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 |
7,642.0 |
7,637.0 |
-5.0 |
-0.1% |
7,623.0 |
High |
7,683.5 |
7,648.5 |
-35.0 |
-0.5% |
7,656.0 |
Low |
7,638.0 |
7,587.0 |
-51.0 |
-0.7% |
7,513.5 |
Close |
7,656.0 |
7,607.0 |
-49.0 |
-0.6% |
7,614.0 |
Range |
45.5 |
61.5 |
16.0 |
35.2% |
142.5 |
ATR |
62.0 |
62.5 |
0.5 |
0.8% |
0.0 |
Volume |
9,258 |
5,221 |
-4,037 |
-43.6% |
11,503 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,798.5 |
7,764.5 |
7,641.0 |
|
R3 |
7,737.0 |
7,703.0 |
7,624.0 |
|
R2 |
7,675.5 |
7,675.5 |
7,618.5 |
|
R1 |
7,641.5 |
7,641.5 |
7,612.5 |
7,628.0 |
PP |
7,614.0 |
7,614.0 |
7,614.0 |
7,607.5 |
S1 |
7,580.0 |
7,580.0 |
7,601.5 |
7,566.0 |
S2 |
7,552.5 |
7,552.5 |
7,595.5 |
|
S3 |
7,491.0 |
7,518.5 |
7,590.0 |
|
S4 |
7,429.5 |
7,457.0 |
7,573.0 |
|
|
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 |
7,534.0 |
149.5 |
2.0% |
62.5 |
0.8% |
49% |
False |
False |
5,110 |
10 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
63.5 |
0.8% |
32% |
False |
False |
3,302 |
20 |
7,810.0 |
7,439.0 |
371.0 |
4.9% |
52.0 |
0.7% |
45% |
False |
False |
1,792 |
40 |
7,810.0 |
7,036.0 |
774.0 |
10.2% |
41.5 |
0.5% |
74% |
False |
False |
1,141 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
39.0 |
0.5% |
81% |
False |
False |
764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,910.0 |
2.618 |
7,809.5 |
1.618 |
7,748.0 |
1.000 |
7,710.0 |
0.618 |
7,686.5 |
HIGH |
7,648.5 |
0.618 |
7,625.0 |
0.500 |
7,618.0 |
0.382 |
7,610.5 |
LOW |
7,587.0 |
0.618 |
7,549.0 |
1.000 |
7,525.5 |
1.618 |
7,487.5 |
2.618 |
7,426.0 |
4.250 |
7,325.5 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,618.0 |
7,635.0 |
PP |
7,614.0 |
7,626.0 |
S1 |
7,610.5 |
7,616.5 |
|