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 |
3,454.0 |
3,445.0 |
-9.0 |
-0.3% |
3,455.0 |
High |
3,480.0 |
3,461.0 |
-19.0 |
-0.5% |
3,455.0 |
Low |
3,434.0 |
3,417.0 |
-17.0 |
-0.5% |
3,370.0 |
Close |
3,442.0 |
3,442.0 |
0.0 |
0.0% |
3,431.0 |
Range |
46.0 |
44.0 |
-2.0 |
-4.3% |
85.0 |
ATR |
42.4 |
42.5 |
0.1 |
0.3% |
0.0 |
Volume |
91,955 |
325,881 |
233,926 |
254.4% |
122,578 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,572.0 |
3,551.0 |
3,466.2 |
|
R3 |
3,528.0 |
3,507.0 |
3,454.1 |
|
R2 |
3,484.0 |
3,484.0 |
3,450.1 |
|
R1 |
3,463.0 |
3,463.0 |
3,446.0 |
3,451.5 |
PP |
3,440.0 |
3,440.0 |
3,440.0 |
3,434.3 |
S1 |
3,419.0 |
3,419.0 |
3,438.0 |
3,407.5 |
S2 |
3,396.0 |
3,396.0 |
3,433.9 |
|
S3 |
3,352.0 |
3,375.0 |
3,429.9 |
|
S4 |
3,308.0 |
3,331.0 |
3,417.8 |
|
|
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% |
43.4 |
1.3% |
64% |
False |
False |
115,226 |
10 |
3,546.0 |
3,370.0 |
176.0 |
5.1% |
51.1 |
1.5% |
41% |
False |
False |
73,179 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
35.8 |
1.0% |
37% |
False |
False |
44,201 |
40 |
3,564.0 |
3,325.0 |
239.0 |
6.9% |
30.5 |
0.9% |
49% |
False |
False |
27,214 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
35.5 |
1.0% |
70% |
False |
False |
20,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,648.0 |
2.618 |
3,576.2 |
1.618 |
3,532.2 |
1.000 |
3,505.0 |
0.618 |
3,488.2 |
HIGH |
3,461.0 |
0.618 |
3,444.2 |
0.500 |
3,439.0 |
0.382 |
3,433.8 |
LOW |
3,417.0 |
0.618 |
3,389.8 |
1.000 |
3,373.0 |
1.618 |
3,345.8 |
2.618 |
3,301.8 |
4.250 |
3,230.0 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,441.0 |
3,448.5 |
PP |
3,440.0 |
3,446.3 |
S1 |
3,439.0 |
3,444.2 |
|