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 |
22,565 |
22,535 |
-30 |
-0.1% |
22,455 |
High |
22,590 |
22,755 |
165 |
0.7% |
22,520 |
Low |
22,440 |
22,500 |
60 |
0.3% |
21,920 |
Close |
22,515 |
22,745 |
230 |
1.0% |
22,370 |
Range |
150 |
255 |
105 |
70.0% |
600 |
ATR |
258 |
258 |
0 |
-0.1% |
0 |
Volume |
11,581 |
10,584 |
-997 |
-8.6% |
1,591 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,432 |
23,343 |
22,885 |
|
R3 |
23,177 |
23,088 |
22,815 |
|
R2 |
22,922 |
22,922 |
22,792 |
|
R1 |
22,833 |
22,833 |
22,769 |
22,878 |
PP |
22,667 |
22,667 |
22,667 |
22,689 |
S1 |
22,578 |
22,578 |
22,722 |
22,623 |
S2 |
22,412 |
22,412 |
22,698 |
|
S3 |
22,157 |
22,323 |
22,675 |
|
S4 |
21,902 |
22,068 |
22,605 |
|
|
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 |
22,755 |
22,010 |
745 |
3.3% |
249 |
1.1% |
99% |
True |
False |
8,572 |
10 |
22,780 |
21,920 |
860 |
3.8% |
328 |
1.4% |
96% |
False |
False |
4,357 |
20 |
23,040 |
21,920 |
1,120 |
4.9% |
208 |
0.9% |
74% |
False |
False |
2,186 |
40 |
23,040 |
21,640 |
1,400 |
6.2% |
182 |
0.8% |
79% |
False |
False |
1,096 |
60 |
23,040 |
20,180 |
2,860 |
12.6% |
238 |
1.0% |
90% |
False |
False |
732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,839 |
2.618 |
23,423 |
1.618 |
23,168 |
1.000 |
23,010 |
0.618 |
22,913 |
HIGH |
22,755 |
0.618 |
22,658 |
0.500 |
22,628 |
0.382 |
22,598 |
LOW |
22,500 |
0.618 |
22,343 |
1.000 |
22,245 |
1.618 |
22,088 |
2.618 |
21,833 |
4.250 |
21,416 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,706 |
22,664 |
PP |
22,667 |
22,583 |
S1 |
22,628 |
22,503 |
|