Trading Metrics calculated at close of trading on 04-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2019 |
04-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
1,308.39 |
1,324.69 |
16.30 |
1.2% |
1,285.61 |
High |
1,327.63 |
1,329.03 |
1.40 |
0.1% |
1,306.84 |
Low |
1,305.37 |
1,320.36 |
14.99 |
1.1% |
1,275.26 |
Close |
1,324.66 |
1,325.46 |
0.80 |
0.1% |
1,305.44 |
Range |
22.26 |
8.67 |
-13.59 |
-61.1% |
31.58 |
ATR |
12.86 |
12.56 |
-0.30 |
-2.3% |
0.00 |
Volume |
8,759 |
9,762 |
1,003 |
11.5% |
44,034 |
|
Daily Pivots for day following 04-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.96 |
1,346.88 |
1,330.23 |
|
R3 |
1,342.29 |
1,338.21 |
1,327.84 |
|
R2 |
1,333.62 |
1,333.62 |
1,327.05 |
|
R1 |
1,329.54 |
1,329.54 |
1,326.25 |
1,331.58 |
PP |
1,324.95 |
1,324.95 |
1,324.95 |
1,325.97 |
S1 |
1,320.87 |
1,320.87 |
1,324.67 |
1,322.91 |
S2 |
1,316.28 |
1,316.28 |
1,323.87 |
|
S3 |
1,307.61 |
1,312.20 |
1,323.08 |
|
S4 |
1,298.94 |
1,303.53 |
1,320.69 |
|
|
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 |
1,329.03 |
1,275.26 |
53.77 |
4.1% |
16.11 |
1.2% |
93% |
True |
False |
9,264 |
10 |
1,329.03 |
1,269.50 |
59.53 |
4.5% |
12.69 |
1.0% |
94% |
True |
False |
8,945 |
20 |
1,329.03 |
1,269.50 |
59.53 |
4.5% |
12.84 |
1.0% |
94% |
True |
False |
8,596 |
40 |
1,329.03 |
1,266.61 |
62.42 |
4.7% |
11.16 |
0.8% |
94% |
True |
False |
7,198 |
60 |
1,329.03 |
1,266.61 |
62.42 |
4.7% |
11.24 |
0.8% |
94% |
True |
False |
6,792 |
80 |
1,346.45 |
1,266.61 |
79.84 |
6.0% |
11.34 |
0.9% |
74% |
False |
False |
7,095 |
100 |
1,346.45 |
1,266.61 |
79.84 |
6.0% |
10.90 |
0.8% |
74% |
False |
False |
7,958 |
120 |
1,346.45 |
1,232.98 |
113.47 |
8.6% |
10.96 |
0.8% |
82% |
False |
False |
8,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.88 |
2.618 |
1,351.73 |
1.618 |
1,343.06 |
1.000 |
1,337.70 |
0.618 |
1,334.39 |
HIGH |
1,329.03 |
0.618 |
1,325.72 |
0.500 |
1,324.70 |
0.382 |
1,323.67 |
LOW |
1,320.36 |
0.618 |
1,315.00 |
1.000 |
1,311.69 |
1.618 |
1,306.33 |
2.618 |
1,297.66 |
4.250 |
1,283.51 |
|
|
Fisher Pivots for day following 04-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
1,325.21 |
1,319.80 |
PP |
1,324.95 |
1,314.13 |
S1 |
1,324.70 |
1,308.47 |
|