| 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 |
2,728.50 |
2,713.75 |
-14.75 |
-0.5% |
2,736.75 |
| High |
2,735.75 |
2,744.25 |
8.50 |
0.3% |
2,744.25 |
| Low |
2,707.75 |
2,713.75 |
6.00 |
0.2% |
2,683.00 |
| Close |
2,713.00 |
2,741.25 |
28.25 |
1.0% |
2,741.25 |
| Range |
28.00 |
30.50 |
2.50 |
8.9% |
61.25 |
| ATR |
31.40 |
31.39 |
-0.01 |
0.0% |
0.00 |
| Volume |
3,979 |
1,165 |
-2,814 |
-70.7% |
7,407 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.50 |
2,813.50 |
2,758.00 |
|
| R3 |
2,794.00 |
2,783.00 |
2,749.75 |
|
| R2 |
2,763.50 |
2,763.50 |
2,746.75 |
|
| R1 |
2,752.50 |
2,752.50 |
2,744.00 |
2,758.00 |
| PP |
2,733.00 |
2,733.00 |
2,733.00 |
2,736.00 |
| S1 |
2,722.00 |
2,722.00 |
2,738.50 |
2,727.50 |
| S2 |
2,702.50 |
2,702.50 |
2,735.75 |
|
| S3 |
2,672.00 |
2,691.50 |
2,732.75 |
|
| S4 |
2,641.50 |
2,661.00 |
2,724.50 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.50 |
2,885.25 |
2,775.00 |
|
| R3 |
2,845.25 |
2,824.00 |
2,758.00 |
|
| R2 |
2,784.00 |
2,784.00 |
2,752.50 |
|
| R1 |
2,762.75 |
2,762.75 |
2,746.75 |
2,773.50 |
| PP |
2,722.75 |
2,722.75 |
2,722.75 |
2,728.25 |
| S1 |
2,701.50 |
2,701.50 |
2,735.75 |
2,712.00 |
| S2 |
2,661.50 |
2,661.50 |
2,730.00 |
|
| S3 |
2,600.25 |
2,640.25 |
2,724.50 |
|
| S4 |
2,539.00 |
2,579.00 |
2,707.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,745.50 |
2,683.00 |
62.50 |
2.3% |
36.25 |
1.3% |
93% |
False |
False |
1,498 |
| 10 |
2,750.50 |
2,683.00 |
67.50 |
2.5% |
28.75 |
1.0% |
86% |
False |
False |
1,034 |
| 20 |
2,750.50 |
2,620.75 |
129.75 |
4.7% |
27.50 |
1.0% |
93% |
False |
False |
1,008 |
| 40 |
2,750.50 |
2,594.50 |
156.00 |
5.7% |
31.75 |
1.2% |
94% |
False |
False |
840 |
| 60 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
36.00 |
1.3% |
70% |
False |
False |
924 |
| 80 |
2,818.00 |
2,546.25 |
271.75 |
9.9% |
39.00 |
1.4% |
72% |
False |
False |
734 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.7% |
38.50 |
1.4% |
56% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,874.00 |
|
2.618 |
2,824.00 |
|
1.618 |
2,793.50 |
|
1.000 |
2,774.75 |
|
0.618 |
2,763.00 |
|
HIGH |
2,744.25 |
|
0.618 |
2,732.50 |
|
0.500 |
2,729.00 |
|
0.382 |
2,725.50 |
|
LOW |
2,713.75 |
|
0.618 |
2,695.00 |
|
1.000 |
2,683.25 |
|
1.618 |
2,664.50 |
|
2.618 |
2,634.00 |
|
4.250 |
2,584.00 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.25 |
2,734.00 |
| PP |
2,733.00 |
2,726.50 |
| S1 |
2,729.00 |
2,719.00 |
|