| 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 |
7,634.5 |
7,642.0 |
7.5 |
0.1% |
7,623.0 |
| High |
7,656.0 |
7,683.5 |
27.5 |
0.4% |
7,656.0 |
| Low |
7,612.5 |
7,638.0 |
25.5 |
0.3% |
7,513.5 |
| Close |
7,614.0 |
7,656.0 |
42.0 |
0.6% |
7,614.0 |
| Range |
43.5 |
45.5 |
2.0 |
4.6% |
142.5 |
| ATR |
61.4 |
62.0 |
0.6 |
0.9% |
0.0 |
| Volume |
6,224 |
9,258 |
3,034 |
48.7% |
11,503 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,795.5 |
7,771.5 |
7,681.0 |
|
| R3 |
7,750.0 |
7,726.0 |
7,668.5 |
|
| R2 |
7,704.5 |
7,704.5 |
7,664.5 |
|
| R1 |
7,680.5 |
7,680.5 |
7,660.0 |
7,692.5 |
| PP |
7,659.0 |
7,659.0 |
7,659.0 |
7,665.0 |
| S1 |
7,635.0 |
7,635.0 |
7,652.0 |
7,647.0 |
| S2 |
7,613.5 |
7,613.5 |
7,647.5 |
|
| S3 |
7,568.0 |
7,589.5 |
7,643.5 |
|
| S4 |
7,522.5 |
7,544.0 |
7,631.0 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,022.0 |
7,960.5 |
7,692.5 |
|
| R3 |
7,879.5 |
7,818.0 |
7,653.0 |
|
| R2 |
7,737.0 |
7,737.0 |
7,640.0 |
|
| R1 |
7,675.5 |
7,675.5 |
7,627.0 |
7,635.0 |
| PP |
7,594.5 |
7,594.5 |
7,594.5 |
7,574.0 |
| S1 |
7,533.0 |
7,533.0 |
7,601.0 |
7,492.5 |
| S2 |
7,452.0 |
7,452.0 |
7,588.0 |
|
| S3 |
7,309.5 |
7,390.5 |
7,575.0 |
|
| S4 |
7,167.0 |
7,248.0 |
7,535.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,683.5 |
7,513.5 |
170.0 |
2.2% |
72.0 |
0.9% |
84% |
True |
False |
4,152 |
| 10 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
65.5 |
0.9% |
48% |
False |
False |
2,781 |
| 20 |
7,810.0 |
7,416.0 |
394.0 |
5.1% |
51.0 |
0.7% |
61% |
False |
False |
1,531 |
| 40 |
7,810.0 |
6,996.0 |
814.0 |
10.6% |
41.5 |
0.5% |
81% |
False |
False |
1,010 |
| 60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.2% |
38.0 |
0.5% |
86% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,877.0 |
|
2.618 |
7,802.5 |
|
1.618 |
7,757.0 |
|
1.000 |
7,729.0 |
|
0.618 |
7,711.5 |
|
HIGH |
7,683.5 |
|
0.618 |
7,666.0 |
|
0.500 |
7,661.0 |
|
0.382 |
7,655.5 |
|
LOW |
7,638.0 |
|
0.618 |
7,610.0 |
|
1.000 |
7,592.5 |
|
1.618 |
7,564.5 |
|
2.618 |
7,519.0 |
|
4.250 |
7,444.5 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,661.0 |
7,647.0 |
| PP |
7,659.0 |
7,638.0 |
| S1 |
7,657.5 |
7,629.0 |
|