Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,262.4 |
1,268.0 |
5.6 |
0.4% |
1,257.5 |
High |
1,273.2 |
1,269.2 |
-4.0 |
-0.3% |
1,269.3 |
Low |
1,258.5 |
1,260.8 |
2.3 |
0.2% |
1,247.6 |
Close |
1,272.0 |
1,267.0 |
-5.0 |
-0.4% |
1,268.1 |
Range |
14.7 |
8.4 |
-6.3 |
-42.9% |
21.7 |
ATR |
13.1 |
13.0 |
-0.1 |
-1.1% |
0.0 |
Volume |
2,712 |
825 |
-1,887 |
-69.6% |
1,211,986 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.9 |
1,287.3 |
1,271.6 |
|
R3 |
1,282.5 |
1,278.9 |
1,269.3 |
|
R2 |
1,274.1 |
1,274.1 |
1,268.5 |
|
R1 |
1,270.5 |
1,270.5 |
1,267.8 |
1,268.1 |
PP |
1,265.7 |
1,265.7 |
1,265.7 |
1,264.5 |
S1 |
1,262.1 |
1,262.1 |
1,266.2 |
1,259.7 |
S2 |
1,257.3 |
1,257.3 |
1,265.5 |
|
S3 |
1,248.9 |
1,253.7 |
1,264.7 |
|
S4 |
1,240.5 |
1,245.3 |
1,262.4 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.8 |
1,319.1 |
1,280.0 |
|
R3 |
1,305.1 |
1,297.4 |
1,274.1 |
|
R2 |
1,283.4 |
1,283.4 |
1,272.1 |
|
R1 |
1,275.7 |
1,275.7 |
1,270.1 |
1,279.6 |
PP |
1,261.7 |
1,261.7 |
1,261.7 |
1,263.6 |
S1 |
1,254.0 |
1,254.0 |
1,266.1 |
1,257.9 |
S2 |
1,240.0 |
1,240.0 |
1,264.1 |
|
S3 |
1,218.3 |
1,232.3 |
1,262.1 |
|
S4 |
1,196.6 |
1,210.6 |
1,256.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,273.2 |
1,252.6 |
20.6 |
1.6% |
11.5 |
0.9% |
70% |
False |
False |
121,532 |
10 |
1,273.2 |
1,245.7 |
27.5 |
2.2% |
12.2 |
1.0% |
77% |
False |
False |
192,716 |
20 |
1,273.2 |
1,214.3 |
58.9 |
4.6% |
12.5 |
1.0% |
89% |
False |
False |
219,003 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.9 |
1.0% |
63% |
False |
False |
228,583 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.5 |
1.0% |
69% |
False |
False |
175,557 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.7 |
1.0% |
69% |
False |
False |
133,991 |
100 |
1,297.4 |
1,178.0 |
119.4 |
9.4% |
13.1 |
1.0% |
75% |
False |
False |
108,467 |
120 |
1,297.4 |
1,129.8 |
167.6 |
13.2% |
13.1 |
1.0% |
82% |
False |
False |
90,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.9 |
2.618 |
1,291.2 |
1.618 |
1,282.8 |
1.000 |
1,277.6 |
0.618 |
1,274.4 |
HIGH |
1,269.2 |
0.618 |
1,266.0 |
0.500 |
1,265.0 |
0.382 |
1,264.0 |
LOW |
1,260.8 |
0.618 |
1,255.6 |
1.000 |
1,252.4 |
1.618 |
1,247.2 |
2.618 |
1,238.8 |
4.250 |
1,225.1 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,266.3 |
1,266.6 |
PP |
1,265.7 |
1,266.2 |
S1 |
1,265.0 |
1,265.8 |
|