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 |
3,545.0 |
3,558.0 |
13.0 |
0.4% |
3,574.0 |
High |
3,580.0 |
3,576.0 |
-4.0 |
-0.1% |
3,593.0 |
Low |
3,542.0 |
3,548.0 |
6.0 |
0.2% |
3,530.0 |
Close |
3,553.0 |
3,562.0 |
9.0 |
0.3% |
3,561.0 |
Range |
38.0 |
28.0 |
-10.0 |
-26.3% |
63.0 |
ATR |
36.3 |
35.7 |
-0.6 |
-1.6% |
0.0 |
Volume |
1,216,080 |
748,660 |
-467,420 |
-38.4% |
3,425,349 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.0 |
3,632.0 |
3,577.4 |
|
R3 |
3,618.0 |
3,604.0 |
3,569.7 |
|
R2 |
3,590.0 |
3,590.0 |
3,567.1 |
|
R1 |
3,576.0 |
3,576.0 |
3,564.6 |
3,583.0 |
PP |
3,562.0 |
3,562.0 |
3,562.0 |
3,565.5 |
S1 |
3,548.0 |
3,548.0 |
3,559.4 |
3,555.0 |
S2 |
3,534.0 |
3,534.0 |
3,556.9 |
|
S3 |
3,506.0 |
3,520.0 |
3,554.3 |
|
S4 |
3,478.0 |
3,492.0 |
3,546.6 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,750.3 |
3,718.7 |
3,595.7 |
|
R3 |
3,687.3 |
3,655.7 |
3,578.3 |
|
R2 |
3,624.3 |
3,624.3 |
3,572.6 |
|
R1 |
3,592.7 |
3,592.7 |
3,566.8 |
3,577.0 |
PP |
3,561.3 |
3,561.3 |
3,561.3 |
3,553.5 |
S1 |
3,529.7 |
3,529.7 |
3,555.2 |
3,514.0 |
S2 |
3,498.3 |
3,498.3 |
3,549.5 |
|
S3 |
3,435.3 |
3,466.7 |
3,543.7 |
|
S4 |
3,372.3 |
3,403.7 |
3,526.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,580.0 |
3,530.0 |
50.0 |
1.4% |
28.6 |
0.8% |
64% |
False |
False |
745,045 |
10 |
3,593.0 |
3,530.0 |
63.0 |
1.8% |
29.4 |
0.8% |
51% |
False |
False |
744,018 |
20 |
3,645.0 |
3,507.0 |
138.0 |
3.9% |
36.4 |
1.0% |
40% |
False |
False |
890,939 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
36.5 |
1.0% |
74% |
False |
False |
946,141 |
60 |
3,645.0 |
3,295.0 |
350.0 |
9.8% |
35.2 |
1.0% |
76% |
False |
False |
950,658 |
80 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.3 |
1.0% |
84% |
False |
False |
719,748 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
33.3 |
0.9% |
84% |
False |
False |
577,127 |
120 |
3,645.0 |
3,095.0 |
550.0 |
15.4% |
31.3 |
0.9% |
85% |
False |
False |
481,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,695.0 |
2.618 |
3,649.3 |
1.618 |
3,621.3 |
1.000 |
3,604.0 |
0.618 |
3,593.3 |
HIGH |
3,576.0 |
0.618 |
3,565.3 |
0.500 |
3,562.0 |
0.382 |
3,558.7 |
LOW |
3,548.0 |
0.618 |
3,530.7 |
1.000 |
3,520.0 |
1.618 |
3,502.7 |
2.618 |
3,474.7 |
4.250 |
3,429.0 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,562.0 |
3,560.3 |
PP |
3,562.0 |
3,558.7 |
S1 |
3,562.0 |
3,557.0 |
|