Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,268.0 |
1,265.2 |
-2.8 |
-0.2% |
1,267.4 |
High |
1,269.2 |
1,279.0 |
9.8 |
0.8% |
1,279.0 |
Low |
1,260.8 |
1,259.0 |
-1.8 |
-0.1% |
1,258.4 |
Close |
1,267.0 |
1,276.8 |
9.8 |
0.8% |
1,276.8 |
Range |
8.4 |
20.0 |
11.6 |
138.1% |
20.6 |
ATR |
13.0 |
13.5 |
0.5 |
3.8% |
0.0 |
Volume |
825 |
1,732 |
907 |
109.9% |
135,088 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.6 |
1,324.2 |
1,287.8 |
|
R3 |
1,311.6 |
1,304.2 |
1,282.3 |
|
R2 |
1,291.6 |
1,291.6 |
1,280.5 |
|
R1 |
1,284.2 |
1,284.2 |
1,278.6 |
1,287.9 |
PP |
1,271.6 |
1,271.6 |
1,271.6 |
1,273.5 |
S1 |
1,264.2 |
1,264.2 |
1,275.0 |
1,267.9 |
S2 |
1,251.6 |
1,251.6 |
1,273.1 |
|
S3 |
1,231.6 |
1,244.2 |
1,271.3 |
|
S4 |
1,211.6 |
1,224.2 |
1,265.8 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.2 |
1,325.6 |
1,288.1 |
|
R3 |
1,312.6 |
1,305.0 |
1,282.5 |
|
R2 |
1,292.0 |
1,292.0 |
1,280.6 |
|
R1 |
1,284.4 |
1,284.4 |
1,278.7 |
1,288.2 |
PP |
1,271.4 |
1,271.4 |
1,271.4 |
1,273.3 |
S1 |
1,263.8 |
1,263.8 |
1,274.9 |
1,267.6 |
S2 |
1,250.8 |
1,250.8 |
1,273.0 |
|
S3 |
1,230.2 |
1,243.2 |
1,271.1 |
|
S4 |
1,209.6 |
1,222.6 |
1,265.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,279.0 |
1,252.6 |
26.4 |
2.1% |
14.3 |
1.1% |
92% |
True |
False |
81,309 |
10 |
1,279.0 |
1,246.1 |
32.9 |
2.6% |
12.3 |
1.0% |
93% |
True |
False |
155,999 |
20 |
1,279.0 |
1,214.3 |
64.7 |
5.1% |
12.7 |
1.0% |
97% |
True |
False |
203,173 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.5% |
13.0 |
1.0% |
75% |
False |
False |
222,708 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.6 |
1.0% |
79% |
False |
False |
175,300 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.9 |
1.0% |
79% |
False |
False |
133,926 |
100 |
1,297.4 |
1,183.0 |
114.4 |
9.0% |
13.2 |
1.0% |
82% |
False |
False |
108,433 |
120 |
1,297.4 |
1,129.8 |
167.6 |
13.1% |
13.2 |
1.0% |
88% |
False |
False |
90,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.0 |
2.618 |
1,331.4 |
1.618 |
1,311.4 |
1.000 |
1,299.0 |
0.618 |
1,291.4 |
HIGH |
1,279.0 |
0.618 |
1,271.4 |
0.500 |
1,269.0 |
0.382 |
1,266.6 |
LOW |
1,259.0 |
0.618 |
1,246.6 |
1.000 |
1,239.0 |
1.618 |
1,226.6 |
2.618 |
1,206.6 |
4.250 |
1,174.0 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,274.2 |
1,274.1 |
PP |
1,271.6 |
1,271.4 |
S1 |
1,269.0 |
1,268.8 |
|