| Trading Metrics calculated at close of trading on 04-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2019 |
04-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
7,110.34 |
7,056.18 |
-54.16 |
-0.8% |
7,321.27 |
| High |
7,126.43 |
7,169.79 |
43.36 |
0.6% |
7,362.29 |
| Low |
6,936.68 |
7,023.09 |
86.41 |
1.2% |
7,125.97 |
| Close |
6,978.02 |
7,166.75 |
188.73 |
2.7% |
7,127.96 |
| Range |
189.75 |
146.70 |
-43.05 |
-22.7% |
236.32 |
| ATR |
116.15 |
121.55 |
5.40 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,559.98 |
7,510.06 |
7,247.44 |
|
| R3 |
7,413.28 |
7,363.36 |
7,207.09 |
|
| R2 |
7,266.58 |
7,266.58 |
7,193.65 |
|
| R1 |
7,216.66 |
7,216.66 |
7,180.20 |
7,241.62 |
| PP |
7,119.88 |
7,119.88 |
7,119.88 |
7,132.36 |
| S1 |
7,069.96 |
7,069.96 |
7,153.30 |
7,094.92 |
| S2 |
6,973.18 |
6,973.18 |
7,139.86 |
|
| S3 |
6,826.48 |
6,923.26 |
7,126.41 |
|
| S4 |
6,679.78 |
6,776.56 |
7,086.07 |
|
|
| Weekly Pivots for week ending 31-May-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,914.37 |
7,757.48 |
7,257.94 |
|
| R3 |
7,678.05 |
7,521.16 |
7,192.95 |
|
| R2 |
7,441.73 |
7,441.73 |
7,171.29 |
|
| R1 |
7,284.84 |
7,284.84 |
7,149.62 |
7,245.13 |
| PP |
7,205.41 |
7,205.41 |
7,205.41 |
7,185.55 |
| S1 |
7,048.52 |
7,048.52 |
7,106.30 |
7,008.81 |
| S2 |
6,969.09 |
6,969.09 |
7,084.63 |
|
| S3 |
6,732.77 |
6,812.20 |
7,062.97 |
|
| S4 |
6,496.45 |
6,575.88 |
6,997.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,262.77 |
6,936.68 |
326.09 |
4.6% |
105.92 |
1.5% |
71% |
False |
False |
|
| 10 |
7,472.71 |
6,936.68 |
536.03 |
7.5% |
87.34 |
1.2% |
43% |
False |
False |
|
| 20 |
7,743.06 |
6,936.68 |
806.38 |
11.3% |
108.75 |
1.5% |
29% |
False |
False |
|
| 40 |
7,851.97 |
6,936.68 |
915.29 |
12.8% |
87.52 |
1.2% |
25% |
False |
False |
|
| 60 |
7,851.97 |
6,936.68 |
915.29 |
12.8% |
84.32 |
1.2% |
25% |
False |
False |
|
| 80 |
7,851.97 |
6,836.70 |
1,015.27 |
14.2% |
80.01 |
1.1% |
33% |
False |
False |
|
| 100 |
7,851.97 |
6,512.64 |
1,339.33 |
18.7% |
81.10 |
1.1% |
49% |
False |
False |
|
| 120 |
7,851.97 |
5,895.12 |
1,956.85 |
27.3% |
96.78 |
1.4% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,793.27 |
|
2.618 |
7,553.85 |
|
1.618 |
7,407.15 |
|
1.000 |
7,316.49 |
|
0.618 |
7,260.45 |
|
HIGH |
7,169.79 |
|
0.618 |
7,113.75 |
|
0.500 |
7,096.44 |
|
0.382 |
7,079.13 |
|
LOW |
7,023.09 |
|
0.618 |
6,932.43 |
|
1.000 |
6,876.39 |
|
1.618 |
6,785.73 |
|
2.618 |
6,639.03 |
|
4.250 |
6,399.62 |
|
|
| Fisher Pivots for day following 04-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,143.31 |
7,131.15 |
| PP |
7,119.88 |
7,095.55 |
| S1 |
7,096.44 |
7,059.96 |
|