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 |
3,565.0 |
3,546.0 |
-19.0 |
-0.5% |
3,568.0 |
High |
3,569.0 |
3,574.0 |
5.0 |
0.1% |
3,610.0 |
Low |
3,538.0 |
3,533.0 |
-5.0 |
-0.1% |
3,534.0 |
Close |
3,548.0 |
3,543.0 |
-5.0 |
-0.1% |
3,581.0 |
Range |
31.0 |
41.0 |
10.0 |
32.3% |
76.0 |
ATR |
35.6 |
36.0 |
0.4 |
1.1% |
0.0 |
Volume |
853,862 |
1,063,986 |
210,124 |
24.6% |
4,042,353 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.0 |
3,649.0 |
3,565.6 |
|
R3 |
3,632.0 |
3,608.0 |
3,554.3 |
|
R2 |
3,591.0 |
3,591.0 |
3,550.5 |
|
R1 |
3,567.0 |
3,567.0 |
3,546.8 |
3,558.5 |
PP |
3,550.0 |
3,550.0 |
3,550.0 |
3,545.8 |
S1 |
3,526.0 |
3,526.0 |
3,539.2 |
3,517.5 |
S2 |
3,509.0 |
3,509.0 |
3,535.5 |
|
S3 |
3,468.0 |
3,485.0 |
3,531.7 |
|
S4 |
3,427.0 |
3,444.0 |
3,520.5 |
|
|
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 |
3,533.0 |
77.0 |
2.2% |
32.0 |
0.9% |
13% |
False |
True |
807,968 |
10 |
3,610.0 |
3,530.0 |
80.0 |
2.3% |
31.3 |
0.9% |
16% |
False |
False |
776,248 |
20 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
34.2 |
1.0% |
30% |
False |
False |
856,701 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
36.0 |
1.0% |
68% |
False |
False |
941,113 |
60 |
3,645.0 |
3,310.0 |
335.0 |
9.5% |
35.3 |
1.0% |
70% |
False |
False |
961,396 |
80 |
3,645.0 |
3,197.0 |
448.0 |
12.6% |
34.4 |
1.0% |
77% |
False |
False |
759,847 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
33.5 |
0.9% |
80% |
False |
False |
609,739 |
120 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
31.3 |
0.9% |
80% |
False |
False |
508,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,748.3 |
2.618 |
3,681.3 |
1.618 |
3,640.3 |
1.000 |
3,615.0 |
0.618 |
3,599.3 |
HIGH |
3,574.0 |
0.618 |
3,558.3 |
0.500 |
3,553.5 |
0.382 |
3,548.7 |
LOW |
3,533.0 |
0.618 |
3,507.7 |
1.000 |
3,492.0 |
1.618 |
3,466.7 |
2.618 |
3,425.7 |
4.250 |
3,358.8 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,553.5 |
3,561.5 |
PP |
3,550.0 |
3,555.3 |
S1 |
3,546.5 |
3,549.2 |
|