Trading Metrics calculated at close of trading on 05-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
7,099.50 |
7,162.41 |
62.91 |
0.9% |
6,928.50 |
High |
7,146.76 |
7,179.82 |
33.06 |
0.5% |
7,084.84 |
Low |
7,099.09 |
7,137.13 |
38.04 |
0.5% |
6,887.12 |
Close |
7,143.57 |
7,166.75 |
23.18 |
0.3% |
7,083.93 |
Range |
47.67 |
42.69 |
-4.98 |
-10.4% |
197.72 |
ATR |
86.83 |
83.68 |
-3.15 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,289.30 |
7,270.72 |
7,190.23 |
|
R3 |
7,246.61 |
7,228.03 |
7,178.49 |
|
R2 |
7,203.92 |
7,203.92 |
7,174.58 |
|
R1 |
7,185.34 |
7,185.34 |
7,170.66 |
7,194.63 |
PP |
7,161.23 |
7,161.23 |
7,161.23 |
7,165.88 |
S1 |
7,142.65 |
7,142.65 |
7,162.84 |
7,151.94 |
S2 |
7,118.54 |
7,118.54 |
7,158.92 |
|
S3 |
7,075.85 |
7,099.96 |
7,155.01 |
|
S4 |
7,033.16 |
7,057.27 |
7,143.27 |
|
|
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 |
7,179.82 |
6,938.02 |
241.80 |
3.4% |
55.44 |
0.8% |
95% |
True |
False |
|
10 |
7,179.82 |
6,846.94 |
332.88 |
4.6% |
64.80 |
0.9% |
96% |
True |
False |
|
20 |
7,179.82 |
6,770.30 |
409.52 |
5.7% |
63.23 |
0.9% |
97% |
True |
False |
|
40 |
7,179.82 |
6,426.57 |
753.25 |
10.5% |
84.00 |
1.2% |
98% |
True |
False |
|
60 |
7,186.09 |
6,322.60 |
863.49 |
12.0% |
105.26 |
1.5% |
98% |
False |
False |
|
80 |
7,186.09 |
6,164.43 |
1,021.66 |
14.3% |
108.81 |
1.5% |
98% |
False |
False |
|
100 |
7,186.09 |
6,164.43 |
1,021.66 |
14.3% |
109.47 |
1.5% |
98% |
False |
False |
|
120 |
7,186.09 |
6,164.43 |
1,021.66 |
14.3% |
97.99 |
1.4% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,361.25 |
2.618 |
7,291.58 |
1.618 |
7,248.89 |
1.000 |
7,222.51 |
0.618 |
7,206.20 |
HIGH |
7,179.82 |
0.618 |
7,163.51 |
0.500 |
7,158.48 |
0.382 |
7,153.44 |
LOW |
7,137.13 |
0.618 |
7,110.75 |
1.000 |
7,094.44 |
1.618 |
7,068.06 |
2.618 |
7,025.37 |
4.250 |
6,955.70 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,163.99 |
7,142.47 |
PP |
7,161.23 |
7,118.20 |
S1 |
7,158.48 |
7,093.92 |
|