| 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 |
24,808 |
24,828 |
20 |
0.1% |
24,825 |
| High |
24,860 |
25,161 |
301 |
1.2% |
24,840 |
| Low |
24,709 |
24,812 |
103 |
0.4% |
24,227 |
| Close |
24,822 |
25,140 |
318 |
1.3% |
24,629 |
| Range |
151 |
349 |
198 |
131.1% |
613 |
| ATR |
310 |
313 |
3 |
0.9% |
0 |
| Volume |
140,335 |
181,641 |
41,306 |
29.4% |
1,001,368 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,085 |
25,961 |
25,332 |
|
| R3 |
25,736 |
25,612 |
25,236 |
|
| R2 |
25,387 |
25,387 |
25,204 |
|
| R1 |
25,263 |
25,263 |
25,172 |
25,325 |
| PP |
25,038 |
25,038 |
25,038 |
25,069 |
| S1 |
24,914 |
24,914 |
25,108 |
24,976 |
| S2 |
24,689 |
24,689 |
25,076 |
|
| S3 |
24,340 |
24,565 |
25,044 |
|
| S4 |
23,991 |
24,216 |
24,948 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,404 |
26,130 |
24,966 |
|
| R3 |
25,791 |
25,517 |
24,798 |
|
| R2 |
25,178 |
25,178 |
24,742 |
|
| R1 |
24,904 |
24,904 |
24,685 |
24,735 |
| PP |
24,565 |
24,565 |
24,565 |
24,481 |
| S1 |
24,291 |
24,291 |
24,573 |
24,122 |
| S2 |
23,952 |
23,952 |
24,517 |
|
| S3 |
23,339 |
23,678 |
24,461 |
|
| S4 |
22,726 |
23,065 |
24,292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
25,161 |
24,342 |
819 |
3.3% |
283 |
1.1% |
97% |
True |
False |
178,142 |
| 10 |
25,161 |
24,227 |
934 |
3.7% |
319 |
1.3% |
98% |
True |
False |
206,606 |
| 20 |
25,161 |
24,227 |
934 |
3.7% |
269 |
1.1% |
98% |
True |
False |
183,014 |
| 40 |
25,161 |
23,467 |
1,694 |
6.7% |
308 |
1.2% |
99% |
True |
False |
201,950 |
| 60 |
25,407 |
23,306 |
2,101 |
8.4% |
384 |
1.5% |
87% |
False |
False |
242,303 |
| 80 |
25,832 |
23,306 |
2,526 |
10.0% |
405 |
1.6% |
73% |
False |
False |
187,081 |
| 100 |
26,723 |
23,122 |
3,601 |
14.3% |
436 |
1.7% |
56% |
False |
False |
149,793 |
| 120 |
26,723 |
23,122 |
3,601 |
14.3% |
388 |
1.5% |
56% |
False |
False |
124,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,644 |
|
2.618 |
26,075 |
|
1.618 |
25,726 |
|
1.000 |
25,510 |
|
0.618 |
25,377 |
|
HIGH |
25,161 |
|
0.618 |
25,028 |
|
0.500 |
24,987 |
|
0.382 |
24,945 |
|
LOW |
24,812 |
|
0.618 |
24,596 |
|
1.000 |
24,463 |
|
1.618 |
24,247 |
|
2.618 |
23,898 |
|
4.250 |
23,329 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
25,089 |
25,049 |
| PP |
25,038 |
24,957 |
| S1 |
24,987 |
24,866 |
|