Trading Metrics calculated at close of trading on 04-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
24,542.09 |
24,727.55 |
185.46 |
0.8% |
24,606.59 |
High |
24,673.60 |
24,859.37 |
185.77 |
0.8% |
24,714.48 |
Low |
24,542.09 |
24,722.14 |
180.05 |
0.7% |
24,247.84 |
Close |
24,635.21 |
24,813.69 |
178.48 |
0.7% |
24,635.21 |
Range |
131.51 |
137.23 |
5.72 |
4.3% |
466.64 |
ATR |
294.07 |
289.08 |
-4.99 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,210.09 |
25,149.12 |
24,889.17 |
|
R3 |
25,072.86 |
25,011.89 |
24,851.43 |
|
R2 |
24,935.63 |
24,935.63 |
24,838.85 |
|
R1 |
24,874.66 |
24,874.66 |
24,826.27 |
24,905.15 |
PP |
24,798.40 |
24,798.40 |
24,798.40 |
24,813.64 |
S1 |
24,737.43 |
24,737.43 |
24,801.11 |
24,767.92 |
S2 |
24,661.17 |
24,661.17 |
24,788.53 |
|
S3 |
24,523.94 |
24,600.20 |
24,775.95 |
|
S4 |
24,386.71 |
24,462.97 |
24,738.21 |
|
|
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 |
24,859.37 |
24,247.84 |
611.53 |
2.5% |
236.02 |
1.0% |
93% |
True |
False |
|
10 |
25,086.49 |
24,247.84 |
838.65 |
3.4% |
226.67 |
0.9% |
67% |
False |
False |
|
20 |
25,086.49 |
24,198.34 |
888.15 |
3.6% |
204.00 |
0.8% |
69% |
False |
False |
|
40 |
25,086.49 |
23,531.31 |
1,555.18 |
6.3% |
259.87 |
1.0% |
82% |
False |
False |
|
60 |
25,449.15 |
23,344.52 |
2,104.63 |
8.5% |
323.65 |
1.3% |
70% |
False |
False |
|
80 |
25,800.35 |
23,344.52 |
2,455.83 |
9.9% |
356.82 |
1.4% |
60% |
False |
False |
|
100 |
26,616.71 |
23,344.52 |
3,272.19 |
13.2% |
358.77 |
1.4% |
45% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.2% |
317.95 |
1.3% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,442.60 |
2.618 |
25,218.64 |
1.618 |
25,081.41 |
1.000 |
24,996.60 |
0.618 |
24,944.18 |
HIGH |
24,859.37 |
0.618 |
24,806.95 |
0.500 |
24,790.76 |
0.382 |
24,774.56 |
LOW |
24,722.14 |
0.618 |
24,637.33 |
1.000 |
24,584.91 |
1.618 |
24,500.10 |
2.618 |
24,362.87 |
4.250 |
24,138.91 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
24,806.05 |
24,744.38 |
PP |
24,798.40 |
24,675.07 |
S1 |
24,790.76 |
24,605.76 |
|