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 |
3,445.0 |
3,463.0 |
18.0 |
0.5% |
3,455.0 |
High |
3,461.0 |
3,473.0 |
12.0 |
0.3% |
3,455.0 |
Low |
3,417.0 |
3,414.0 |
-3.0 |
-0.1% |
3,370.0 |
Close |
3,442.0 |
3,445.0 |
3.0 |
0.1% |
3,431.0 |
Range |
44.0 |
59.0 |
15.0 |
34.1% |
85.0 |
ATR |
42.5 |
43.7 |
1.2 |
2.8% |
0.0 |
Volume |
325,881 |
281,645 |
-44,236 |
-13.6% |
122,578 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,621.0 |
3,592.0 |
3,477.5 |
|
R3 |
3,562.0 |
3,533.0 |
3,461.2 |
|
R2 |
3,503.0 |
3,503.0 |
3,455.8 |
|
R1 |
3,474.0 |
3,474.0 |
3,450.4 |
3,459.0 |
PP |
3,444.0 |
3,444.0 |
3,444.0 |
3,436.5 |
S1 |
3,415.0 |
3,415.0 |
3,439.6 |
3,400.0 |
S2 |
3,385.0 |
3,385.0 |
3,434.2 |
|
S3 |
3,326.0 |
3,356.0 |
3,428.8 |
|
S4 |
3,267.0 |
3,297.0 |
3,412.6 |
|
|
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 |
3,409.0 |
71.0 |
2.1% |
42.6 |
1.2% |
51% |
False |
False |
169,757 |
10 |
3,526.0 |
3,370.0 |
156.0 |
4.5% |
51.8 |
1.5% |
48% |
False |
False |
99,560 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.6% |
37.7 |
1.1% |
39% |
False |
False |
57,280 |
40 |
3,564.0 |
3,325.0 |
239.0 |
6.9% |
31.5 |
0.9% |
50% |
False |
False |
34,254 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
36.1 |
1.0% |
70% |
False |
False |
24,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,723.8 |
2.618 |
3,627.5 |
1.618 |
3,568.5 |
1.000 |
3,532.0 |
0.618 |
3,509.5 |
HIGH |
3,473.0 |
0.618 |
3,450.5 |
0.500 |
3,443.5 |
0.382 |
3,436.5 |
LOW |
3,414.0 |
0.618 |
3,377.5 |
1.000 |
3,355.0 |
1.618 |
3,318.5 |
2.618 |
3,259.5 |
4.250 |
3,163.3 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,444.5 |
3,447.0 |
PP |
3,444.0 |
3,446.3 |
S1 |
3,443.5 |
3,445.7 |
|