| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,737.00 |
2,752.00 |
15.00 |
0.5% |
2,736.75 |
| High |
2,756.50 |
2,760.25 |
3.75 |
0.1% |
2,744.25 |
| Low |
2,737.00 |
2,747.00 |
10.00 |
0.4% |
2,683.00 |
| Close |
2,753.25 |
2,759.00 |
5.75 |
0.2% |
2,741.25 |
| Range |
19.50 |
13.25 |
-6.25 |
-32.1% |
61.25 |
| ATR |
30.54 |
29.30 |
-1.23 |
-4.0% |
0.00 |
| Volume |
3,042 |
171 |
-2,871 |
-94.4% |
7,407 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.25 |
2,790.25 |
2,766.25 |
|
| R3 |
2,782.00 |
2,777.00 |
2,762.75 |
|
| R2 |
2,768.75 |
2,768.75 |
2,761.50 |
|
| R1 |
2,763.75 |
2,763.75 |
2,760.25 |
2,766.25 |
| PP |
2,755.50 |
2,755.50 |
2,755.50 |
2,756.50 |
| S1 |
2,750.50 |
2,750.50 |
2,757.75 |
2,753.00 |
| S2 |
2,742.25 |
2,742.25 |
2,756.50 |
|
| S3 |
2,729.00 |
2,737.25 |
2,755.25 |
|
| S4 |
2,715.75 |
2,724.00 |
2,751.75 |
|
|
| 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 |
2,760.25 |
2,694.00 |
66.25 |
2.4% |
26.75 |
1.0% |
98% |
True |
False |
1,965 |
| 10 |
2,760.25 |
2,683.00 |
77.25 |
2.8% |
28.75 |
1.0% |
98% |
True |
False |
1,246 |
| 20 |
2,760.25 |
2,660.75 |
99.50 |
3.6% |
25.50 |
0.9% |
99% |
True |
False |
1,034 |
| 40 |
2,760.25 |
2,599.50 |
160.75 |
5.8% |
29.75 |
1.1% |
99% |
True |
False |
886 |
| 60 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
36.00 |
1.3% |
77% |
False |
False |
977 |
| 80 |
2,818.00 |
2,546.25 |
271.75 |
9.8% |
37.50 |
1.4% |
78% |
False |
False |
772 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.6% |
38.50 |
1.4% |
61% |
False |
False |
809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.50 |
|
2.618 |
2,795.00 |
|
1.618 |
2,781.75 |
|
1.000 |
2,773.50 |
|
0.618 |
2,768.50 |
|
HIGH |
2,760.25 |
|
0.618 |
2,755.25 |
|
0.500 |
2,753.50 |
|
0.382 |
2,752.00 |
|
LOW |
2,747.00 |
|
0.618 |
2,738.75 |
|
1.000 |
2,733.75 |
|
1.618 |
2,725.50 |
|
2.618 |
2,712.25 |
|
4.250 |
2,690.75 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,757.25 |
2,751.75 |
| PP |
2,755.50 |
2,744.25 |
| S1 |
2,753.50 |
2,737.00 |
|