| Trading Metrics calculated at close of trading on 05-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2019 |
05-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
1,324.69 |
1,324.80 |
0.11 |
0.0% |
1,285.61 |
| High |
1,329.03 |
1,343.68 |
14.65 |
1.1% |
1,306.84 |
| Low |
1,320.36 |
1,324.42 |
4.06 |
0.3% |
1,275.26 |
| Close |
1,325.46 |
1,330.10 |
4.64 |
0.4% |
1,305.44 |
| Range |
8.67 |
19.26 |
10.59 |
122.1% |
31.58 |
| ATR |
12.56 |
13.04 |
0.48 |
3.8% |
0.00 |
| Volume |
9,762 |
9,479 |
-283 |
-2.9% |
44,034 |
|
| Daily Pivots for day following 05-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,390.51 |
1,379.57 |
1,340.69 |
|
| R3 |
1,371.25 |
1,360.31 |
1,335.40 |
|
| R2 |
1,351.99 |
1,351.99 |
1,333.63 |
|
| R1 |
1,341.05 |
1,341.05 |
1,331.87 |
1,346.52 |
| PP |
1,332.73 |
1,332.73 |
1,332.73 |
1,335.47 |
| S1 |
1,321.79 |
1,321.79 |
1,328.33 |
1,327.26 |
| S2 |
1,313.47 |
1,313.47 |
1,326.57 |
|
| S3 |
1,294.21 |
1,302.53 |
1,324.80 |
|
| S4 |
1,274.95 |
1,283.27 |
1,319.51 |
|
|
| 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 |
1,343.68 |
1,275.26 |
68.42 |
5.1% |
17.25 |
1.3% |
80% |
True |
False |
9,382 |
| 10 |
1,343.68 |
1,272.17 |
71.51 |
5.4% |
13.84 |
1.0% |
81% |
True |
False |
9,007 |
| 20 |
1,343.68 |
1,269.50 |
74.18 |
5.6% |
13.24 |
1.0% |
82% |
True |
False |
8,798 |
| 40 |
1,343.68 |
1,266.61 |
77.07 |
5.8% |
11.41 |
0.9% |
82% |
True |
False |
7,286 |
| 60 |
1,343.68 |
1,266.61 |
77.07 |
5.8% |
11.40 |
0.9% |
82% |
True |
False |
6,850 |
| 80 |
1,346.45 |
1,266.61 |
79.84 |
6.0% |
11.48 |
0.9% |
80% |
False |
False |
7,066 |
| 100 |
1,346.45 |
1,266.61 |
79.84 |
6.0% |
11.02 |
0.8% |
80% |
False |
False |
7,941 |
| 120 |
1,346.45 |
1,235.69 |
110.76 |
8.3% |
11.04 |
0.8% |
85% |
False |
False |
8,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,425.54 |
|
2.618 |
1,394.10 |
|
1.618 |
1,374.84 |
|
1.000 |
1,362.94 |
|
0.618 |
1,355.58 |
|
HIGH |
1,343.68 |
|
0.618 |
1,336.32 |
|
0.500 |
1,334.05 |
|
0.382 |
1,331.78 |
|
LOW |
1,324.42 |
|
0.618 |
1,312.52 |
|
1.000 |
1,305.16 |
|
1.618 |
1,293.26 |
|
2.618 |
1,274.00 |
|
4.250 |
1,242.57 |
|
|
| Fisher Pivots for day following 05-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,334.05 |
1,328.24 |
| PP |
1,332.73 |
1,326.38 |
| S1 |
1,331.42 |
1,324.53 |
|