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 |
7,147.50 |
7,181.75 |
34.25 |
0.5% |
6,989.00 |
High |
7,187.50 |
7,222.25 |
34.75 |
0.5% |
7,090.50 |
Low |
7,137.50 |
7,142.25 |
4.75 |
0.1% |
6,890.50 |
Close |
7,179.25 |
7,215.00 |
35.75 |
0.5% |
7,083.00 |
Range |
50.00 |
80.00 |
30.00 |
60.0% |
200.00 |
ATR |
96.37 |
95.20 |
-1.17 |
-1.2% |
0.00 |
Volume |
256,212 |
300,300 |
44,088 |
17.2% |
1,515,596 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,433.25 |
7,404.00 |
7,259.00 |
|
R3 |
7,353.25 |
7,324.00 |
7,237.00 |
|
R2 |
7,273.25 |
7,273.25 |
7,229.75 |
|
R1 |
7,244.00 |
7,244.00 |
7,222.25 |
7,258.50 |
PP |
7,193.25 |
7,193.25 |
7,193.25 |
7,200.50 |
S1 |
7,164.00 |
7,164.00 |
7,207.75 |
7,178.50 |
S2 |
7,113.25 |
7,113.25 |
7,200.25 |
|
S3 |
7,033.25 |
7,084.00 |
7,193.00 |
|
S4 |
6,953.25 |
7,004.00 |
7,171.00 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,621.25 |
7,552.25 |
7,193.00 |
|
R3 |
7,421.25 |
7,352.25 |
7,138.00 |
|
R2 |
7,221.25 |
7,221.25 |
7,119.75 |
|
R1 |
7,152.25 |
7,152.25 |
7,101.25 |
7,186.75 |
PP |
7,021.25 |
7,021.25 |
7,021.25 |
7,038.50 |
S1 |
6,952.25 |
6,952.25 |
7,064.75 |
6,986.75 |
S2 |
6,821.25 |
6,821.25 |
7,046.25 |
|
S3 |
6,621.25 |
6,752.25 |
7,028.00 |
|
S4 |
6,421.25 |
6,552.25 |
6,973.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,222.25 |
6,958.25 |
264.00 |
3.7% |
77.75 |
1.1% |
97% |
True |
False |
305,701 |
10 |
7,222.25 |
6,829.75 |
392.50 |
5.4% |
86.50 |
1.2% |
98% |
True |
False |
340,767 |
20 |
7,222.25 |
6,808.25 |
414.00 |
5.7% |
82.50 |
1.1% |
98% |
True |
False |
322,322 |
40 |
7,222.25 |
6,429.25 |
793.00 |
11.0% |
105.50 |
1.5% |
99% |
True |
False |
366,922 |
60 |
7,222.25 |
6,306.75 |
915.50 |
12.7% |
129.00 |
1.8% |
99% |
True |
False |
438,414 |
80 |
7,222.25 |
6,306.75 |
915.50 |
12.7% |
129.00 |
1.8% |
99% |
True |
False |
338,368 |
100 |
7,222.25 |
6,187.50 |
1,034.75 |
14.3% |
133.25 |
1.8% |
99% |
True |
False |
270,920 |
120 |
7,222.25 |
6,187.50 |
1,034.75 |
14.3% |
120.50 |
1.7% |
99% |
True |
False |
225,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,562.25 |
2.618 |
7,431.75 |
1.618 |
7,351.75 |
1.000 |
7,302.25 |
0.618 |
7,271.75 |
HIGH |
7,222.25 |
0.618 |
7,191.75 |
0.500 |
7,182.25 |
0.382 |
7,172.75 |
LOW |
7,142.25 |
0.618 |
7,092.75 |
1.000 |
7,062.25 |
1.618 |
7,012.75 |
2.618 |
6,932.75 |
4.250 |
6,802.25 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
7,204.00 |
7,192.25 |
PP |
7,193.25 |
7,169.75 |
S1 |
7,182.25 |
7,147.00 |
|