Trading Metrics calculated at close of trading on 04-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,303.0 |
1,296.7 |
-6.3 |
-0.5% |
1,305.7 |
High |
1,304.8 |
1,302.3 |
-2.5 |
-0.2% |
1,311.5 |
Low |
1,293.1 |
1,293.8 |
0.7 |
0.1% |
1,293.1 |
Close |
1,299.3 |
1,297.3 |
-2.0 |
-0.2% |
1,299.3 |
Range |
11.7 |
8.5 |
-3.2 |
-27.4% |
18.4 |
ATR |
12.2 |
11.9 |
-0.3 |
-2.1% |
0.0 |
Volume |
318,565 |
215,328 |
-103,237 |
-32.4% |
1,334,760 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.3 |
1,318.8 |
1,302.0 |
|
R3 |
1,314.8 |
1,310.3 |
1,299.6 |
|
R2 |
1,306.3 |
1,306.3 |
1,298.9 |
|
R1 |
1,301.8 |
1,301.8 |
1,298.1 |
1,304.1 |
PP |
1,297.8 |
1,297.8 |
1,297.8 |
1,298.9 |
S1 |
1,293.3 |
1,293.3 |
1,296.5 |
1,295.6 |
S2 |
1,289.3 |
1,289.3 |
1,295.7 |
|
S3 |
1,280.8 |
1,284.8 |
1,295.0 |
|
S4 |
1,272.3 |
1,276.3 |
1,292.6 |
|
|
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 |
1,311.5 |
1,293.1 |
18.4 |
1.4% |
10.8 |
0.8% |
23% |
False |
False |
310,017 |
10 |
1,312.6 |
1,286.8 |
25.8 |
2.0% |
10.9 |
0.8% |
41% |
False |
False |
191,791 |
20 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.5 |
0.9% |
23% |
False |
False |
110,751 |
40 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.3 |
0.9% |
12% |
False |
False |
60,051 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.9 |
1.0% |
12% |
False |
False |
41,740 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
13.0 |
1.0% |
12% |
False |
False |
32,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,338.4 |
2.618 |
1,324.6 |
1.618 |
1,316.1 |
1.000 |
1,310.8 |
0.618 |
1,307.6 |
HIGH |
1,302.3 |
0.618 |
1,299.1 |
0.500 |
1,298.1 |
0.382 |
1,297.0 |
LOW |
1,293.8 |
0.618 |
1,288.5 |
1.000 |
1,285.3 |
1.618 |
1,280.0 |
2.618 |
1,271.5 |
4.250 |
1,257.7 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,298.1 |
1,302.3 |
PP |
1,297.8 |
1,300.6 |
S1 |
1,297.6 |
1,299.0 |
|