Trading Metrics calculated at close of trading on 03-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2019 |
03-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
1,288.60 |
1,308.39 |
19.79 |
1.5% |
1,285.61 |
High |
1,306.84 |
1,327.63 |
20.79 |
1.6% |
1,306.84 |
Low |
1,287.90 |
1,305.37 |
17.47 |
1.4% |
1,275.26 |
Close |
1,305.44 |
1,324.66 |
19.22 |
1.5% |
1,305.44 |
Range |
18.94 |
22.26 |
3.32 |
17.5% |
31.58 |
ATR |
12.14 |
12.86 |
0.72 |
6.0% |
0.00 |
Volume |
9,665 |
8,759 |
-906 |
-9.4% |
44,034 |
|
Daily Pivots for day following 03-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.00 |
1,377.59 |
1,336.90 |
|
R3 |
1,363.74 |
1,355.33 |
1,330.78 |
|
R2 |
1,341.48 |
1,341.48 |
1,328.74 |
|
R1 |
1,333.07 |
1,333.07 |
1,326.70 |
1,337.28 |
PP |
1,319.22 |
1,319.22 |
1,319.22 |
1,321.32 |
S1 |
1,310.81 |
1,310.81 |
1,322.62 |
1,315.02 |
S2 |
1,296.96 |
1,296.96 |
1,320.58 |
|
S3 |
1,274.70 |
1,288.55 |
1,318.54 |
|
S4 |
1,252.44 |
1,266.29 |
1,312.42 |
|
|
Weekly Pivots for week ending 31-May-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.59 |
1,379.59 |
1,322.81 |
|
R3 |
1,359.01 |
1,348.01 |
1,314.12 |
|
R2 |
1,327.43 |
1,327.43 |
1,311.23 |
|
R1 |
1,316.43 |
1,316.43 |
1,308.33 |
1,321.93 |
PP |
1,295.85 |
1,295.85 |
1,295.85 |
1,298.60 |
S1 |
1,284.85 |
1,284.85 |
1,302.55 |
1,290.35 |
S2 |
1,264.27 |
1,264.27 |
1,299.65 |
|
S3 |
1,232.69 |
1,253.27 |
1,296.76 |
|
S4 |
1,201.11 |
1,221.69 |
1,288.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,327.63 |
1,275.26 |
52.37 |
4.0% |
17.58 |
1.3% |
94% |
True |
False |
9,150 |
10 |
1,327.63 |
1,269.50 |
58.13 |
4.4% |
14.59 |
1.1% |
95% |
True |
False |
8,851 |
20 |
1,327.63 |
1,269.50 |
58.13 |
4.4% |
12.75 |
1.0% |
95% |
True |
False |
8,374 |
40 |
1,327.63 |
1,266.61 |
61.02 |
4.6% |
11.27 |
0.9% |
95% |
True |
False |
7,088 |
60 |
1,327.63 |
1,266.61 |
61.02 |
4.6% |
11.23 |
0.8% |
95% |
True |
False |
6,730 |
80 |
1,346.45 |
1,266.61 |
79.84 |
6.0% |
11.37 |
0.9% |
73% |
False |
False |
7,114 |
100 |
1,346.45 |
1,266.61 |
79.84 |
6.0% |
10.89 |
0.8% |
73% |
False |
False |
7,973 |
120 |
1,346.45 |
1,232.98 |
113.47 |
8.6% |
10.94 |
0.8% |
81% |
False |
False |
8,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.24 |
2.618 |
1,385.91 |
1.618 |
1,363.65 |
1.000 |
1,349.89 |
0.618 |
1,341.39 |
HIGH |
1,327.63 |
0.618 |
1,319.13 |
0.500 |
1,316.50 |
0.382 |
1,313.87 |
LOW |
1,305.37 |
0.618 |
1,291.61 |
1.000 |
1,283.11 |
1.618 |
1,269.35 |
2.618 |
1,247.09 |
4.250 |
1,210.77 |
|
|
Fisher Pivots for day following 03-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
1,321.94 |
1,316.92 |
PP |
1,319.22 |
1,309.18 |
S1 |
1,316.50 |
1,301.45 |
|