| Trading Metrics calculated at close of trading on 04-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,711.25 |
2,736.75 |
25.50 |
0.9% |
2,731.75 |
| High |
2,741.00 |
2,753.75 |
12.75 |
0.5% |
2,741.00 |
| Low |
2,710.50 |
2,733.25 |
22.75 |
0.8% |
2,679.25 |
| Close |
2,738.25 |
2,749.75 |
11.50 |
0.4% |
2,738.25 |
| Range |
30.50 |
20.50 |
-10.00 |
-32.8% |
61.75 |
| ATR |
32.27 |
31.43 |
-0.84 |
-2.6% |
0.00 |
| Volume |
26,058 |
37,632 |
11,574 |
44.4% |
103,269 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.00 |
2,799.00 |
2,761.00 |
|
| R3 |
2,786.50 |
2,778.50 |
2,755.50 |
|
| R2 |
2,766.00 |
2,766.00 |
2,753.50 |
|
| R1 |
2,758.00 |
2,758.00 |
2,751.75 |
2,762.00 |
| PP |
2,745.50 |
2,745.50 |
2,745.50 |
2,747.50 |
| S1 |
2,737.50 |
2,737.50 |
2,747.75 |
2,741.50 |
| S2 |
2,725.00 |
2,725.00 |
2,746.00 |
|
| S3 |
2,704.50 |
2,717.00 |
2,744.00 |
|
| S4 |
2,684.00 |
2,696.50 |
2,738.50 |
|
|
| 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 |
2,753.75 |
2,679.25 |
74.50 |
2.7% |
36.00 |
1.3% |
95% |
True |
False |
28,180 |
| 10 |
2,753.75 |
2,679.25 |
74.50 |
2.7% |
29.50 |
1.1% |
95% |
True |
False |
21,507 |
| 20 |
2,753.75 |
2,656.75 |
97.00 |
3.5% |
26.25 |
1.0% |
96% |
True |
False |
14,619 |
| 40 |
2,753.75 |
2,595.75 |
158.00 |
5.7% |
31.75 |
1.2% |
97% |
True |
False |
11,457 |
| 60 |
2,814.00 |
2,556.75 |
257.25 |
9.4% |
38.50 |
1.4% |
75% |
False |
False |
10,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.00 |
|
2.618 |
2,807.50 |
|
1.618 |
2,787.00 |
|
1.000 |
2,774.25 |
|
0.618 |
2,766.50 |
|
HIGH |
2,753.75 |
|
0.618 |
2,746.00 |
|
0.500 |
2,743.50 |
|
0.382 |
2,741.00 |
|
LOW |
2,733.25 |
|
0.618 |
2,720.50 |
|
1.000 |
2,712.75 |
|
1.618 |
2,700.00 |
|
2.618 |
2,679.50 |
|
4.250 |
2,646.00 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.75 |
2,742.75 |
| PP |
2,745.50 |
2,735.75 |
| S1 |
2,743.50 |
2,728.75 |
|