| 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 |
2,750.00 |
2,755.50 |
5.50 |
0.2% |
2,731.75 |
| High |
2,757.25 |
2,778.50 |
21.25 |
0.8% |
2,741.00 |
| Low |
2,743.00 |
2,752.00 |
9.00 |
0.3% |
2,679.25 |
| Close |
2,755.50 |
2,776.00 |
20.50 |
0.7% |
2,738.25 |
| Range |
14.25 |
26.50 |
12.25 |
86.0% |
61.75 |
| ATR |
30.20 |
29.94 |
-0.26 |
-0.9% |
0.00 |
| Volume |
62,254 |
220,257 |
158,003 |
253.8% |
103,269 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.25 |
2,838.75 |
2,790.50 |
|
| R3 |
2,821.75 |
2,812.25 |
2,783.25 |
|
| R2 |
2,795.25 |
2,795.25 |
2,780.75 |
|
| R1 |
2,785.75 |
2,785.75 |
2,778.50 |
2,790.50 |
| PP |
2,768.75 |
2,768.75 |
2,768.75 |
2,771.25 |
| S1 |
2,759.25 |
2,759.25 |
2,773.50 |
2,764.00 |
| S2 |
2,742.25 |
2,742.25 |
2,771.25 |
|
| S3 |
2,715.75 |
2,732.75 |
2,768.75 |
|
| S4 |
2,689.25 |
2,706.25 |
2,761.50 |
|
|
| 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 |
2,778.50 |
2,703.75 |
74.75 |
2.7% |
24.00 |
0.9% |
97% |
True |
False |
75,946 |
| 10 |
2,778.50 |
2,679.25 |
99.25 |
3.6% |
30.00 |
1.1% |
97% |
True |
False |
47,446 |
| 20 |
2,778.50 |
2,671.00 |
107.50 |
3.9% |
26.25 |
0.9% |
98% |
True |
False |
28,162 |
| 40 |
2,778.50 |
2,595.75 |
182.75 |
6.6% |
30.25 |
1.1% |
99% |
True |
False |
18,128 |
| 60 |
2,814.00 |
2,556.75 |
257.25 |
9.3% |
38.00 |
1.4% |
85% |
False |
False |
14,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.00 |
|
2.618 |
2,848.00 |
|
1.618 |
2,821.50 |
|
1.000 |
2,805.00 |
|
0.618 |
2,795.00 |
|
HIGH |
2,778.50 |
|
0.618 |
2,768.50 |
|
0.500 |
2,765.25 |
|
0.382 |
2,762.00 |
|
LOW |
2,752.00 |
|
0.618 |
2,735.50 |
|
1.000 |
2,725.50 |
|
1.618 |
2,709.00 |
|
2.618 |
2,682.50 |
|
4.250 |
2,639.50 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.50 |
2,769.25 |
| PP |
2,768.75 |
2,762.50 |
| S1 |
2,765.25 |
2,756.00 |
|