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 |
1,314.0 |
1,317.0 |
3.0 |
0.2% |
1,322.4 |
High |
1,321.2 |
1,323.5 |
2.3 |
0.2% |
1,328.4 |
Low |
1,313.9 |
1,317.0 |
3.1 |
0.2% |
1,313.4 |
Close |
1,320.9 |
1,320.0 |
-0.9 |
-0.1% |
1,318.1 |
Range |
7.3 |
6.5 |
-0.8 |
-11.0% |
15.0 |
ATR |
8.5 |
8.4 |
-0.1 |
-1.7% |
0.0 |
Volume |
315 |
174 |
-141 |
-44.8% |
1,604 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.7 |
1,336.3 |
1,323.6 |
|
R3 |
1,333.2 |
1,329.8 |
1,321.8 |
|
R2 |
1,326.7 |
1,326.7 |
1,321.2 |
|
R1 |
1,323.3 |
1,323.3 |
1,320.6 |
1,325.0 |
PP |
1,320.2 |
1,320.2 |
1,320.2 |
1,321.0 |
S1 |
1,316.8 |
1,316.8 |
1,319.4 |
1,318.5 |
S2 |
1,313.7 |
1,313.7 |
1,318.8 |
|
S3 |
1,307.2 |
1,310.3 |
1,318.2 |
|
S4 |
1,300.7 |
1,303.8 |
1,316.4 |
|
|
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 |
1,328.4 |
1,313.4 |
15.0 |
1.1% |
7.2 |
0.5% |
44% |
False |
False |
353 |
10 |
1,330.9 |
1,312.8 |
18.1 |
1.4% |
7.4 |
0.6% |
40% |
False |
False |
1,108 |
20 |
1,351.2 |
1,308.3 |
42.9 |
3.3% |
7.4 |
0.6% |
27% |
False |
False |
829 |
40 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.4 |
0.6% |
14% |
False |
False |
543 |
60 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.8 |
0.6% |
14% |
False |
False |
410 |
80 |
1,393.7 |
1,308.3 |
85.4 |
6.5% |
7.7 |
0.6% |
14% |
False |
False |
349 |
100 |
1,398.2 |
1,308.3 |
89.9 |
6.8% |
7.9 |
0.6% |
13% |
False |
False |
314 |
120 |
1,398.2 |
1,273.8 |
124.4 |
9.4% |
7.3 |
0.6% |
37% |
False |
False |
272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.1 |
2.618 |
1,340.5 |
1.618 |
1,334.0 |
1.000 |
1,330.0 |
0.618 |
1,327.5 |
HIGH |
1,323.5 |
0.618 |
1,321.0 |
0.500 |
1,320.3 |
0.382 |
1,319.5 |
LOW |
1,317.0 |
0.618 |
1,313.0 |
1.000 |
1,310.5 |
1.618 |
1,306.5 |
2.618 |
1,300.0 |
4.250 |
1,289.4 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
1,320.3 |
1,319.6 |
PP |
1,320.2 |
1,319.1 |
S1 |
1,320.1 |
1,318.7 |
|