Trading Metrics calculated at close of trading on 08-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
3,463.0 |
3,412.0 |
-51.0 |
-1.5% |
3,444.0 |
High |
3,473.0 |
3,441.0 |
-32.0 |
-0.9% |
3,480.0 |
Low |
3,414.0 |
3,404.0 |
-10.0 |
-0.3% |
3,404.0 |
Close |
3,445.0 |
3,428.0 |
-17.0 |
-0.5% |
3,428.0 |
Range |
59.0 |
37.0 |
-22.0 |
-37.3% |
76.0 |
ATR |
43.7 |
43.5 |
-0.2 |
-0.4% |
0.0 |
Volume |
281,645 |
656,510 |
374,865 |
133.1% |
1,454,153 |
|
Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,535.3 |
3,518.7 |
3,448.4 |
|
R3 |
3,498.3 |
3,481.7 |
3,438.2 |
|
R2 |
3,461.3 |
3,461.3 |
3,434.8 |
|
R1 |
3,444.7 |
3,444.7 |
3,431.4 |
3,453.0 |
PP |
3,424.3 |
3,424.3 |
3,424.3 |
3,428.5 |
S1 |
3,407.7 |
3,407.7 |
3,424.6 |
3,416.0 |
S2 |
3,387.3 |
3,387.3 |
3,421.2 |
|
S3 |
3,350.3 |
3,370.7 |
3,417.8 |
|
S4 |
3,313.3 |
3,333.7 |
3,407.7 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,665.3 |
3,622.7 |
3,469.8 |
|
R3 |
3,589.3 |
3,546.7 |
3,448.9 |
|
R2 |
3,513.3 |
3,513.3 |
3,441.9 |
|
R1 |
3,470.7 |
3,470.7 |
3,435.0 |
3,454.0 |
PP |
3,437.3 |
3,437.3 |
3,437.3 |
3,429.0 |
S1 |
3,394.7 |
3,394.7 |
3,421.0 |
3,378.0 |
S2 |
3,361.3 |
3,361.3 |
3,414.1 |
|
S3 |
3,285.3 |
3,318.7 |
3,407.1 |
|
S4 |
3,209.3 |
3,242.7 |
3,386.2 |
|
|
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 |
3,404.0 |
76.0 |
2.2% |
41.8 |
1.2% |
32% |
False |
True |
290,830 |
10 |
3,517.0 |
3,370.0 |
147.0 |
4.3% |
50.3 |
1.5% |
39% |
False |
False |
163,012 |
20 |
3,564.0 |
3,370.0 |
194.0 |
5.7% |
38.3 |
1.1% |
30% |
False |
False |
90,101 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
31.9 |
0.9% |
42% |
False |
False |
50,664 |
60 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
36.3 |
1.1% |
66% |
False |
False |
35,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,598.3 |
2.618 |
3,537.9 |
1.618 |
3,500.9 |
1.000 |
3,478.0 |
0.618 |
3,463.9 |
HIGH |
3,441.0 |
0.618 |
3,426.9 |
0.500 |
3,422.5 |
0.382 |
3,418.1 |
LOW |
3,404.0 |
0.618 |
3,381.1 |
1.000 |
3,367.0 |
1.618 |
3,344.1 |
2.618 |
3,307.1 |
4.250 |
3,246.8 |
|
|
Fisher Pivots for day following 08-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
3,426.2 |
3,438.5 |
PP |
3,424.3 |
3,435.0 |
S1 |
3,422.5 |
3,431.5 |
|