Trading Metrics calculated at close of trading on 04-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2019 |
04-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
8,502.64 |
8,555.51 |
52.87 |
0.6% |
8,104.21 |
High |
8,822.99 |
8,561.97 |
-261.02 |
-3.0% |
9,065.32 |
Low |
8,351.22 |
7,578.24 |
-772.98 |
-9.3% |
7,892.65 |
Close |
8,555.27 |
7,663.43 |
-891.84 |
-10.4% |
8,504.17 |
Range |
471.77 |
983.73 |
511.96 |
108.5% |
1,172.67 |
ATR |
486.77 |
522.27 |
35.50 |
7.3% |
0.00 |
Volume |
62,657 |
125,792 |
63,135 |
100.8% |
375,423 |
|
Daily Pivots for day following 04-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,885.74 |
10,258.31 |
8,204.48 |
|
R3 |
9,902.01 |
9,274.58 |
7,933.96 |
|
R2 |
8,918.28 |
8,918.28 |
7,843.78 |
|
R1 |
8,290.85 |
8,290.85 |
7,753.61 |
8,112.70 |
PP |
7,934.55 |
7,934.55 |
7,934.55 |
7,845.47 |
S1 |
7,307.12 |
7,307.12 |
7,573.25 |
7,128.97 |
S2 |
6,950.82 |
6,950.82 |
7,483.08 |
|
S3 |
5,967.09 |
6,323.39 |
7,392.90 |
|
S4 |
4,983.36 |
5,339.66 |
7,122.38 |
|
|
Weekly Pivots for week ending 31-May-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,005.39 |
11,427.45 |
9,149.14 |
|
R3 |
10,832.72 |
10,254.78 |
8,826.65 |
|
R2 |
9,660.05 |
9,660.05 |
8,719.16 |
|
R1 |
9,082.11 |
9,082.11 |
8,611.66 |
9,371.08 |
PP |
8,487.38 |
8,487.38 |
8,487.38 |
8,631.87 |
S1 |
7,909.44 |
7,909.44 |
8,396.68 |
8,198.41 |
S2 |
7,314.71 |
7,314.71 |
8,289.18 |
|
S3 |
6,142.04 |
6,736.77 |
8,181.69 |
|
S4 |
4,969.37 |
5,564.10 |
7,859.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,065.32 |
7,578.24 |
1,487.08 |
19.4% |
577.46 |
7.5% |
6% |
False |
True |
87,383 |
10 |
9,065.32 |
7,484.74 |
1,580.58 |
20.6% |
532.11 |
6.9% |
11% |
False |
False |
77,520 |
20 |
9,065.32 |
5,730.17 |
3,335.15 |
43.5% |
613.35 |
8.0% |
58% |
False |
False |
89,501 |
40 |
9,065.32 |
4,913.21 |
4,152.11 |
54.2% |
420.43 |
5.5% |
66% |
False |
False |
71,692 |
60 |
9,065.32 |
3,830.53 |
5,234.79 |
68.3% |
345.13 |
4.5% |
73% |
False |
False |
65,067 |
80 |
9,065.32 |
3,555.71 |
5,509.61 |
71.9% |
289.05 |
3.8% |
75% |
False |
False |
59,000 |
100 |
9,065.32 |
3,355.25 |
5,710.07 |
74.5% |
255.53 |
3.3% |
75% |
False |
False |
56,430 |
120 |
9,065.32 |
3,158.10 |
5,907.22 |
77.1% |
257.59 |
3.4% |
76% |
False |
False |
62,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,742.82 |
2.618 |
11,137.38 |
1.618 |
10,153.65 |
1.000 |
9,545.70 |
0.618 |
9,169.92 |
HIGH |
8,561.97 |
0.618 |
8,186.19 |
0.500 |
8,070.11 |
0.382 |
7,954.02 |
LOW |
7,578.24 |
0.618 |
6,970.29 |
1.000 |
6,594.51 |
1.618 |
5,986.56 |
2.618 |
5,002.83 |
4.250 |
3,397.39 |
|
|
Fisher Pivots for day following 04-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
8,070.11 |
8,200.62 |
PP |
7,934.55 |
8,021.55 |
S1 |
7,798.99 |
7,842.49 |
|