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 |
3,409.0 |
3,444.0 |
35.0 |
1.0% |
3,455.0 |
High |
3,450.0 |
3,467.0 |
17.0 |
0.5% |
3,455.0 |
Low |
3,409.0 |
3,444.0 |
35.0 |
1.0% |
3,370.0 |
Close |
3,431.0 |
3,453.0 |
22.0 |
0.6% |
3,431.0 |
Range |
41.0 |
23.0 |
-18.0 |
-43.9% |
85.0 |
ATR |
42.6 |
42.1 |
-0.5 |
-1.1% |
0.0 |
Volume |
51,142 |
98,162 |
47,020 |
91.9% |
122,578 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,523.7 |
3,511.3 |
3,465.7 |
|
R3 |
3,500.7 |
3,488.3 |
3,459.3 |
|
R2 |
3,477.7 |
3,477.7 |
3,457.2 |
|
R1 |
3,465.3 |
3,465.3 |
3,455.1 |
3,471.5 |
PP |
3,454.7 |
3,454.7 |
3,454.7 |
3,457.8 |
S1 |
3,442.3 |
3,442.3 |
3,450.9 |
3,448.5 |
S2 |
3,431.7 |
3,431.7 |
3,448.8 |
|
S3 |
3,408.7 |
3,419.3 |
3,446.7 |
|
S4 |
3,385.7 |
3,396.3 |
3,440.4 |
|
|
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 |
3,467.0 |
3,370.0 |
97.0 |
2.8% |
52.0 |
1.5% |
86% |
True |
False |
44,148 |
10 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
46.3 |
1.3% |
43% |
False |
False |
44,471 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
33.6 |
1.0% |
43% |
False |
False |
23,568 |
40 |
3,564.0 |
3,288.0 |
276.0 |
8.0% |
29.9 |
0.9% |
60% |
False |
False |
17,238 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
35.5 |
1.0% |
72% |
False |
False |
13,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,564.8 |
2.618 |
3,527.2 |
1.618 |
3,504.2 |
1.000 |
3,490.0 |
0.618 |
3,481.2 |
HIGH |
3,467.0 |
0.618 |
3,458.2 |
0.500 |
3,455.5 |
0.382 |
3,452.8 |
LOW |
3,444.0 |
0.618 |
3,429.8 |
1.000 |
3,421.0 |
1.618 |
3,406.8 |
2.618 |
3,383.8 |
4.250 |
3,346.3 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,455.5 |
3,442.0 |
PP |
3,454.7 |
3,431.0 |
S1 |
3,453.8 |
3,420.0 |
|