Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,279.4 |
1,291.6 |
12.2 |
1.0% |
1,267.4 |
High |
1,295.2 |
1,293.1 |
-2.1 |
-0.2% |
1,279.0 |
Low |
1,279.4 |
1,284.3 |
4.9 |
0.4% |
1,258.4 |
Close |
1,294.4 |
1,290.1 |
-4.3 |
-0.3% |
1,276.8 |
Range |
15.8 |
8.8 |
-7.0 |
-44.3% |
20.6 |
ATR |
13.1 |
12.9 |
-0.2 |
-1.7% |
0.0 |
Volume |
942 |
641 |
-301 |
-32.0% |
135,088 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.6 |
1,311.6 |
1,294.9 |
|
R3 |
1,306.8 |
1,302.8 |
1,292.5 |
|
R2 |
1,298.0 |
1,298.0 |
1,291.7 |
|
R1 |
1,294.0 |
1,294.0 |
1,290.9 |
1,291.6 |
PP |
1,289.2 |
1,289.2 |
1,289.2 |
1,288.0 |
S1 |
1,285.2 |
1,285.2 |
1,289.3 |
1,282.8 |
S2 |
1,280.4 |
1,280.4 |
1,288.5 |
|
S3 |
1,271.6 |
1,276.4 |
1,287.7 |
|
S4 |
1,262.8 |
1,267.6 |
1,285.3 |
|
|
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 |
1,295.2 |
1,259.0 |
36.2 |
2.8% |
11.7 |
0.9% |
86% |
False |
False |
914 |
10 |
1,295.2 |
1,247.6 |
47.6 |
3.7% |
11.8 |
0.9% |
89% |
False |
False |
86,876 |
20 |
1,295.2 |
1,216.9 |
78.3 |
6.1% |
12.2 |
0.9% |
93% |
False |
False |
166,726 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.4% |
12.8 |
1.0% |
91% |
False |
False |
204,686 |
60 |
1,297.4 |
1,200.0 |
97.4 |
7.5% |
12.6 |
1.0% |
93% |
False |
False |
174,259 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.7% |
12.6 |
1.0% |
93% |
False |
False |
133,754 |
100 |
1,297.4 |
1,186.0 |
111.4 |
8.6% |
13.0 |
1.0% |
93% |
False |
False |
108,192 |
120 |
1,297.4 |
1,129.8 |
167.6 |
13.0% |
13.1 |
1.0% |
96% |
False |
False |
90,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.5 |
2.618 |
1,316.1 |
1.618 |
1,307.3 |
1.000 |
1,301.9 |
0.618 |
1,298.5 |
HIGH |
1,293.1 |
0.618 |
1,289.7 |
0.500 |
1,288.7 |
0.382 |
1,287.7 |
LOW |
1,284.3 |
0.618 |
1,278.9 |
1.000 |
1,275.5 |
1.618 |
1,270.1 |
2.618 |
1,261.3 |
4.250 |
1,246.9 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,289.6 |
1,288.8 |
PP |
1,289.2 |
1,287.4 |
S1 |
1,288.7 |
1,286.1 |
|