Trading Metrics calculated at close of trading on 06-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2019 |
06-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
1,324.80 |
1,330.31 |
5.51 |
0.4% |
1,285.61 |
High |
1,343.68 |
1,339.71 |
-3.97 |
-0.3% |
1,306.84 |
Low |
1,324.42 |
1,327.34 |
2.92 |
0.2% |
1,275.26 |
Close |
1,330.10 |
1,335.46 |
5.36 |
0.4% |
1,305.44 |
Range |
19.26 |
12.37 |
-6.89 |
-35.8% |
31.58 |
ATR |
13.04 |
12.99 |
-0.05 |
-0.4% |
0.00 |
Volume |
9,479 |
9,606 |
127 |
1.3% |
44,034 |
|
Daily Pivots for day following 06-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.28 |
1,365.74 |
1,342.26 |
|
R3 |
1,358.91 |
1,353.37 |
1,338.86 |
|
R2 |
1,346.54 |
1,346.54 |
1,337.73 |
|
R1 |
1,341.00 |
1,341.00 |
1,336.59 |
1,343.77 |
PP |
1,334.17 |
1,334.17 |
1,334.17 |
1,335.56 |
S1 |
1,328.63 |
1,328.63 |
1,334.33 |
1,331.40 |
S2 |
1,321.80 |
1,321.80 |
1,333.19 |
|
S3 |
1,309.43 |
1,316.26 |
1,332.06 |
|
S4 |
1,297.06 |
1,303.89 |
1,328.66 |
|
|
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 |
1,287.90 |
55.78 |
4.2% |
16.30 |
1.2% |
85% |
False |
False |
9,454 |
10 |
1,343.68 |
1,275.26 |
68.42 |
5.1% |
13.59 |
1.0% |
88% |
False |
False |
9,084 |
20 |
1,343.68 |
1,269.50 |
74.18 |
5.6% |
13.46 |
1.0% |
89% |
False |
False |
9,011 |
40 |
1,343.68 |
1,266.61 |
77.07 |
5.8% |
11.50 |
0.9% |
89% |
False |
False |
7,373 |
60 |
1,343.68 |
1,266.61 |
77.07 |
5.8% |
11.43 |
0.9% |
89% |
False |
False |
6,911 |
80 |
1,346.45 |
1,266.61 |
79.84 |
6.0% |
11.49 |
0.9% |
86% |
False |
False |
7,036 |
100 |
1,346.45 |
1,266.61 |
79.84 |
6.0% |
11.07 |
0.8% |
86% |
False |
False |
7,920 |
120 |
1,346.45 |
1,241.62 |
104.83 |
7.8% |
11.04 |
0.8% |
90% |
False |
False |
8,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.28 |
2.618 |
1,372.09 |
1.618 |
1,359.72 |
1.000 |
1,352.08 |
0.618 |
1,347.35 |
HIGH |
1,339.71 |
0.618 |
1,334.98 |
0.500 |
1,333.53 |
0.382 |
1,332.07 |
LOW |
1,327.34 |
0.618 |
1,319.70 |
1.000 |
1,314.97 |
1.618 |
1,307.33 |
2.618 |
1,294.96 |
4.250 |
1,274.77 |
|
|
Fisher Pivots for day following 06-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
1,334.82 |
1,334.31 |
PP |
1,334.17 |
1,333.17 |
S1 |
1,333.53 |
1,332.02 |
|