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 |
7,637.0 |
7,599.5 |
-37.5 |
-0.5% |
7,623.0 |
High |
7,648.5 |
7,659.0 |
10.5 |
0.1% |
7,656.0 |
Low |
7,587.0 |
7,590.0 |
3.0 |
0.0% |
7,513.5 |
Close |
7,607.0 |
7,631.5 |
24.5 |
0.3% |
7,614.0 |
Range |
61.5 |
69.0 |
7.5 |
12.2% |
142.5 |
ATR |
62.5 |
62.9 |
0.5 |
0.7% |
0.0 |
Volume |
5,221 |
34,154 |
28,933 |
554.2% |
11,503 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,834.0 |
7,801.5 |
7,669.5 |
|
R3 |
7,765.0 |
7,732.5 |
7,650.5 |
|
R2 |
7,696.0 |
7,696.0 |
7,644.0 |
|
R1 |
7,663.5 |
7,663.5 |
7,638.0 |
7,680.0 |
PP |
7,627.0 |
7,627.0 |
7,627.0 |
7,635.0 |
S1 |
7,594.5 |
7,594.5 |
7,625.0 |
7,611.0 |
S2 |
7,558.0 |
7,558.0 |
7,619.0 |
|
S3 |
7,489.0 |
7,525.5 |
7,612.5 |
|
S4 |
7,420.0 |
7,456.5 |
7,593.5 |
|
|
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 |
7,574.5 |
109.0 |
1.4% |
56.5 |
0.7% |
52% |
False |
False |
11,048 |
10 |
7,759.5 |
7,513.5 |
246.0 |
3.2% |
67.0 |
0.9% |
48% |
False |
False |
6,140 |
20 |
7,810.0 |
7,454.0 |
356.0 |
4.7% |
55.0 |
0.7% |
50% |
False |
False |
3,498 |
40 |
7,810.0 |
7,065.5 |
744.5 |
9.8% |
42.5 |
0.6% |
76% |
False |
False |
1,995 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
40.0 |
0.5% |
84% |
False |
False |
1,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,952.0 |
2.618 |
7,839.5 |
1.618 |
7,770.5 |
1.000 |
7,728.0 |
0.618 |
7,701.5 |
HIGH |
7,659.0 |
0.618 |
7,632.5 |
0.500 |
7,624.5 |
0.382 |
7,616.5 |
LOW |
7,590.0 |
0.618 |
7,547.5 |
1.000 |
7,521.0 |
1.618 |
7,478.5 |
2.618 |
7,409.5 |
4.250 |
7,297.0 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,629.0 |
7,635.0 |
PP |
7,627.0 |
7,634.0 |
S1 |
7,624.5 |
7,633.0 |
|