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 |
22,535 |
22,775 |
240 |
1.1% |
22,455 |
High |
22,755 |
22,865 |
110 |
0.5% |
22,520 |
Low |
22,500 |
22,625 |
125 |
0.6% |
21,920 |
Close |
22,745 |
22,700 |
-45 |
-0.2% |
22,370 |
Range |
255 |
240 |
-15 |
-5.9% |
600 |
ATR |
258 |
257 |
-1 |
-0.5% |
0 |
Volume |
10,584 |
14,100 |
3,516 |
33.2% |
1,591 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,450 |
23,315 |
22,832 |
|
R3 |
23,210 |
23,075 |
22,766 |
|
R2 |
22,970 |
22,970 |
22,744 |
|
R1 |
22,835 |
22,835 |
22,722 |
22,783 |
PP |
22,730 |
22,730 |
22,730 |
22,704 |
S1 |
22,595 |
22,595 |
22,678 |
22,543 |
S2 |
22,490 |
22,490 |
22,656 |
|
S3 |
22,250 |
22,355 |
22,634 |
|
S4 |
22,010 |
22,115 |
22,568 |
|
|
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 |
22,865 |
22,095 |
770 |
3.4% |
246 |
1.1% |
79% |
True |
False |
11,303 |
10 |
22,865 |
21,920 |
945 |
4.2% |
322 |
1.4% |
83% |
True |
False |
5,764 |
20 |
23,040 |
21,920 |
1,120 |
4.9% |
215 |
0.9% |
70% |
False |
False |
2,891 |
40 |
23,040 |
21,765 |
1,275 |
5.6% |
185 |
0.8% |
73% |
False |
False |
1,448 |
60 |
23,040 |
20,180 |
2,860 |
12.6% |
237 |
1.0% |
88% |
False |
False |
967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,885 |
2.618 |
23,493 |
1.618 |
23,253 |
1.000 |
23,105 |
0.618 |
23,013 |
HIGH |
22,865 |
0.618 |
22,773 |
0.500 |
22,745 |
0.382 |
22,717 |
LOW |
22,625 |
0.618 |
22,477 |
1.000 |
22,385 |
1.618 |
22,237 |
2.618 |
21,997 |
4.250 |
21,605 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,745 |
22,684 |
PP |
22,730 |
22,668 |
S1 |
22,715 |
22,653 |
|