Trading Metrics calculated at close of trading on 06-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,296.4 |
1,300.6 |
4.2 |
0.3% |
1,305.7 |
High |
1,304.8 |
1,306.1 |
1.3 |
0.1% |
1,311.5 |
Low |
1,293.5 |
1,297.7 |
4.2 |
0.3% |
1,293.1 |
Close |
1,302.2 |
1,301.4 |
-0.8 |
-0.1% |
1,299.3 |
Range |
11.3 |
8.4 |
-2.9 |
-25.7% |
18.4 |
ATR |
11.9 |
11.6 |
-0.2 |
-2.1% |
0.0 |
Volume |
271,294 |
252,054 |
-19,240 |
-7.1% |
1,334,760 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.9 |
1,322.6 |
1,306.0 |
|
R3 |
1,318.5 |
1,314.2 |
1,303.7 |
|
R2 |
1,310.1 |
1,310.1 |
1,302.9 |
|
R1 |
1,305.8 |
1,305.8 |
1,302.2 |
1,308.0 |
PP |
1,301.7 |
1,301.7 |
1,301.7 |
1,302.8 |
S1 |
1,297.4 |
1,297.4 |
1,300.6 |
1,299.6 |
S2 |
1,293.3 |
1,293.3 |
1,299.9 |
|
S3 |
1,284.9 |
1,289.0 |
1,299.1 |
|
S4 |
1,276.5 |
1,280.6 |
1,296.8 |
|
|
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% |
10.1 |
0.8% |
45% |
False |
False |
274,475 |
10 |
1,312.6 |
1,292.0 |
20.6 |
1.6% |
10.8 |
0.8% |
46% |
False |
False |
233,970 |
20 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.4 |
0.9% |
32% |
False |
False |
133,312 |
40 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.2 |
0.9% |
17% |
False |
False |
72,844 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.9 |
1.0% |
17% |
False |
False |
50,218 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.9 |
1.0% |
17% |
False |
False |
38,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.8 |
2.618 |
1,328.1 |
1.618 |
1,319.7 |
1.000 |
1,314.5 |
0.618 |
1,311.3 |
HIGH |
1,306.1 |
0.618 |
1,302.9 |
0.500 |
1,301.9 |
0.382 |
1,300.9 |
LOW |
1,297.7 |
0.618 |
1,292.5 |
1.000 |
1,289.3 |
1.618 |
1,284.1 |
2.618 |
1,275.7 |
4.250 |
1,262.0 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,301.9 |
1,300.9 |
PP |
1,301.7 |
1,300.3 |
S1 |
1,301.6 |
1,299.8 |
|