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 |
24,727.55 |
24,820.12 |
92.57 |
0.4% |
24,606.59 |
High |
24,859.37 |
24,838.78 |
-20.59 |
-0.1% |
24,714.48 |
Low |
24,722.14 |
24,710.82 |
-11.32 |
0.0% |
24,247.84 |
Close |
24,813.69 |
24,799.98 |
-13.71 |
-0.1% |
24,635.21 |
Range |
137.23 |
127.96 |
-9.27 |
-6.8% |
466.64 |
ATR |
289.08 |
277.57 |
-11.51 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,167.07 |
25,111.49 |
24,870.36 |
|
R3 |
25,039.11 |
24,983.53 |
24,835.17 |
|
R2 |
24,911.15 |
24,911.15 |
24,823.44 |
|
R1 |
24,855.57 |
24,855.57 |
24,811.71 |
24,819.38 |
PP |
24,783.19 |
24,783.19 |
24,783.19 |
24,765.10 |
S1 |
24,727.61 |
24,727.61 |
24,788.25 |
24,691.42 |
S2 |
24,655.23 |
24,655.23 |
24,776.52 |
|
S3 |
24,527.27 |
24,599.65 |
24,764.79 |
|
S4 |
24,399.31 |
24,471.69 |
24,729.60 |
|
|
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 |
24,352.15 |
507.22 |
2.0% |
184.15 |
0.7% |
88% |
False |
False |
|
10 |
25,064.99 |
24,247.84 |
817.15 |
3.3% |
219.12 |
0.9% |
68% |
False |
False |
|
20 |
25,086.49 |
24,198.34 |
888.15 |
3.6% |
199.60 |
0.8% |
68% |
False |
False |
|
40 |
25,086.49 |
23,531.31 |
1,555.18 |
6.3% |
252.61 |
1.0% |
82% |
False |
False |
|
60 |
25,449.15 |
23,344.52 |
2,104.63 |
8.5% |
320.26 |
1.3% |
69% |
False |
False |
|
80 |
25,800.35 |
23,344.52 |
2,455.83 |
9.9% |
345.24 |
1.4% |
59% |
False |
False |
|
100 |
26,616.71 |
23,344.52 |
3,272.19 |
13.2% |
358.57 |
1.4% |
44% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.2% |
318.39 |
1.3% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,382.61 |
2.618 |
25,173.78 |
1.618 |
25,045.82 |
1.000 |
24,966.74 |
0.618 |
24,917.86 |
HIGH |
24,838.78 |
0.618 |
24,789.90 |
0.500 |
24,774.80 |
0.382 |
24,759.70 |
LOW |
24,710.82 |
0.618 |
24,631.74 |
1.000 |
24,582.86 |
1.618 |
24,503.78 |
2.618 |
24,375.82 |
4.250 |
24,166.99 |
|
|
Fisher Pivots for day following 05-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
24,791.59 |
24,766.90 |
PP |
24,783.19 |
24,733.81 |
S1 |
24,774.80 |
24,700.73 |
|