| 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 |
1,292.1 |
1,296.1 |
4.0 |
0.3% |
1,299.0 |
| High |
1,299.8 |
1,300.4 |
0.6 |
0.0% |
1,306.8 |
| Low |
1,289.9 |
1,294.0 |
4.1 |
0.3% |
1,288.9 |
| Close |
1,297.5 |
1,297.1 |
-0.4 |
0.0% |
1,294.8 |
| Range |
9.9 |
6.4 |
-3.5 |
-35.4% |
17.9 |
| ATR |
11.7 |
11.4 |
-0.4 |
-3.3% |
0.0 |
| Volume |
357 |
373 |
16 |
4.5% |
441,924 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,316.4 |
1,313.1 |
1,300.6 |
|
| R3 |
1,310.0 |
1,306.7 |
1,298.9 |
|
| R2 |
1,303.6 |
1,303.6 |
1,298.3 |
|
| R1 |
1,300.3 |
1,300.3 |
1,297.7 |
1,302.0 |
| PP |
1,297.2 |
1,297.2 |
1,297.2 |
1,298.0 |
| S1 |
1,293.9 |
1,293.9 |
1,296.5 |
1,295.6 |
| S2 |
1,290.8 |
1,290.8 |
1,295.9 |
|
| S3 |
1,284.4 |
1,287.5 |
1,295.3 |
|
| S4 |
1,278.0 |
1,281.1 |
1,293.6 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.5 |
1,340.6 |
1,304.6 |
|
| R3 |
1,332.6 |
1,322.7 |
1,299.7 |
|
| R2 |
1,314.7 |
1,314.7 |
1,298.1 |
|
| R1 |
1,304.8 |
1,304.8 |
1,296.4 |
1,300.8 |
| PP |
1,296.8 |
1,296.8 |
1,296.8 |
1,294.9 |
| S1 |
1,286.9 |
1,286.9 |
1,293.2 |
1,282.9 |
| S2 |
1,278.9 |
1,278.9 |
1,291.5 |
|
| S3 |
1,261.0 |
1,269.0 |
1,289.9 |
|
| S4 |
1,243.1 |
1,251.1 |
1,285.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.8 |
1,288.9 |
17.9 |
1.4% |
8.8 |
0.7% |
46% |
False |
False |
1,123 |
| 10 |
1,307.2 |
1,286.7 |
20.5 |
1.6% |
10.1 |
0.8% |
51% |
False |
False |
157,047 |
| 20 |
1,326.3 |
1,281.2 |
45.1 |
3.5% |
11.1 |
0.9% |
35% |
False |
False |
241,726 |
| 40 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
12.5 |
1.0% |
18% |
False |
False |
276,481 |
| 60 |
1,369.4 |
1,281.2 |
88.2 |
6.8% |
13.3 |
1.0% |
18% |
False |
False |
245,497 |
| 80 |
1,369.6 |
1,281.2 |
88.4 |
6.8% |
13.6 |
1.0% |
18% |
False |
False |
188,528 |
| 100 |
1,375.5 |
1,281.2 |
94.3 |
7.3% |
13.9 |
1.1% |
17% |
False |
False |
152,307 |
| 120 |
1,375.5 |
1,251.1 |
124.4 |
9.6% |
13.4 |
1.0% |
37% |
False |
False |
127,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,327.6 |
|
2.618 |
1,317.2 |
|
1.618 |
1,310.8 |
|
1.000 |
1,306.8 |
|
0.618 |
1,304.4 |
|
HIGH |
1,300.4 |
|
0.618 |
1,298.0 |
|
0.500 |
1,297.2 |
|
0.382 |
1,296.4 |
|
LOW |
1,294.0 |
|
0.618 |
1,290.0 |
|
1.000 |
1,287.6 |
|
1.618 |
1,283.6 |
|
2.618 |
1,277.2 |
|
4.250 |
1,266.8 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,297.2 |
1,296.5 |
| PP |
1,297.2 |
1,295.8 |
| S1 |
1,297.1 |
1,295.2 |
|