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 |
1,324.7 |
1,322.6 |
-2.1 |
-0.2% |
1,322.4 |
High |
1,328.4 |
1,322.7 |
-5.7 |
-0.4% |
1,328.4 |
Low |
1,320.0 |
1,313.4 |
-6.6 |
-0.5% |
1,313.4 |
Close |
1,323.4 |
1,318.1 |
-5.3 |
-0.4% |
1,318.1 |
Range |
8.4 |
9.3 |
0.9 |
10.7% |
15.0 |
ATR |
8.8 |
8.9 |
0.1 |
1.0% |
0.0 |
Volume |
629 |
287 |
-342 |
-54.4% |
1,604 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.0 |
1,341.3 |
1,323.2 |
|
R3 |
1,336.7 |
1,332.0 |
1,320.7 |
|
R2 |
1,327.4 |
1,327.4 |
1,319.8 |
|
R1 |
1,322.7 |
1,322.7 |
1,319.0 |
1,320.4 |
PP |
1,318.1 |
1,318.1 |
1,318.1 |
1,316.9 |
S1 |
1,313.4 |
1,313.4 |
1,317.2 |
1,311.1 |
S2 |
1,308.8 |
1,308.8 |
1,316.4 |
|
S3 |
1,299.5 |
1,304.1 |
1,315.5 |
|
S4 |
1,290.2 |
1,294.8 |
1,313.0 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.0 |
1,356.5 |
1,326.4 |
|
R3 |
1,350.0 |
1,341.5 |
1,322.2 |
|
R2 |
1,335.0 |
1,335.0 |
1,320.9 |
|
R1 |
1,326.5 |
1,326.5 |
1,319.5 |
1,323.3 |
PP |
1,320.0 |
1,320.0 |
1,320.0 |
1,318.3 |
S1 |
1,311.5 |
1,311.5 |
1,316.7 |
1,308.3 |
S2 |
1,305.0 |
1,305.0 |
1,315.4 |
|
S3 |
1,290.0 |
1,296.5 |
1,314.0 |
|
S4 |
1,275.0 |
1,281.5 |
1,309.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,330.2 |
1,313.4 |
16.8 |
1.3% |
7.7 |
0.6% |
28% |
False |
True |
355 |
10 |
1,330.9 |
1,308.3 |
22.6 |
1.7% |
7.4 |
0.6% |
43% |
False |
False |
1,110 |
20 |
1,351.2 |
1,308.3 |
42.9 |
3.3% |
7.5 |
0.6% |
23% |
False |
False |
892 |
40 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.6 |
0.6% |
11% |
False |
False |
536 |
60 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.7 |
0.6% |
11% |
False |
False |
399 |
80 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.9 |
0.6% |
11% |
False |
False |
346 |
100 |
1,398.2 |
1,308.3 |
89.9 |
6.8% |
8.0 |
0.6% |
11% |
False |
False |
308 |
120 |
1,398.2 |
1,265.8 |
132.4 |
10.0% |
7.3 |
0.6% |
40% |
False |
False |
266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.2 |
2.618 |
1,347.0 |
1.618 |
1,337.7 |
1.000 |
1,332.0 |
0.618 |
1,328.4 |
HIGH |
1,322.7 |
0.618 |
1,319.1 |
0.500 |
1,318.1 |
0.382 |
1,317.0 |
LOW |
1,313.4 |
0.618 |
1,307.7 |
1.000 |
1,304.1 |
1.618 |
1,298.4 |
2.618 |
1,289.1 |
4.250 |
1,273.9 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,318.1 |
1,320.9 |
PP |
1,318.1 |
1,320.0 |
S1 |
1,318.1 |
1,319.0 |
|