Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,291.6 |
1,285.4 |
-6.2 |
-0.5% |
1,267.4 |
High |
1,293.1 |
1,287.6 |
-5.5 |
-0.4% |
1,279.0 |
Low |
1,284.3 |
1,268.1 |
-16.2 |
-1.3% |
1,258.4 |
Close |
1,290.1 |
1,276.3 |
-13.8 |
-1.1% |
1,276.8 |
Range |
8.8 |
19.5 |
10.7 |
121.6% |
20.6 |
ATR |
12.9 |
13.6 |
0.6 |
5.0% |
0.0 |
Volume |
641 |
319 |
-322 |
-50.2% |
135,088 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.8 |
1,325.6 |
1,287.0 |
|
R3 |
1,316.3 |
1,306.1 |
1,281.7 |
|
R2 |
1,296.8 |
1,296.8 |
1,279.9 |
|
R1 |
1,286.6 |
1,286.6 |
1,278.1 |
1,282.0 |
PP |
1,277.3 |
1,277.3 |
1,277.3 |
1,275.0 |
S1 |
1,267.1 |
1,267.1 |
1,274.5 |
1,262.5 |
S2 |
1,257.8 |
1,257.8 |
1,272.7 |
|
S3 |
1,238.3 |
1,247.6 |
1,270.9 |
|
S4 |
1,218.8 |
1,228.1 |
1,265.6 |
|
|
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% |
13.9 |
1.1% |
48% |
False |
False |
813 |
10 |
1,295.2 |
1,252.6 |
42.6 |
3.3% |
12.7 |
1.0% |
56% |
False |
False |
61,172 |
20 |
1,295.2 |
1,216.9 |
78.3 |
6.1% |
12.7 |
1.0% |
76% |
False |
False |
157,006 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.5% |
12.7 |
1.0% |
75% |
False |
False |
197,391 |
60 |
1,297.4 |
1,200.0 |
97.4 |
7.6% |
12.8 |
1.0% |
78% |
False |
False |
173,808 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.7 |
1.0% |
79% |
False |
False |
133,710 |
100 |
1,297.4 |
1,186.0 |
111.4 |
8.7% |
13.1 |
1.0% |
81% |
False |
False |
108,079 |
120 |
1,297.4 |
1,129.8 |
167.6 |
13.1% |
13.1 |
1.0% |
87% |
False |
False |
90,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.5 |
2.618 |
1,338.7 |
1.618 |
1,319.2 |
1.000 |
1,307.1 |
0.618 |
1,299.7 |
HIGH |
1,287.6 |
0.618 |
1,280.2 |
0.500 |
1,277.9 |
0.382 |
1,275.5 |
LOW |
1,268.1 |
0.618 |
1,256.0 |
1.000 |
1,248.6 |
1.618 |
1,236.5 |
2.618 |
1,217.0 |
4.250 |
1,185.2 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,277.9 |
1,281.7 |
PP |
1,277.3 |
1,279.9 |
S1 |
1,276.8 |
1,278.1 |
|