Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,587.0 |
3,565.0 |
-22.0 |
-0.6% |
3,568.0 |
High |
3,590.0 |
3,569.0 |
-21.0 |
-0.6% |
3,610.0 |
Low |
3,563.0 |
3,538.0 |
-25.0 |
-0.7% |
3,534.0 |
Close |
3,570.0 |
3,548.0 |
-22.0 |
-0.6% |
3,581.0 |
Range |
27.0 |
31.0 |
4.0 |
14.8% |
76.0 |
ATR |
35.9 |
35.6 |
-0.3 |
-0.8% |
0.0 |
Volume |
329,088 |
853,862 |
524,774 |
159.5% |
4,042,353 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,644.7 |
3,627.3 |
3,565.1 |
|
R3 |
3,613.7 |
3,596.3 |
3,556.5 |
|
R2 |
3,582.7 |
3,582.7 |
3,553.7 |
|
R1 |
3,565.3 |
3,565.3 |
3,550.8 |
3,558.5 |
PP |
3,551.7 |
3,551.7 |
3,551.7 |
3,548.3 |
S1 |
3,534.3 |
3,534.3 |
3,545.2 |
3,527.5 |
S2 |
3,520.7 |
3,520.7 |
3,542.3 |
|
S3 |
3,489.7 |
3,503.3 |
3,539.5 |
|
S4 |
3,458.7 |
3,472.3 |
3,531.0 |
|
|
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 |
3,538.0 |
72.0 |
2.0% |
31.4 |
0.9% |
14% |
False |
True |
838,387 |
10 |
3,610.0 |
3,530.0 |
80.0 |
2.3% |
29.3 |
0.8% |
23% |
False |
False |
722,581 |
20 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
33.1 |
0.9% |
34% |
False |
False |
844,509 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
35.8 |
1.0% |
70% |
False |
False |
935,872 |
60 |
3,645.0 |
3,310.0 |
335.0 |
9.4% |
35.2 |
1.0% |
71% |
False |
False |
961,635 |
80 |
3,645.0 |
3,186.0 |
459.0 |
12.9% |
34.2 |
1.0% |
79% |
False |
False |
746,556 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
33.4 |
0.9% |
81% |
False |
False |
599,297 |
120 |
3,645.0 |
3,125.0 |
520.0 |
14.7% |
31.3 |
0.9% |
81% |
False |
False |
499,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,700.8 |
2.618 |
3,650.2 |
1.618 |
3,619.2 |
1.000 |
3,600.0 |
0.618 |
3,588.2 |
HIGH |
3,569.0 |
0.618 |
3,557.2 |
0.500 |
3,553.5 |
0.382 |
3,549.8 |
LOW |
3,538.0 |
0.618 |
3,518.8 |
1.000 |
3,507.0 |
1.618 |
3,487.8 |
2.618 |
3,456.8 |
4.250 |
3,406.3 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,553.5 |
3,574.0 |
PP |
3,551.7 |
3,565.3 |
S1 |
3,549.8 |
3,556.7 |
|