| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,724.75 |
2,711.25 |
-13.50 |
-0.5% |
2,731.75 |
| High |
2,732.50 |
2,741.00 |
8.50 |
0.3% |
2,741.00 |
| Low |
2,703.75 |
2,710.50 |
6.75 |
0.2% |
2,679.25 |
| Close |
2,709.75 |
2,738.25 |
28.50 |
1.1% |
2,738.25 |
| Range |
28.75 |
30.50 |
1.75 |
6.1% |
61.75 |
| ATR |
32.35 |
32.27 |
-0.08 |
-0.2% |
0.00 |
| Volume |
33,533 |
26,058 |
-7,475 |
-22.3% |
103,269 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.50 |
2,810.25 |
2,755.00 |
|
| R3 |
2,791.00 |
2,779.75 |
2,746.75 |
|
| R2 |
2,760.50 |
2,760.50 |
2,743.75 |
|
| R1 |
2,749.25 |
2,749.25 |
2,741.00 |
2,755.00 |
| PP |
2,730.00 |
2,730.00 |
2,730.00 |
2,732.75 |
| S1 |
2,718.75 |
2,718.75 |
2,735.50 |
2,724.50 |
| S2 |
2,699.50 |
2,699.50 |
2,732.75 |
|
| S3 |
2,669.00 |
2,688.25 |
2,729.75 |
|
| S4 |
2,638.50 |
2,657.75 |
2,721.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.75 |
2,883.25 |
2,772.25 |
|
| R3 |
2,843.00 |
2,821.50 |
2,755.25 |
|
| R2 |
2,781.25 |
2,781.25 |
2,749.50 |
|
| R1 |
2,759.75 |
2,759.75 |
2,744.00 |
2,770.50 |
| PP |
2,719.50 |
2,719.50 |
2,719.50 |
2,725.00 |
| S1 |
2,698.00 |
2,698.00 |
2,732.50 |
2,708.75 |
| S2 |
2,657.75 |
2,657.75 |
2,727.00 |
|
| S3 |
2,596.00 |
2,636.25 |
2,721.25 |
|
| S4 |
2,534.25 |
2,574.50 |
2,704.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,742.00 |
2,679.25 |
62.75 |
2.3% |
36.75 |
1.3% |
94% |
False |
False |
22,140 |
| 10 |
2,746.75 |
2,679.25 |
67.50 |
2.5% |
29.25 |
1.1% |
87% |
False |
False |
19,248 |
| 20 |
2,746.75 |
2,616.50 |
130.25 |
4.8% |
28.00 |
1.0% |
93% |
False |
False |
13,047 |
| 40 |
2,746.75 |
2,588.25 |
158.50 |
5.8% |
33.25 |
1.2% |
95% |
False |
False |
10,869 |
| 60 |
2,814.00 |
2,556.75 |
257.25 |
9.4% |
38.50 |
1.4% |
71% |
False |
False |
9,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.50 |
|
2.618 |
2,820.75 |
|
1.618 |
2,790.25 |
|
1.000 |
2,771.50 |
|
0.618 |
2,759.75 |
|
HIGH |
2,741.00 |
|
0.618 |
2,729.25 |
|
0.500 |
2,725.75 |
|
0.382 |
2,722.25 |
|
LOW |
2,710.50 |
|
0.618 |
2,691.75 |
|
1.000 |
2,680.00 |
|
1.618 |
2,661.25 |
|
2.618 |
2,630.75 |
|
4.250 |
2,581.00 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.00 |
2,730.75 |
| PP |
2,730.00 |
2,723.00 |
| S1 |
2,725.75 |
2,715.50 |
|