| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
7,599.5 |
7,656.5 |
57.0 |
0.8% |
7,623.0 |
| High |
7,659.0 |
7,698.0 |
39.0 |
0.5% |
7,656.0 |
| Low |
7,590.0 |
7,595.0 |
5.0 |
0.1% |
7,513.5 |
| Close |
7,631.5 |
7,639.0 |
7.5 |
0.1% |
7,614.0 |
| Range |
69.0 |
103.0 |
34.0 |
49.3% |
142.5 |
| ATR |
62.9 |
65.8 |
2.9 |
4.5% |
0.0 |
| Volume |
34,154 |
93,378 |
59,224 |
173.4% |
11,503 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,953.0 |
7,899.0 |
7,695.5 |
|
| R3 |
7,850.0 |
7,796.0 |
7,667.5 |
|
| R2 |
7,747.0 |
7,747.0 |
7,658.0 |
|
| R1 |
7,693.0 |
7,693.0 |
7,648.5 |
7,668.5 |
| PP |
7,644.0 |
7,644.0 |
7,644.0 |
7,632.0 |
| S1 |
7,590.0 |
7,590.0 |
7,629.5 |
7,565.5 |
| S2 |
7,541.0 |
7,541.0 |
7,620.0 |
|
| S3 |
7,438.0 |
7,487.0 |
7,610.5 |
|
| S4 |
7,335.0 |
7,384.0 |
7,582.5 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,022.0 |
7,960.5 |
7,692.5 |
|
| R3 |
7,879.5 |
7,818.0 |
7,653.0 |
|
| R2 |
7,737.0 |
7,737.0 |
7,640.0 |
|
| R1 |
7,675.5 |
7,675.5 |
7,627.0 |
7,635.0 |
| PP |
7,594.5 |
7,594.5 |
7,594.5 |
7,574.0 |
| S1 |
7,533.0 |
7,533.0 |
7,601.0 |
7,492.5 |
| S2 |
7,452.0 |
7,452.0 |
7,588.0 |
|
| S3 |
7,309.5 |
7,390.5 |
7,575.0 |
|
| S4 |
7,167.0 |
7,248.0 |
7,535.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,698.0 |
7,587.0 |
111.0 |
1.5% |
64.5 |
0.8% |
47% |
True |
False |
29,647 |
| 10 |
7,712.5 |
7,513.5 |
199.0 |
2.6% |
69.5 |
0.9% |
63% |
False |
False |
15,448 |
| 20 |
7,810.0 |
7,513.5 |
296.5 |
3.9% |
55.5 |
0.7% |
42% |
False |
False |
8,094 |
| 40 |
7,810.0 |
7,065.5 |
744.5 |
9.7% |
44.5 |
0.6% |
77% |
False |
False |
4,329 |
| 60 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
41.5 |
0.5% |
84% |
False |
False |
2,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,136.0 |
|
2.618 |
7,967.5 |
|
1.618 |
7,864.5 |
|
1.000 |
7,801.0 |
|
0.618 |
7,761.5 |
|
HIGH |
7,698.0 |
|
0.618 |
7,658.5 |
|
0.500 |
7,646.5 |
|
0.382 |
7,634.5 |
|
LOW |
7,595.0 |
|
0.618 |
7,531.5 |
|
1.000 |
7,492.0 |
|
1.618 |
7,428.5 |
|
2.618 |
7,325.5 |
|
4.250 |
7,157.0 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,646.5 |
7,642.5 |
| PP |
7,644.0 |
7,641.5 |
| S1 |
7,641.5 |
7,640.0 |
|