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 |
1,306.0 |
1,303.0 |
-3.0 |
-0.2% |
1,305.7 |
High |
1,311.5 |
1,304.8 |
-6.7 |
-0.5% |
1,311.5 |
Low |
1,301.0 |
1,293.1 |
-7.9 |
-0.6% |
1,293.1 |
Close |
1,304.7 |
1,299.3 |
-5.4 |
-0.4% |
1,299.3 |
Range |
10.5 |
11.7 |
1.2 |
11.4% |
18.4 |
ATR |
12.2 |
12.2 |
0.0 |
-0.3% |
0.0 |
Volume |
315,137 |
318,565 |
3,428 |
1.1% |
1,334,760 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.2 |
1,328.4 |
1,305.7 |
|
R3 |
1,322.5 |
1,316.7 |
1,302.5 |
|
R2 |
1,310.8 |
1,310.8 |
1,301.4 |
|
R1 |
1,305.0 |
1,305.0 |
1,300.4 |
1,302.1 |
PP |
1,299.1 |
1,299.1 |
1,299.1 |
1,297.6 |
S1 |
1,293.3 |
1,293.3 |
1,298.2 |
1,290.4 |
S2 |
1,287.4 |
1,287.4 |
1,297.2 |
|
S3 |
1,275.7 |
1,281.6 |
1,296.1 |
|
S4 |
1,264.0 |
1,269.9 |
1,292.9 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.5 |
1,346.3 |
1,309.4 |
|
R3 |
1,338.1 |
1,327.9 |
1,304.4 |
|
R2 |
1,319.7 |
1,319.7 |
1,302.7 |
|
R1 |
1,309.5 |
1,309.5 |
1,301.0 |
1,305.4 |
PP |
1,301.3 |
1,301.3 |
1,301.3 |
1,299.3 |
S1 |
1,291.1 |
1,291.1 |
1,297.6 |
1,287.0 |
S2 |
1,282.9 |
1,282.9 |
1,295.9 |
|
S3 |
1,264.5 |
1,272.7 |
1,294.2 |
|
S4 |
1,246.1 |
1,254.3 |
1,289.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,312.6 |
1,293.1 |
19.5 |
1.5% |
10.7 |
0.8% |
32% |
False |
True |
286,286 |
10 |
1,312.6 |
1,286.8 |
25.8 |
2.0% |
10.8 |
0.8% |
48% |
False |
False |
172,919 |
20 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.4 |
0.9% |
27% |
False |
False |
100,648 |
40 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.5 |
1.0% |
14% |
False |
False |
54,779 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.9 |
1.0% |
14% |
False |
False |
38,232 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.1 |
1.0% |
14% |
False |
False |
29,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.5 |
2.618 |
1,335.4 |
1.618 |
1,323.7 |
1.000 |
1,316.5 |
0.618 |
1,312.0 |
HIGH |
1,304.8 |
0.618 |
1,300.3 |
0.500 |
1,299.0 |
0.382 |
1,297.6 |
LOW |
1,293.1 |
0.618 |
1,285.9 |
1.000 |
1,281.4 |
1.618 |
1,274.2 |
2.618 |
1,262.5 |
4.250 |
1,243.4 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,299.2 |
1,302.3 |
PP |
1,299.1 |
1,301.3 |
S1 |
1,299.0 |
1,300.3 |
|