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 |
3,590.0 |
3,587.0 |
-3.0 |
-0.1% |
3,568.0 |
High |
3,610.0 |
3,590.0 |
-20.0 |
-0.6% |
3,610.0 |
Low |
3,577.0 |
3,563.0 |
-14.0 |
-0.4% |
3,534.0 |
Close |
3,581.0 |
3,570.0 |
-11.0 |
-0.3% |
3,581.0 |
Range |
33.0 |
27.0 |
-6.0 |
-18.2% |
76.0 |
ATR |
36.6 |
35.9 |
-0.7 |
-1.9% |
0.0 |
Volume |
1,044,246 |
329,088 |
-715,158 |
-68.5% |
4,042,353 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,655.3 |
3,639.7 |
3,584.9 |
|
R3 |
3,628.3 |
3,612.7 |
3,577.4 |
|
R2 |
3,601.3 |
3,601.3 |
3,575.0 |
|
R1 |
3,585.7 |
3,585.7 |
3,572.5 |
3,580.0 |
PP |
3,574.3 |
3,574.3 |
3,574.3 |
3,571.5 |
S1 |
3,558.7 |
3,558.7 |
3,567.5 |
3,553.0 |
S2 |
3,547.3 |
3,547.3 |
3,565.1 |
|
S3 |
3,520.3 |
3,531.7 |
3,562.6 |
|
S4 |
3,493.3 |
3,504.7 |
3,555.2 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,803.0 |
3,768.0 |
3,622.8 |
|
R3 |
3,727.0 |
3,692.0 |
3,601.9 |
|
R2 |
3,651.0 |
3,651.0 |
3,594.9 |
|
R1 |
3,616.0 |
3,616.0 |
3,588.0 |
3,633.5 |
PP |
3,575.0 |
3,575.0 |
3,575.0 |
3,583.8 |
S1 |
3,540.0 |
3,540.0 |
3,574.0 |
3,557.5 |
S2 |
3,499.0 |
3,499.0 |
3,567.1 |
|
S3 |
3,423.0 |
3,464.0 |
3,560.1 |
|
S4 |
3,347.0 |
3,388.0 |
3,539.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,610.0 |
3,534.0 |
76.0 |
2.1% |
30.0 |
0.8% |
47% |
False |
False |
832,850 |
10 |
3,610.0 |
3,530.0 |
80.0 |
2.2% |
30.2 |
0.8% |
50% |
False |
False |
717,560 |
20 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
32.9 |
0.9% |
52% |
False |
False |
846,043 |
40 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
36.3 |
1.0% |
76% |
False |
False |
939,778 |
60 |
3,645.0 |
3,300.0 |
345.0 |
9.7% |
35.3 |
1.0% |
78% |
False |
False |
961,045 |
80 |
3,645.0 |
3,165.0 |
480.0 |
13.4% |
34.3 |
1.0% |
84% |
False |
False |
736,225 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
33.3 |
0.9% |
85% |
False |
False |
590,858 |
120 |
3,645.0 |
3,116.0 |
529.0 |
14.8% |
31.3 |
0.9% |
86% |
False |
False |
492,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,704.8 |
2.618 |
3,660.7 |
1.618 |
3,633.7 |
1.000 |
3,617.0 |
0.618 |
3,606.7 |
HIGH |
3,590.0 |
0.618 |
3,579.7 |
0.500 |
3,576.5 |
0.382 |
3,573.3 |
LOW |
3,563.0 |
0.618 |
3,546.3 |
1.000 |
3,536.0 |
1.618 |
3,519.3 |
2.618 |
3,492.3 |
4.250 |
3,448.3 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,576.5 |
3,579.0 |
PP |
3,574.3 |
3,576.0 |
S1 |
3,572.2 |
3,573.0 |
|