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 |
7,656.5 |
7,610.5 |
-46.0 |
-0.6% |
7,642.0 |
High |
7,698.0 |
7,641.0 |
-57.0 |
-0.7% |
7,698.0 |
Low |
7,595.0 |
7,564.0 |
-31.0 |
-0.4% |
7,564.0 |
Close |
7,639.0 |
7,606.5 |
-32.5 |
-0.4% |
7,606.5 |
Range |
103.0 |
77.0 |
-26.0 |
-25.2% |
134.0 |
ATR |
65.8 |
66.6 |
0.8 |
1.2% |
0.0 |
Volume |
93,378 |
170,086 |
76,708 |
82.1% |
312,097 |
|
Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,835.0 |
7,797.5 |
7,649.0 |
|
R3 |
7,758.0 |
7,720.5 |
7,627.5 |
|
R2 |
7,681.0 |
7,681.0 |
7,620.5 |
|
R1 |
7,643.5 |
7,643.5 |
7,613.5 |
7,624.0 |
PP |
7,604.0 |
7,604.0 |
7,604.0 |
7,594.0 |
S1 |
7,566.5 |
7,566.5 |
7,599.5 |
7,547.0 |
S2 |
7,527.0 |
7,527.0 |
7,592.5 |
|
S3 |
7,450.0 |
7,489.5 |
7,585.5 |
|
S4 |
7,373.0 |
7,412.5 |
7,564.0 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,025.0 |
7,949.5 |
7,680.0 |
|
R3 |
7,891.0 |
7,815.5 |
7,643.5 |
|
R2 |
7,757.0 |
7,757.0 |
7,631.0 |
|
R1 |
7,681.5 |
7,681.5 |
7,619.0 |
7,652.0 |
PP |
7,623.0 |
7,623.0 |
7,623.0 |
7,608.0 |
S1 |
7,547.5 |
7,547.5 |
7,594.0 |
7,518.0 |
S2 |
7,489.0 |
7,489.0 |
7,582.0 |
|
S3 |
7,355.0 |
7,413.5 |
7,569.5 |
|
S4 |
7,221.0 |
7,279.5 |
7,533.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,698.0 |
7,564.0 |
134.0 |
1.8% |
71.0 |
0.9% |
32% |
False |
True |
62,419 |
10 |
7,698.0 |
7,513.5 |
184.5 |
2.4% |
70.5 |
0.9% |
50% |
False |
False |
32,427 |
20 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
57.5 |
0.8% |
31% |
False |
False |
16,541 |
40 |
7,810.0 |
7,065.5 |
744.5 |
9.8% |
46.0 |
0.6% |
73% |
False |
False |
8,581 |
60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
43.0 |
0.6% |
81% |
False |
False |
5,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,968.0 |
2.618 |
7,842.5 |
1.618 |
7,765.5 |
1.000 |
7,718.0 |
0.618 |
7,688.5 |
HIGH |
7,641.0 |
0.618 |
7,611.5 |
0.500 |
7,602.5 |
0.382 |
7,593.5 |
LOW |
7,564.0 |
0.618 |
7,516.5 |
1.000 |
7,487.0 |
1.618 |
7,439.5 |
2.618 |
7,362.5 |
4.250 |
7,237.0 |
|
|
Fisher Pivots for day following 08-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,605.0 |
7,631.0 |
PP |
7,604.0 |
7,623.0 |
S1 |
7,602.5 |
7,614.5 |
|