.51 |
7,485.04 |
|
R1 |
7,568.40 |
7,568.40 |
7,463.66 |
7,514.87 |
PP |
7,461.34 |
7,461.34 |
7,461.34 |
7,434.58 |
S1 |
7,335.23 |
7,335.23 |
7,420.92 |
7,281.70 |
S2 |
7,228.17 |
7,228.17 |
7,399.54 |
|
S3 |
6,995.00 |
7,102.06 |
7,378.17 |
|
S4 |
6,761.83 |
6,868.89 |
7,314.05 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,968.54 |
8,739.32 |
7,735.94 |
|
R3 |
8,434.63 |
8,205.41 |
7,589.12 |
|
R2 |
7,900.72 |
7,900.72 |
7,540.17 |
|
R1 |
7,671.50 |
7,671.50 |
7,491.23 |
7,786.11 |
PP |
7,366.81 |
7,366.81 |
7,366.81 |
7,424.11 |
S1 |
7,137.59 |
7,137.59 |
7,393.35 |
7,252.20 |
S2 |
6,832.90 |
6,832.90 |
7,344.41 |
|
S3 |
6,298.99 |
6,603.68 |
7,295.46 |
|
S4 |
5,765.08 |
6,069.77 |
7,148.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,649.82 |
7,062.11 |
587.71 |
7.9% |
307.33 |
4.1% |
65% |
False |
False |
101,950 |
10 |
8,577.01 |
7,062.11 |
1,514.90 |
20.4% |
373.17 |
5.0% |
25% |
False |
False |
88,611 |
20 |
9,966.78 |
7,062.11 |
2,904.67 |
39.0% |
423.05 |
5.7% |
13% |
False |
False |
82,280 |
40 |
9,966.78 |
6,535.12 |
3,431.66 |
46.1% |
457.63 |
6.1% |
26% |
False |
False |
85,891 |
60 |
9,966.78 |
6,451.17 |
3,515.61 |
47.2% |
554.94 |
7.5% |
28% |
False |
False |
101,425 |
80 |
11,770.87 |
6,451.17 |
5,319.70 |
71.5% |
646.82 |
8.7% |
19% |
False |
False |
105,289 |
100 |
14,557.96 |
5,963.26 |
8,594.70 |
115.5% |
841.16 |
11.3% |
17% |
False |
False |
119,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,578.42 |
2.618 |
8,197.89 |
1.618 |
7,964.72 |
1.000 |
7,820.62 |
0.618 |
7,731.55 |
HIGH |
7,587.45 |
0.618 |
7,498.38 |
0.500 |
7,470.87 |
0.382 |
7,443.35 |
LOW |
7,354.28 |
0.618 |
7,210.18 |
1.000 |
7,121.11 |
1.618 |
6,977.01 |
2.618 |
6,743.84 |
4.250 |
6,363.31 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,470.87 |
7,441.62 |
PP |
7,461.34 |
7,440.94 |
S1 |
7,451.82 |
7,440.27 |
|