| Trading Metrics calculated at close of trading on 07-Jun-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2019 |
07-Jun-2019 |
Change |
Change % |
Previous Week |
| Open |
25,567.45 |
25,768.72 |
201.27 |
0.8% |
24,830.16 |
| High |
25,800.30 |
26,072.75 |
272.45 |
1.1% |
26,072.75 |
| Low |
25,518.05 |
25,768.72 |
250.67 |
1.0% |
24,680.57 |
| Close |
25,720.66 |
25,983.94 |
263.28 |
1.0% |
25,983.94 |
| Range |
282.25 |
304.03 |
21.78 |
7.7% |
1,392.18 |
| ATR |
304.42 |
307.83 |
3.40 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,853.89 |
26,722.95 |
26,151.16 |
|
| R3 |
26,549.86 |
26,418.92 |
26,067.55 |
|
| R2 |
26,245.83 |
26,245.83 |
26,039.68 |
|
| R1 |
26,114.89 |
26,114.89 |
26,011.81 |
26,180.36 |
| PP |
25,941.80 |
25,941.80 |
25,941.80 |
25,974.54 |
| S1 |
25,810.86 |
25,810.86 |
25,956.07 |
25,876.33 |
| S2 |
25,637.77 |
25,637.77 |
25,928.20 |
|
| S3 |
25,333.74 |
25,506.83 |
25,900.33 |
|
| S4 |
25,029.71 |
25,202.80 |
25,816.72 |
|
|
| Weekly Pivots for week ending 07-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,755.63 |
29,261.96 |
26,749.64 |
|
| R3 |
28,363.45 |
27,869.78 |
26,366.79 |
|
| R2 |
26,971.27 |
26,971.27 |
26,239.17 |
|
| R1 |
26,477.60 |
26,477.60 |
26,111.56 |
26,724.44 |
| PP |
25,579.09 |
25,579.09 |
25,579.09 |
25,702.50 |
| S1 |
25,085.42 |
25,085.42 |
25,856.32 |
25,332.26 |
| S2 |
24,186.91 |
24,186.91 |
25,728.71 |
|
| S3 |
22,794.73 |
23,693.24 |
25,601.09 |
|
| S4 |
21,402.55 |
22,301.06 |
25,218.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26,072.75 |
24,680.57 |
1,392.18 |
5.4% |
278.59 |
1.1% |
94% |
True |
False |
|
| 10 |
26,072.75 |
24,680.57 |
1,392.18 |
5.4% |
261.76 |
1.0% |
94% |
True |
False |
|
| 20 |
26,072.75 |
24,680.57 |
1,392.18 |
5.4% |
275.99 |
1.1% |
94% |
True |
False |
|
| 40 |
26,695.96 |
24,680.57 |
2,015.39 |
7.8% |
239.73 |
0.9% |
65% |
False |
False |
|
| 60 |
26,695.96 |
24,680.57 |
2,015.39 |
7.8% |
228.06 |
0.9% |
65% |
False |
False |
|
| 80 |
26,695.96 |
24,680.57 |
2,015.39 |
7.8% |
226.21 |
0.9% |
65% |
False |
False |
|
| 100 |
26,695.96 |
23,887.93 |
2,808.03 |
10.8% |
230.39 |
0.9% |
75% |
False |
False |
|
| 120 |
26,695.96 |
21,712.53 |
4,983.43 |
19.2% |
277.54 |
1.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,364.88 |
|
2.618 |
26,868.70 |
|
1.618 |
26,564.67 |
|
1.000 |
26,376.78 |
|
0.618 |
26,260.64 |
|
HIGH |
26,072.75 |
|
0.618 |
25,956.61 |
|
0.500 |
25,920.74 |
|
0.382 |
25,884.86 |
|
LOW |
25,768.72 |
|
0.618 |
25,580.83 |
|
1.000 |
25,464.69 |
|
1.618 |
25,276.80 |
|
2.618 |
24,972.77 |
|
4.250 |
24,476.59 |
|
|
| Fisher Pivots for day following 07-Jun-2019 |
| Pivot |
1 day |
3 day |
| R1 |
25,962.87 |
25,897.02 |
| PP |
25,941.80 |
25,810.09 |
| S1 |
25,920.74 |
25,723.17 |
|