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 |
3,546.0 |
3,552.0 |
6.0 |
0.2% |
3,568.0 |
High |
3,574.0 |
3,571.0 |
-3.0 |
-0.1% |
3,610.0 |
Low |
3,533.0 |
3,543.0 |
10.0 |
0.3% |
3,534.0 |
Close |
3,543.0 |
3,561.0 |
18.0 |
0.5% |
3,581.0 |
Range |
41.0 |
28.0 |
-13.0 |
-31.7% |
76.0 |
ATR |
36.0 |
35.5 |
-0.6 |
-1.6% |
0.0 |
Volume |
1,063,986 |
1,013,193 |
-50,793 |
-4.8% |
4,042,353 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,642.3 |
3,629.7 |
3,576.4 |
|
R3 |
3,614.3 |
3,601.7 |
3,568.7 |
|
R2 |
3,586.3 |
3,586.3 |
3,566.1 |
|
R1 |
3,573.7 |
3,573.7 |
3,563.6 |
3,580.0 |
PP |
3,558.3 |
3,558.3 |
3,558.3 |
3,561.5 |
S1 |
3,545.7 |
3,545.7 |
3,558.4 |
3,552.0 |
S2 |
3,530.3 |
3,530.3 |
3,555.9 |
|
S3 |
3,502.3 |
3,517.7 |
3,553.3 |
|
S4 |
3,474.3 |
3,489.7 |
3,545.6 |
|
|
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% |
36% |
False |
False |
860,875 |
10 |
3,610.0 |
3,530.0 |
80.0 |
2.2% |
30.3 |
0.9% |
39% |
False |
False |
802,960 |
20 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
33.4 |
0.9% |
44% |
False |
False |
847,110 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
35.9 |
1.0% |
74% |
False |
False |
951,122 |
60 |
3,645.0 |
3,310.0 |
335.0 |
9.4% |
35.5 |
1.0% |
75% |
False |
False |
948,370 |
80 |
3,645.0 |
3,200.0 |
445.0 |
12.5% |
34.3 |
1.0% |
81% |
False |
False |
772,475 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
33.7 |
0.9% |
84% |
False |
False |
619,511 |
120 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
31.3 |
0.9% |
84% |
False |
False |
517,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,690.0 |
2.618 |
3,644.3 |
1.618 |
3,616.3 |
1.000 |
3,599.0 |
0.618 |
3,588.3 |
HIGH |
3,571.0 |
0.618 |
3,560.3 |
0.500 |
3,557.0 |
0.382 |
3,553.7 |
LOW |
3,543.0 |
0.618 |
3,525.7 |
1.000 |
3,515.0 |
1.618 |
3,497.7 |
2.618 |
3,469.7 |
4.250 |
3,424.0 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,559.7 |
3,558.5 |
PP |
3,558.3 |
3,556.0 |
S1 |
3,557.0 |
3,553.5 |
|