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 |
22,370 |
22,565 |
195 |
0.9% |
22,455 |
High |
22,560 |
22,590 |
30 |
0.1% |
22,520 |
Low |
22,250 |
22,440 |
190 |
0.9% |
21,920 |
Close |
22,550 |
22,515 |
-35 |
-0.2% |
22,370 |
Range |
310 |
150 |
-160 |
-51.6% |
600 |
ATR |
267 |
258 |
-8 |
-3.1% |
0 |
Volume |
19,704 |
11,581 |
-8,123 |
-41.2% |
1,591 |
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,965 |
22,890 |
22,598 |
|
R3 |
22,815 |
22,740 |
22,556 |
|
R2 |
22,665 |
22,665 |
22,543 |
|
R1 |
22,590 |
22,590 |
22,529 |
22,553 |
PP |
22,515 |
22,515 |
22,515 |
22,496 |
S1 |
22,440 |
22,440 |
22,501 |
22,403 |
S2 |
22,365 |
22,365 |
22,488 |
|
S3 |
22,215 |
22,290 |
22,474 |
|
S4 |
22,065 |
22,140 |
22,433 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,070 |
23,820 |
22,700 |
|
R3 |
23,470 |
23,220 |
22,535 |
|
R2 |
22,870 |
22,870 |
22,480 |
|
R1 |
22,620 |
22,620 |
22,425 |
22,445 |
PP |
22,270 |
22,270 |
22,270 |
22,183 |
S1 |
22,020 |
22,020 |
22,315 |
21,845 |
S2 |
21,670 |
21,670 |
22,260 |
|
S3 |
21,070 |
21,420 |
22,205 |
|
S4 |
20,470 |
20,820 |
22,040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,590 |
21,940 |
650 |
2.9% |
263 |
1.2% |
88% |
True |
False |
6,519 |
10 |
22,990 |
21,920 |
1,070 |
4.8% |
310 |
1.4% |
56% |
False |
False |
3,299 |
20 |
23,040 |
21,920 |
1,120 |
5.0% |
200 |
0.9% |
53% |
False |
False |
1,657 |
40 |
23,040 |
21,620 |
1,420 |
6.3% |
184 |
0.8% |
63% |
False |
False |
831 |
60 |
23,040 |
20,180 |
2,860 |
12.7% |
237 |
1.1% |
82% |
False |
False |
555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,228 |
2.618 |
22,983 |
1.618 |
22,833 |
1.000 |
22,740 |
0.618 |
22,683 |
HIGH |
22,590 |
0.618 |
22,533 |
0.500 |
22,515 |
0.382 |
22,497 |
LOW |
22,440 |
0.618 |
22,347 |
1.000 |
22,290 |
1.618 |
22,197 |
2.618 |
22,047 |
4.250 |
21,803 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,515 |
22,458 |
PP |
22,515 |
22,400 |
S1 |
22,515 |
22,343 |
|