Trading Metrics calculated at close of trading on 03-Jun-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2019 |
03-Jun-2019 |
Change |
Change % |
Previous Week |
Open |
7,148.71 |
7,110.34 |
-38.37 |
-0.5% |
7,321.27 |
High |
7,183.23 |
7,126.43 |
-56.80 |
-0.8% |
7,362.29 |
Low |
7,125.97 |
6,936.68 |
-189.29 |
-2.7% |
7,125.97 |
Close |
7,127.96 |
6,978.02 |
-149.94 |
-2.1% |
7,127.96 |
Range |
57.26 |
189.75 |
132.49 |
231.4% |
236.32 |
ATR |
110.37 |
116.15 |
5.78 |
5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,582.96 |
7,470.24 |
7,082.38 |
|
R3 |
7,393.21 |
7,280.49 |
7,030.20 |
|
R2 |
7,203.46 |
7,203.46 |
7,012.81 |
|
R1 |
7,090.74 |
7,090.74 |
6,995.41 |
7,052.23 |
PP |
7,013.71 |
7,013.71 |
7,013.71 |
6,994.45 |
S1 |
6,900.99 |
6,900.99 |
6,960.63 |
6,862.48 |
S2 |
6,823.96 |
6,823.96 |
6,943.23 |
|
S3 |
6,634.21 |
6,711.24 |
6,925.84 |
|
S4 |
6,444.46 |
6,521.49 |
6,873.66 |
|
|
Weekly Pivots for week ending 31-May-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,914.37 |
7,757.48 |
7,257.94 |
|
R3 |
7,678.05 |
7,521.16 |
7,192.95 |
|
R2 |
7,441.73 |
7,441.73 |
7,171.29 |
|
R1 |
7,284.84 |
7,284.84 |
7,149.62 |
7,245.13 |
PP |
7,205.41 |
7,205.41 |
7,205.41 |
7,185.55 |
S1 |
7,048.52 |
7,048.52 |
7,106.30 |
7,008.81 |
S2 |
6,969.09 |
6,969.09 |
7,084.63 |
|
S3 |
6,732.77 |
6,812.20 |
7,062.97 |
|
S4 |
6,496.45 |
6,575.88 |
6,997.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,362.29 |
6,936.68 |
425.61 |
6.1% |
94.10 |
1.3% |
10% |
False |
True |
|
10 |
7,472.71 |
6,936.68 |
536.03 |
7.7% |
79.94 |
1.1% |
8% |
False |
True |
|
20 |
7,804.54 |
6,936.68 |
867.86 |
12.4% |
108.49 |
1.6% |
5% |
False |
True |
|
40 |
7,851.97 |
6,936.68 |
915.29 |
13.1% |
84.53 |
1.2% |
5% |
False |
True |
|
60 |
7,851.97 |
6,936.68 |
915.29 |
13.1% |
83.18 |
1.2% |
5% |
False |
True |
|
80 |
7,851.97 |
6,836.70 |
1,015.27 |
14.5% |
79.43 |
1.1% |
14% |
False |
False |
|
100 |
7,851.97 |
6,512.64 |
1,339.33 |
19.2% |
80.45 |
1.2% |
35% |
False |
False |
|
120 |
7,851.97 |
5,895.12 |
1,956.85 |
28.0% |
97.03 |
1.4% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,932.87 |
2.618 |
7,623.20 |
1.618 |
7,433.45 |
1.000 |
7,316.18 |
0.618 |
7,243.70 |
HIGH |
7,126.43 |
0.618 |
7,053.95 |
0.500 |
7,031.56 |
0.382 |
7,009.16 |
LOW |
6,936.68 |
0.618 |
6,819.41 |
1.000 |
6,746.93 |
1.618 |
6,629.66 |
2.618 |
6,439.91 |
4.250 |
6,130.24 |
|
|
Fisher Pivots for day following 03-Jun-2019 |
Pivot |
1 day |
3 day |
R1 |
7,031.56 |
7,099.73 |
PP |
7,013.71 |
7,059.16 |
S1 |
6,995.87 |
7,018.59 |
|