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 |
7,442.29 |
7,526.66 |
84.37 |
1.1% |
7,218.50 |
High |
7,766.59 |
7,659.36 |
-107.23 |
-1.4% |
7,596.02 |
Low |
7,437.97 |
7,382.00 |
-55.97 |
-0.8% |
7,062.11 |
Close |
7,526.62 |
7,633.77 |
107.15 |
1.4% |
7,442.29 |
Range |
328.62 |
277.36 |
-51.26 |
-15.6% |
533.91 |
ATR |
425.64 |
415.05 |
-10.59 |
-2.5% |
0.00 |
Volume |
46,942 |
49,658 |
2,716 |
5.8% |
434,394 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,390.46 |
8,289.47 |
7,786.32 |
|
R3 |
8,113.10 |
8,012.11 |
7,710.04 |
|
R2 |
7,835.74 |
7,835.74 |
7,684.62 |
|
R1 |
7,734.75 |
7,734.75 |
7,659.19 |
7,785.25 |
PP |
7,558.38 |
7,558.38 |
7,558.38 |
7,583.62 |
S1 |
7,457.39 |
7,457.39 |
7,608.35 |
7,507.89 |
S2 |
7,281.02 |
7,281.02 |
7,582.92 |
|
S3 |
7,003.66 |
7,180.03 |
7,557.50 |
|
S4 |
6,726.30 |
6,902.67 |
7,481.22 |
|
|
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 |
7,766.59 |
7,284.51 |
482.08 |
6.3% |
275.14 |
3.6% |
72% |
False |
False |
90,619 |
10 |
8,421.52 |
7,062.11 |
1,359.41 |
17.8% |
356.80 |
4.7% |
42% |
False |
False |
86,881 |
20 |
9,459.93 |
7,062.11 |
2,397.82 |
31.4% |
401.14 |
5.3% |
24% |
False |
False |
80,404 |
40 |
9,966.78 |
6,659.70 |
3,307.08 |
43.3% |
449.31 |
5.9% |
29% |
False |
False |
83,064 |
60 |
9,966.78 |
6,451.17 |
3,515.61 |
46.1% |
524.84 |
6.9% |
34% |
False |
False |
97,266 |
80 |
11,770.87 |
6,451.17 |
5,319.70 |
69.7% |
627.17 |
8.2% |
22% |
False |
False |
103,262 |
100 |
13,909.21 |
5,963.26 |
7,945.95 |
104.1% |
819.06 |
10.7% |
21% |
False |
False |
119,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,838.14 |
2.618 |
8,385.49 |
1.618 |
8,108.13 |
1.000 |
7,936.72 |
0.618 |
7,830.77 |
HIGH |
7,659.36 |
0.618 |
7,553.41 |
0.500 |
7,520.68 |
0.382 |
7,487.95 |
LOW |
7,382.00 |
0.618 |
7,210.59 |
1.000 |
7,104.64 |
1.618 |
6,933.23 |
2.618 |
6,655.87 |
4.250 |
6,203.22 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,596.07 |
7,609.33 |
PP |
7,558.38 |
7,584.88 |
S1 |
7,520.68 |
7,560.44 |
|