Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,206.25 |
7,242.25 |
36.00 |
0.5% |
7,002.50 |
High |
7,247.00 |
7,258.00 |
11.00 |
0.2% |
7,114.25 |
Low |
7,166.25 |
7,140.50 |
-25.75 |
-0.4% |
6,916.50 |
Close |
7,239.00 |
7,184.75 |
-54.25 |
-0.7% |
7,108.00 |
Range |
80.75 |
117.50 |
36.75 |
45.5% |
197.75 |
ATR |
93.35 |
95.08 |
1.72 |
1.8% |
0.00 |
Volume |
12,897 |
68,276 |
55,379 |
429.4% |
9,619 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,547.00 |
7,483.25 |
7,249.50 |
|
R3 |
7,429.50 |
7,365.75 |
7,217.00 |
|
R2 |
7,312.00 |
7,312.00 |
7,206.25 |
|
R1 |
7,248.25 |
7,248.25 |
7,195.50 |
7,221.50 |
PP |
7,194.50 |
7,194.50 |
7,194.50 |
7,181.00 |
S1 |
7,130.75 |
7,130.75 |
7,174.00 |
7,104.00 |
S2 |
7,077.00 |
7,077.00 |
7,163.25 |
|
S3 |
6,959.50 |
7,013.25 |
7,152.50 |
|
S4 |
6,842.00 |
6,895.75 |
7,120.00 |
|
|
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 |
7,258.00 |
7,003.25 |
254.75 |
3.5% |
87.50 |
1.2% |
71% |
True |
False |
18,561 |
10 |
7,258.00 |
6,910.50 |
347.50 |
4.8% |
83.75 |
1.2% |
79% |
True |
False |
9,925 |
20 |
7,258.00 |
6,855.50 |
402.50 |
5.6% |
81.75 |
1.1% |
82% |
True |
False |
5,418 |
40 |
7,258.00 |
6,457.00 |
801.00 |
11.1% |
103.50 |
1.4% |
91% |
True |
False |
3,144 |
60 |
7,258.00 |
6,338.00 |
920.00 |
12.8% |
125.50 |
1.7% |
92% |
True |
False |
2,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,757.50 |
2.618 |
7,565.50 |
1.618 |
7,448.00 |
1.000 |
7,375.50 |
0.618 |
7,330.50 |
HIGH |
7,258.00 |
0.618 |
7,213.00 |
0.500 |
7,199.25 |
0.382 |
7,185.50 |
LOW |
7,140.50 |
0.618 |
7,068.00 |
1.000 |
7,023.00 |
1.618 |
6,950.50 |
2.618 |
6,833.00 |
4.250 |
6,641.00 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,199.25 |
7,199.25 |
PP |
7,194.50 |
7,194.50 |
S1 |
7,189.50 |
7,189.50 |
|