Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
1,300.6 |
1,300.9 |
0.3 |
0.0% |
1,305.7 |
High |
1,306.1 |
1,307.8 |
1.7 |
0.1% |
1,311.5 |
Low |
1,297.7 |
1,299.0 |
1.3 |
0.1% |
1,293.1 |
Close |
1,301.4 |
1,303.0 |
1.6 |
0.1% |
1,299.3 |
Range |
8.4 |
8.8 |
0.4 |
4.8% |
18.4 |
ATR |
11.6 |
11.4 |
-0.2 |
-1.7% |
0.0 |
Volume |
252,054 |
259,648 |
7,594 |
3.0% |
1,334,760 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.7 |
1,325.1 |
1,307.8 |
|
R3 |
1,320.9 |
1,316.3 |
1,305.4 |
|
R2 |
1,312.1 |
1,312.1 |
1,304.6 |
|
R1 |
1,307.5 |
1,307.5 |
1,303.8 |
1,309.8 |
PP |
1,303.3 |
1,303.3 |
1,303.3 |
1,304.4 |
S1 |
1,298.7 |
1,298.7 |
1,302.2 |
1,301.0 |
S2 |
1,294.5 |
1,294.5 |
1,301.4 |
|
S3 |
1,285.7 |
1,289.9 |
1,300.6 |
|
S4 |
1,276.9 |
1,281.1 |
1,298.2 |
|
|
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 |
1,307.8 |
1,293.1 |
14.7 |
1.1% |
9.7 |
0.7% |
67% |
True |
False |
263,377 |
10 |
1,312.6 |
1,293.1 |
19.5 |
1.5% |
10.5 |
0.8% |
51% |
False |
False |
253,150 |
20 |
1,332.4 |
1,286.8 |
45.6 |
3.5% |
11.1 |
0.9% |
36% |
False |
False |
144,329 |
40 |
1,365.1 |
1,286.8 |
78.3 |
6.0% |
11.8 |
0.9% |
21% |
False |
False |
79,116 |
60 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.8 |
1.0% |
18% |
False |
False |
54,442 |
80 |
1,375.1 |
1,286.8 |
88.3 |
6.8% |
12.8 |
1.0% |
18% |
False |
False |
41,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,345.2 |
2.618 |
1,330.8 |
1.618 |
1,322.0 |
1.000 |
1,316.6 |
0.618 |
1,313.2 |
HIGH |
1,307.8 |
0.618 |
1,304.4 |
0.500 |
1,303.4 |
0.382 |
1,302.4 |
LOW |
1,299.0 |
0.618 |
1,293.6 |
1.000 |
1,290.2 |
1.618 |
1,284.8 |
2.618 |
1,276.0 |
4.250 |
1,261.6 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,303.4 |
1,302.2 |
PP |
1,303.3 |
1,301.4 |
S1 |
1,303.1 |
1,300.7 |
|