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 |
3,424.0 |
3,409.0 |
-15.0 |
-0.4% |
3,455.0 |
High |
3,436.0 |
3,450.0 |
14.0 |
0.4% |
3,455.0 |
Low |
3,373.0 |
3,409.0 |
36.0 |
1.1% |
3,370.0 |
Close |
3,396.0 |
3,431.0 |
35.0 |
1.0% |
3,431.0 |
Range |
63.0 |
41.0 |
-22.0 |
-34.9% |
85.0 |
ATR |
41.7 |
42.6 |
0.9 |
2.1% |
0.0 |
Volume |
8,994 |
51,142 |
42,148 |
468.6% |
122,578 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,553.0 |
3,533.0 |
3,453.6 |
|
R3 |
3,512.0 |
3,492.0 |
3,442.3 |
|
R2 |
3,471.0 |
3,471.0 |
3,438.5 |
|
R1 |
3,451.0 |
3,451.0 |
3,434.8 |
3,461.0 |
PP |
3,430.0 |
3,430.0 |
3,430.0 |
3,435.0 |
S1 |
3,410.0 |
3,410.0 |
3,427.2 |
3,420.0 |
S2 |
3,389.0 |
3,389.0 |
3,423.5 |
|
S3 |
3,348.0 |
3,369.0 |
3,419.7 |
|
S4 |
3,307.0 |
3,328.0 |
3,408.5 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.7 |
3,637.3 |
3,477.8 |
|
R3 |
3,588.7 |
3,552.3 |
3,454.4 |
|
R2 |
3,503.7 |
3,503.7 |
3,446.6 |
|
R1 |
3,467.3 |
3,467.3 |
3,438.8 |
3,443.0 |
PP |
3,418.7 |
3,418.7 |
3,418.7 |
3,406.5 |
S1 |
3,382.3 |
3,382.3 |
3,423.2 |
3,358.0 |
S2 |
3,333.7 |
3,333.7 |
3,415.4 |
|
S3 |
3,248.7 |
3,297.3 |
3,407.6 |
|
S4 |
3,163.7 |
3,212.3 |
3,384.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,517.0 |
3,370.0 |
147.0 |
4.3% |
58.8 |
1.7% |
41% |
False |
False |
35,194 |
10 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
46.5 |
1.4% |
31% |
False |
False |
34,674 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
33.9 |
1.0% |
31% |
False |
False |
18,691 |
40 |
3,564.0 |
3,280.0 |
284.0 |
8.3% |
30.8 |
0.9% |
53% |
False |
False |
15,161 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
35.6 |
1.0% |
67% |
False |
False |
11,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,624.3 |
2.618 |
3,557.3 |
1.618 |
3,516.3 |
1.000 |
3,491.0 |
0.618 |
3,475.3 |
HIGH |
3,450.0 |
0.618 |
3,434.3 |
0.500 |
3,429.5 |
0.382 |
3,424.7 |
LOW |
3,409.0 |
0.618 |
3,383.7 |
1.000 |
3,368.0 |
1.618 |
3,342.7 |
2.618 |
3,301.7 |
4.250 |
3,234.8 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,430.5 |
3,424.5 |
PP |
3,430.0 |
3,418.0 |
S1 |
3,429.5 |
3,411.5 |
|