Trading Metrics calculated at close of trading on 01-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
6,969.93 |
7,010.08 |
40.15 |
0.6% |
6,928.50 |
High |
7,016.42 |
7,084.84 |
68.42 |
1.0% |
7,084.84 |
Low |
6,955.99 |
7,008.02 |
52.03 |
0.7% |
6,887.12 |
Close |
6,967.73 |
7,083.93 |
116.20 |
1.7% |
7,083.93 |
Range |
60.43 |
76.82 |
16.39 |
27.1% |
197.72 |
ATR |
86.49 |
88.68 |
2.19 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,289.39 |
7,263.48 |
7,126.18 |
|
R3 |
7,212.57 |
7,186.66 |
7,105.06 |
|
R2 |
7,135.75 |
7,135.75 |
7,098.01 |
|
R1 |
7,109.84 |
7,109.84 |
7,090.97 |
7,122.80 |
PP |
7,058.93 |
7,058.93 |
7,058.93 |
7,065.41 |
S1 |
7,033.02 |
7,033.02 |
7,076.89 |
7,045.98 |
S2 |
6,982.11 |
6,982.11 |
7,069.85 |
|
S3 |
6,905.29 |
6,956.20 |
7,062.80 |
|
S4 |
6,828.47 |
6,879.38 |
7,041.68 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,611.79 |
7,545.58 |
7,192.68 |
|
R3 |
7,414.07 |
7,347.86 |
7,138.30 |
|
R2 |
7,216.35 |
7,216.35 |
7,120.18 |
|
R1 |
7,150.14 |
7,150.14 |
7,102.05 |
7,183.25 |
PP |
7,018.63 |
7,018.63 |
7,018.63 |
7,035.18 |
S1 |
6,952.42 |
6,952.42 |
7,065.81 |
6,985.53 |
S2 |
6,820.91 |
6,820.91 |
7,047.68 |
|
S3 |
6,623.19 |
6,754.70 |
7,029.56 |
|
S4 |
6,425.47 |
6,556.98 |
6,975.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,084.84 |
6,887.12 |
197.72 |
2.8% |
61.01 |
0.9% |
100% |
True |
False |
|
10 |
7,084.84 |
6,846.94 |
237.90 |
3.4% |
66.99 |
0.9% |
100% |
True |
False |
|
20 |
7,084.84 |
6,612.39 |
472.45 |
6.7% |
69.78 |
1.0% |
100% |
True |
False |
|
40 |
7,084.84 |
6,402.03 |
682.81 |
9.6% |
89.83 |
1.3% |
100% |
True |
False |
|
60 |
7,186.09 |
6,322.60 |
863.49 |
12.2% |
105.98 |
1.5% |
88% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.4% |
113.14 |
1.6% |
90% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.4% |
109.38 |
1.5% |
90% |
False |
False |
|
120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.4% |
97.97 |
1.4% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,411.33 |
2.618 |
7,285.95 |
1.618 |
7,209.13 |
1.000 |
7,161.66 |
0.618 |
7,132.31 |
HIGH |
7,084.84 |
0.618 |
7,055.49 |
0.500 |
7,046.43 |
0.382 |
7,037.37 |
LOW |
7,008.02 |
0.618 |
6,960.55 |
1.000 |
6,931.20 |
1.618 |
6,883.73 |
2.618 |
6,806.91 |
4.250 |
6,681.54 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,071.43 |
7,059.76 |
PP |
7,058.93 |
7,035.60 |
S1 |
7,046.43 |
7,011.43 |
|