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 |
7,003.25 |
7,106.25 |
103.00 |
1.5% |
7,002.50 |
High |
7,114.25 |
7,176.00 |
61.75 |
0.9% |
7,114.25 |
Low |
7,003.25 |
7,097.00 |
93.75 |
1.3% |
6,916.50 |
Close |
7,108.00 |
7,173.25 |
65.25 |
0.9% |
7,108.00 |
Range |
111.00 |
79.00 |
-32.00 |
-28.8% |
197.75 |
ATR |
99.27 |
97.82 |
-1.45 |
-1.5% |
0.00 |
Volume |
4,452 |
3,200 |
-1,252 |
-28.1% |
9,619 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,385.75 |
7,358.50 |
7,216.75 |
|
R3 |
7,306.75 |
7,279.50 |
7,195.00 |
|
R2 |
7,227.75 |
7,227.75 |
7,187.75 |
|
R1 |
7,200.50 |
7,200.50 |
7,180.50 |
7,214.00 |
PP |
7,148.75 |
7,148.75 |
7,148.75 |
7,155.50 |
S1 |
7,121.50 |
7,121.50 |
7,166.00 |
7,135.00 |
S2 |
7,069.75 |
7,069.75 |
7,158.75 |
|
S3 |
6,990.75 |
7,042.50 |
7,151.50 |
|
S4 |
6,911.75 |
6,963.50 |
7,129.75 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,639.50 |
7,571.50 |
7,216.75 |
|
R3 |
7,441.75 |
7,373.75 |
7,162.50 |
|
R2 |
7,244.00 |
7,244.00 |
7,144.25 |
|
R1 |
7,176.00 |
7,176.00 |
7,126.25 |
7,210.00 |
PP |
7,046.25 |
7,046.25 |
7,046.25 |
7,063.25 |
S1 |
6,978.25 |
6,978.25 |
7,089.75 |
7,012.25 |
S2 |
6,848.50 |
6,848.50 |
7,071.75 |
|
S3 |
6,650.75 |
6,780.50 |
7,053.50 |
|
S4 |
6,453.00 |
6,582.75 |
6,999.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,176.00 |
6,916.50 |
259.50 |
3.6% |
89.00 |
1.2% |
99% |
True |
False |
2,563 |
10 |
7,176.00 |
6,855.50 |
320.50 |
4.5% |
85.75 |
1.2% |
99% |
True |
False |
1,888 |
20 |
7,176.00 |
6,794.50 |
381.50 |
5.3% |
81.25 |
1.1% |
99% |
True |
False |
1,233 |
40 |
7,176.00 |
6,457.00 |
719.00 |
10.0% |
108.25 |
1.5% |
100% |
True |
False |
1,134 |
60 |
7,240.75 |
6,338.00 |
902.75 |
12.6% |
126.75 |
1.8% |
93% |
False |
False |
1,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,511.75 |
2.618 |
7,382.75 |
1.618 |
7,303.75 |
1.000 |
7,255.00 |
0.618 |
7,224.75 |
HIGH |
7,176.00 |
0.618 |
7,145.75 |
0.500 |
7,136.50 |
0.382 |
7,127.25 |
LOW |
7,097.00 |
0.618 |
7,048.25 |
1.000 |
7,018.00 |
1.618 |
6,969.25 |
2.618 |
6,890.25 |
4.250 |
6,761.25 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,161.00 |
7,142.00 |
PP |
7,148.75 |
7,111.00 |
S1 |
7,136.50 |
7,079.75 |
|