| 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 |
2,752.00 |
2,758.50 |
6.50 |
0.2% |
2,736.75 |
| High |
2,760.25 |
2,781.50 |
21.25 |
0.8% |
2,744.25 |
| Low |
2,747.00 |
2,755.75 |
8.75 |
0.3% |
2,683.00 |
| Close |
2,759.00 |
2,779.50 |
20.50 |
0.7% |
2,741.25 |
| Range |
13.25 |
25.75 |
12.50 |
94.3% |
61.25 |
| ATR |
29.30 |
29.05 |
-0.25 |
-0.9% |
0.00 |
| Volume |
171 |
109 |
-62 |
-36.3% |
7,407 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.50 |
2,840.25 |
2,793.75 |
|
| R3 |
2,823.75 |
2,814.50 |
2,786.50 |
|
| R2 |
2,798.00 |
2,798.00 |
2,784.25 |
|
| R1 |
2,788.75 |
2,788.75 |
2,781.75 |
2,793.50 |
| PP |
2,772.25 |
2,772.25 |
2,772.25 |
2,774.50 |
| S1 |
2,763.00 |
2,763.00 |
2,777.25 |
2,767.50 |
| S2 |
2,746.50 |
2,746.50 |
2,774.75 |
|
| S3 |
2,720.75 |
2,737.25 |
2,772.50 |
|
| S4 |
2,695.00 |
2,711.50 |
2,765.25 |
|
|
| 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 |
2,781.50 |
2,707.75 |
73.75 |
2.7% |
23.50 |
0.8% |
97% |
True |
False |
1,693 |
| 10 |
2,781.50 |
2,683.00 |
98.50 |
3.5% |
29.50 |
1.1% |
98% |
True |
False |
1,180 |
| 20 |
2,781.50 |
2,675.75 |
105.75 |
3.8% |
25.50 |
0.9% |
98% |
True |
False |
1,019 |
| 40 |
2,781.50 |
2,599.50 |
182.00 |
6.5% |
29.00 |
1.0% |
99% |
True |
False |
835 |
| 60 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
36.00 |
1.3% |
85% |
False |
False |
977 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
36.75 |
1.3% |
85% |
False |
False |
770 |
| 100 |
2,894.75 |
2,546.25 |
348.50 |
12.5% |
38.75 |
1.4% |
67% |
False |
False |
772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.00 |
|
2.618 |
2,849.00 |
|
1.618 |
2,823.25 |
|
1.000 |
2,807.25 |
|
0.618 |
2,797.50 |
|
HIGH |
2,781.50 |
|
0.618 |
2,771.75 |
|
0.500 |
2,768.50 |
|
0.382 |
2,765.50 |
|
LOW |
2,755.75 |
|
0.618 |
2,739.75 |
|
1.000 |
2,730.00 |
|
1.618 |
2,714.00 |
|
2.618 |
2,688.25 |
|
4.250 |
2,646.25 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,776.00 |
2,772.75 |
| PP |
2,772.25 |
2,766.00 |
| S1 |
2,768.50 |
2,759.25 |
|