Trading Metrics calculated at close of trading on 05-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,265.2 |
1,279.2 |
14.0 |
1.1% |
1,267.4 |
High |
1,279.0 |
1,282.3 |
3.3 |
0.3% |
1,279.0 |
Low |
1,259.0 |
1,277.0 |
18.0 |
1.4% |
1,258.4 |
Close |
1,276.8 |
1,279.3 |
2.5 |
0.2% |
1,276.8 |
Range |
20.0 |
5.3 |
-14.7 |
-73.5% |
20.6 |
ATR |
13.5 |
12.9 |
-0.6 |
-4.2% |
0.0 |
Volume |
1,732 |
433 |
-1,299 |
-75.0% |
135,088 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.4 |
1,292.7 |
1,282.2 |
|
R3 |
1,290.1 |
1,287.4 |
1,280.8 |
|
R2 |
1,284.8 |
1,284.8 |
1,280.3 |
|
R1 |
1,282.1 |
1,282.1 |
1,279.8 |
1,283.5 |
PP |
1,279.5 |
1,279.5 |
1,279.5 |
1,280.2 |
S1 |
1,276.8 |
1,276.8 |
1,278.8 |
1,278.2 |
S2 |
1,274.2 |
1,274.2 |
1,278.3 |
|
S3 |
1,268.9 |
1,271.5 |
1,277.8 |
|
S4 |
1,263.6 |
1,266.2 |
1,276.4 |
|
|
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 |
1,282.3 |
1,258.4 |
23.9 |
1.9% |
12.0 |
0.9% |
87% |
True |
False |
27,104 |
10 |
1,282.3 |
1,247.6 |
34.7 |
2.7% |
11.8 |
0.9% |
91% |
True |
False |
134,750 |
20 |
1,282.3 |
1,214.3 |
68.0 |
5.3% |
12.5 |
1.0% |
96% |
True |
False |
189,401 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.5% |
12.9 |
1.0% |
78% |
False |
False |
218,587 |
60 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.6 |
1.0% |
82% |
False |
False |
174,923 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.7 |
1.0% |
82% |
False |
False |
133,890 |
100 |
1,297.4 |
1,183.0 |
114.4 |
8.9% |
13.1 |
1.0% |
84% |
False |
False |
108,361 |
120 |
1,297.4 |
1,129.8 |
167.6 |
13.1% |
13.1 |
1.0% |
89% |
False |
False |
90,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.8 |
2.618 |
1,296.2 |
1.618 |
1,290.9 |
1.000 |
1,287.6 |
0.618 |
1,285.6 |
HIGH |
1,282.3 |
0.618 |
1,280.3 |
0.500 |
1,279.7 |
0.382 |
1,279.0 |
LOW |
1,277.0 |
0.618 |
1,273.7 |
1.000 |
1,271.7 |
1.618 |
1,268.4 |
2.618 |
1,263.1 |
4.250 |
1,254.5 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,279.7 |
1,276.4 |
PP |
1,279.5 |
1,273.5 |
S1 |
1,279.4 |
1,270.7 |
|