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 |
24,620.79 |
24,542.09 |
-78.70 |
-0.3% |
24,606.59 |
High |
24,620.79 |
24,673.60 |
52.81 |
0.2% |
24,714.48 |
Low |
24,352.15 |
24,542.09 |
189.94 |
0.8% |
24,247.84 |
Close |
24,415.84 |
24,635.21 |
219.37 |
0.9% |
24,635.21 |
Range |
268.64 |
131.51 |
-137.13 |
-51.0% |
466.64 |
ATR |
296.86 |
294.07 |
-2.79 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,011.50 |
24,954.86 |
24,707.54 |
|
R3 |
24,879.99 |
24,823.35 |
24,671.38 |
|
R2 |
24,748.48 |
24,748.48 |
24,659.32 |
|
R1 |
24,691.84 |
24,691.84 |
24,647.27 |
24,720.16 |
PP |
24,616.97 |
24,616.97 |
24,616.97 |
24,631.13 |
S1 |
24,560.33 |
24,560.33 |
24,623.15 |
24,588.65 |
S2 |
24,485.46 |
24,485.46 |
24,611.10 |
|
S3 |
24,353.95 |
24,428.82 |
24,599.04 |
|
S4 |
24,222.44 |
24,297.31 |
24,562.88 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,932.43 |
25,750.46 |
24,891.86 |
|
R3 |
25,465.79 |
25,283.82 |
24,763.54 |
|
R2 |
24,999.15 |
24,999.15 |
24,720.76 |
|
R1 |
24,817.18 |
24,817.18 |
24,677.99 |
24,908.17 |
PP |
24,532.51 |
24,532.51 |
24,532.51 |
24,578.00 |
S1 |
24,350.54 |
24,350.54 |
24,592.43 |
24,441.53 |
S2 |
24,065.87 |
24,065.87 |
24,549.66 |
|
S3 |
23,599.23 |
23,883.90 |
24,506.88 |
|
S4 |
23,132.59 |
23,417.26 |
24,378.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,824.22 |
24,247.84 |
576.38 |
2.3% |
235.86 |
1.0% |
67% |
False |
False |
|
10 |
25,086.49 |
24,247.84 |
838.65 |
3.4% |
223.96 |
0.9% |
46% |
False |
False |
|
20 |
25,086.49 |
23,778.87 |
1,307.62 |
5.3% |
224.86 |
0.9% |
65% |
False |
False |
|
40 |
25,086.49 |
23,531.31 |
1,555.18 |
6.3% |
273.85 |
1.1% |
71% |
False |
False |
|
60 |
25,449.15 |
23,344.52 |
2,104.63 |
8.5% |
325.48 |
1.3% |
61% |
False |
False |
|
80 |
25,800.35 |
23,344.52 |
2,455.83 |
10.0% |
361.46 |
1.5% |
53% |
False |
False |
|
100 |
26,616.71 |
23,344.52 |
3,272.19 |
13.3% |
358.71 |
1.5% |
39% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.3% |
317.68 |
1.3% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,232.52 |
2.618 |
25,017.89 |
1.618 |
24,886.38 |
1.000 |
24,805.11 |
0.618 |
24,754.87 |
HIGH |
24,673.60 |
0.618 |
24,623.36 |
0.500 |
24,607.85 |
0.382 |
24,592.33 |
LOW |
24,542.09 |
0.618 |
24,460.82 |
1.000 |
24,410.58 |
1.618 |
24,329.31 |
2.618 |
24,197.80 |
4.250 |
23,983.17 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
24,626.09 |
24,601.25 |
PP |
24,616.97 |
24,567.28 |
S1 |
24,607.85 |
24,533.32 |
|