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 |
3,444.0 |
3,454.0 |
10.0 |
0.3% |
3,455.0 |
High |
3,467.0 |
3,480.0 |
13.0 |
0.4% |
3,455.0 |
Low |
3,444.0 |
3,434.0 |
-10.0 |
-0.3% |
3,370.0 |
Close |
3,453.0 |
3,442.0 |
-11.0 |
-0.3% |
3,431.0 |
Range |
23.0 |
46.0 |
23.0 |
100.0% |
85.0 |
ATR |
42.1 |
42.4 |
0.3 |
0.7% |
0.0 |
Volume |
98,162 |
91,955 |
-6,207 |
-6.3% |
122,578 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,590.0 |
3,562.0 |
3,467.3 |
|
R3 |
3,544.0 |
3,516.0 |
3,454.7 |
|
R2 |
3,498.0 |
3,498.0 |
3,450.4 |
|
R1 |
3,470.0 |
3,470.0 |
3,446.2 |
3,461.0 |
PP |
3,452.0 |
3,452.0 |
3,452.0 |
3,447.5 |
S1 |
3,424.0 |
3,424.0 |
3,437.8 |
3,415.0 |
S2 |
3,406.0 |
3,406.0 |
3,433.6 |
|
S3 |
3,360.0 |
3,378.0 |
3,429.4 |
|
S4 |
3,314.0 |
3,332.0 |
3,416.7 |
|
|
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 |
3,480.0 |
3,373.0 |
107.0 |
3.1% |
44.2 |
1.3% |
64% |
True |
False |
60,505 |
10 |
3,563.0 |
3,370.0 |
193.0 |
5.6% |
48.8 |
1.4% |
37% |
False |
False |
52,936 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
34.5 |
1.0% |
37% |
False |
False |
27,909 |
40 |
3,564.0 |
3,313.0 |
251.0 |
7.3% |
30.2 |
0.9% |
51% |
False |
False |
19,256 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
35.5 |
1.0% |
70% |
False |
False |
14,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,675.5 |
2.618 |
3,600.4 |
1.618 |
3,554.4 |
1.000 |
3,526.0 |
0.618 |
3,508.4 |
HIGH |
3,480.0 |
0.618 |
3,462.4 |
0.500 |
3,457.0 |
0.382 |
3,451.6 |
LOW |
3,434.0 |
0.618 |
3,405.6 |
1.000 |
3,388.0 |
1.618 |
3,359.6 |
2.618 |
3,313.6 |
4.250 |
3,238.5 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,457.0 |
3,444.5 |
PP |
3,452.0 |
3,443.7 |
S1 |
3,447.0 |
3,442.8 |
|