| 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 |
2,720.25 |
2,707.50 |
-12.75 |
-0.5% |
2,729.00 |
| High |
2,728.25 |
2,737.00 |
8.75 |
0.3% |
2,737.00 |
| Low |
2,699.75 |
2,706.00 |
6.25 |
0.2% |
2,675.00 |
| Close |
2,705.50 |
2,733.75 |
28.25 |
1.0% |
2,733.75 |
| Range |
28.50 |
31.00 |
2.50 |
8.8% |
62.00 |
| ATR |
32.58 |
32.51 |
-0.08 |
-0.2% |
0.00 |
| Volume |
1,665,452 |
1,241,171 |
-424,281 |
-25.5% |
6,320,664 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.50 |
2,807.25 |
2,750.75 |
|
| R3 |
2,787.50 |
2,776.25 |
2,742.25 |
|
| R2 |
2,756.50 |
2,756.50 |
2,739.50 |
|
| R1 |
2,745.25 |
2,745.25 |
2,736.50 |
2,751.00 |
| PP |
2,725.50 |
2,725.50 |
2,725.50 |
2,728.50 |
| S1 |
2,714.25 |
2,714.25 |
2,731.00 |
2,720.00 |
| S2 |
2,694.50 |
2,694.50 |
2,728.00 |
|
| S3 |
2,663.50 |
2,683.25 |
2,725.25 |
|
| S4 |
2,632.50 |
2,652.25 |
2,716.75 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.25 |
2,879.50 |
2,767.75 |
|
| R3 |
2,839.25 |
2,817.50 |
2,750.75 |
|
| R2 |
2,777.25 |
2,777.25 |
2,745.00 |
|
| R1 |
2,755.50 |
2,755.50 |
2,739.50 |
2,766.50 |
| PP |
2,715.25 |
2,715.25 |
2,715.25 |
2,720.75 |
| S1 |
2,693.50 |
2,693.50 |
2,728.00 |
2,704.50 |
| S2 |
2,653.25 |
2,653.25 |
2,722.50 |
|
| S3 |
2,591.25 |
2,631.50 |
2,716.75 |
|
| S4 |
2,529.25 |
2,569.50 |
2,699.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.75 |
2,675.00 |
62.75 |
2.3% |
36.75 |
1.3% |
94% |
False |
False |
1,462,889 |
| 10 |
2,741.75 |
2,675.00 |
66.75 |
2.4% |
29.25 |
1.1% |
88% |
False |
False |
1,274,409 |
| 20 |
2,741.75 |
2,612.25 |
129.50 |
4.7% |
28.25 |
1.0% |
94% |
False |
False |
1,247,991 |
| 40 |
2,741.75 |
2,584.50 |
157.25 |
5.8% |
33.50 |
1.2% |
95% |
False |
False |
1,420,909 |
| 60 |
2,807.25 |
2,552.00 |
255.25 |
9.3% |
39.00 |
1.4% |
71% |
False |
False |
1,589,451 |
| 80 |
2,807.25 |
2,533.00 |
274.25 |
10.0% |
43.00 |
1.6% |
73% |
False |
False |
1,202,477 |
| 100 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
43.00 |
1.6% |
57% |
False |
False |
965,616 |
| 120 |
2,883.25 |
2,532.50 |
350.75 |
12.8% |
38.50 |
1.4% |
57% |
False |
False |
805,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.75 |
|
2.618 |
2,818.25 |
|
1.618 |
2,787.25 |
|
1.000 |
2,768.00 |
|
0.618 |
2,756.25 |
|
HIGH |
2,737.00 |
|
0.618 |
2,725.25 |
|
0.500 |
2,721.50 |
|
0.382 |
2,717.75 |
|
LOW |
2,706.00 |
|
0.618 |
2,686.75 |
|
1.000 |
2,675.00 |
|
1.618 |
2,655.75 |
|
2.618 |
2,624.75 |
|
4.250 |
2,574.25 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.75 |
2,726.25 |
| PP |
2,725.50 |
2,718.75 |
| S1 |
2,721.50 |
2,711.50 |
|