Trading Metrics calculated at close of trading on 06-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
24,820.12 |
24,854.14 |
34.02 |
0.1% |
24,606.59 |
High |
24,838.78 |
25,146.46 |
307.68 |
1.2% |
24,714.48 |
Low |
24,710.82 |
24,854.14 |
143.32 |
0.6% |
24,247.84 |
Close |
24,799.98 |
25,146.39 |
346.41 |
1.4% |
24,635.21 |
Range |
127.96 |
292.32 |
164.36 |
128.4% |
466.64 |
ATR |
277.57 |
282.49 |
4.92 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,925.96 |
25,828.49 |
25,307.17 |
|
R3 |
25,633.64 |
25,536.17 |
25,226.78 |
|
R2 |
25,341.32 |
25,341.32 |
25,199.98 |
|
R1 |
25,243.85 |
25,243.85 |
25,173.19 |
25,292.59 |
PP |
25,049.00 |
25,049.00 |
25,049.00 |
25,073.36 |
S1 |
24,951.53 |
24,951.53 |
25,119.59 |
25,000.27 |
S2 |
24,756.68 |
24,756.68 |
25,092.80 |
|
S3 |
24,464.36 |
24,659.21 |
25,066.00 |
|
S4 |
24,172.04 |
24,366.89 |
24,985.61 |
|
|
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 |
25,146.46 |
24,352.15 |
794.31 |
3.2% |
191.53 |
0.8% |
100% |
True |
False |
|
10 |
25,146.46 |
24,247.84 |
898.62 |
3.6% |
223.06 |
0.9% |
100% |
True |
False |
|
20 |
25,146.46 |
24,247.84 |
898.62 |
3.6% |
203.51 |
0.8% |
100% |
True |
False |
|
40 |
25,146.46 |
23,531.31 |
1,615.15 |
6.4% |
252.11 |
1.0% |
100% |
True |
False |
|
60 |
25,376.40 |
23,344.52 |
2,031.88 |
8.1% |
320.18 |
1.3% |
89% |
False |
False |
|
80 |
25,800.35 |
23,344.52 |
2,455.83 |
9.8% |
336.12 |
1.3% |
73% |
False |
False |
|
100 |
26,616.71 |
23,344.52 |
3,272.19 |
13.0% |
359.70 |
1.4% |
55% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.0% |
319.92 |
1.3% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,388.82 |
2.618 |
25,911.75 |
1.618 |
25,619.43 |
1.000 |
25,438.78 |
0.618 |
25,327.11 |
HIGH |
25,146.46 |
0.618 |
25,034.79 |
0.500 |
25,000.30 |
0.382 |
24,965.81 |
LOW |
24,854.14 |
0.618 |
24,673.49 |
1.000 |
24,561.82 |
1.618 |
24,381.17 |
2.618 |
24,088.85 |
4.250 |
23,611.78 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
25,097.69 |
25,073.81 |
PP |
25,049.00 |
25,001.22 |
S1 |
25,000.30 |
24,928.64 |
|