| 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 |
1,296.7 |
1,296.4 |
-0.3 |
0.0% |
1,305.7 |
| High |
1,302.3 |
1,304.8 |
2.5 |
0.2% |
1,311.5 |
| Low |
1,293.8 |
1,293.5 |
-0.3 |
0.0% |
1,293.1 |
| Close |
1,297.3 |
1,302.2 |
4.9 |
0.4% |
1,299.3 |
| Range |
8.5 |
11.3 |
2.8 |
32.9% |
18.4 |
| ATR |
11.9 |
11.9 |
0.0 |
-0.4% |
0.0 |
| Volume |
215,328 |
271,294 |
55,966 |
26.0% |
1,334,760 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.1 |
1,329.4 |
1,308.4 |
|
| R3 |
1,322.8 |
1,318.1 |
1,305.3 |
|
| R2 |
1,311.5 |
1,311.5 |
1,304.3 |
|
| R1 |
1,306.8 |
1,306.8 |
1,303.2 |
1,309.2 |
| PP |
1,300.2 |
1,300.2 |
1,300.2 |
1,301.3 |
| S1 |
1,295.5 |
1,295.5 |
1,301.2 |
1,297.9 |
| S2 |
1,288.9 |
1,288.9 |
1,300.1 |
|
| S3 |
1,277.6 |
1,284.2 |
1,299.1 |
|
| S4 |
1,266.3 |
1,272.9 |
1,296.0 |
|
|
| 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% |
10.2 |
0.8% |
49% |
False |
False |
291,834 |
| 10 |
1,312.6 |
1,292.0 |
20.6 |
1.6% |
10.8 |
0.8% |
50% |
False |
False |
213,530 |
| 20 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.6 |
0.9% |
34% |
False |
False |
123,343 |
| 40 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.3 |
0.9% |
17% |
False |
False |
66,651 |
| 60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.9 |
1.0% |
17% |
False |
False |
46,180 |
| 80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.9 |
1.0% |
17% |
False |
False |
35,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,352.8 |
|
2.618 |
1,334.4 |
|
1.618 |
1,323.1 |
|
1.000 |
1,316.1 |
|
0.618 |
1,311.8 |
|
HIGH |
1,304.8 |
|
0.618 |
1,300.5 |
|
0.500 |
1,299.2 |
|
0.382 |
1,297.8 |
|
LOW |
1,293.5 |
|
0.618 |
1,286.5 |
|
1.000 |
1,282.2 |
|
1.618 |
1,275.2 |
|
2.618 |
1,263.9 |
|
4.250 |
1,245.5 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,301.2 |
1,301.1 |
| PP |
1,300.2 |
1,300.0 |
| S1 |
1,299.2 |
1,299.0 |
|