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 |
12,735.0 |
12,817.0 |
82.0 |
0.6% |
12,610.0 |
High |
12,879.5 |
12,817.0 |
-62.5 |
-0.5% |
12,879.5 |
Low |
12,727.5 |
12,817.0 |
89.5 |
0.7% |
12,562.5 |
Close |
12,817.0 |
12,817.0 |
0.0 |
0.0% |
12,817.0 |
Range |
152.0 |
0.0 |
-152.0 |
-100.0% |
317.0 |
ATR |
121.4 |
112.7 |
-8.7 |
-7.1% |
0.0 |
Volume |
88,874 |
0 |
-88,874 |
-100.0% |
370,218 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,817.0 |
12,817.0 |
12,817.0 |
|
R3 |
12,817.0 |
12,817.0 |
12,817.0 |
|
R2 |
12,817.0 |
12,817.0 |
12,817.0 |
|
R1 |
12,817.0 |
12,817.0 |
12,817.0 |
12,817.0 |
PP |
12,817.0 |
12,817.0 |
12,817.0 |
12,817.0 |
S1 |
12,817.0 |
12,817.0 |
12,817.0 |
12,817.0 |
S2 |
12,817.0 |
12,817.0 |
12,817.0 |
|
S3 |
12,817.0 |
12,817.0 |
12,817.0 |
|
S4 |
12,817.0 |
12,817.0 |
12,817.0 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,704.0 |
13,577.5 |
12,991.4 |
|
R3 |
13,387.0 |
13,260.5 |
12,904.2 |
|
R2 |
13,070.0 |
13,070.0 |
12,875.1 |
|
R1 |
12,943.5 |
12,943.5 |
12,846.1 |
13,006.8 |
PP |
12,753.0 |
12,753.0 |
12,753.0 |
12,784.6 |
S1 |
12,626.5 |
12,626.5 |
12,787.9 |
12,689.8 |
S2 |
12,436.0 |
12,436.0 |
12,758.9 |
|
S3 |
12,119.0 |
12,309.5 |
12,729.8 |
|
S4 |
11,802.0 |
11,992.5 |
12,642.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,879.5 |
12,562.5 |
317.0 |
2.5% |
90.0 |
0.7% |
80% |
False |
False |
74,043 |
10 |
12,879.5 |
12,526.0 |
353.5 |
2.8% |
99.8 |
0.8% |
82% |
False |
False |
69,086 |
20 |
12,879.5 |
12,491.5 |
388.0 |
3.0% |
106.7 |
0.8% |
84% |
False |
False |
73,397 |
40 |
12,879.5 |
11,962.5 |
917.0 |
7.2% |
112.5 |
0.9% |
93% |
False |
False |
76,816 |
60 |
12,879.5 |
11,878.5 |
1,001.0 |
7.8% |
112.2 |
0.9% |
94% |
False |
False |
73,880 |
80 |
12,879.5 |
11,517.0 |
1,362.5 |
10.6% |
108.1 |
0.8% |
95% |
False |
False |
55,632 |
100 |
12,879.5 |
11,456.0 |
1,423.5 |
11.1% |
106.6 |
0.8% |
96% |
False |
False |
44,645 |
120 |
12,879.5 |
11,221.5 |
1,658.0 |
12.9% |
100.3 |
0.8% |
96% |
False |
False |
37,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,817.0 |
2.618 |
12,817.0 |
1.618 |
12,817.0 |
1.000 |
12,817.0 |
0.618 |
12,817.0 |
HIGH |
12,817.0 |
0.618 |
12,817.0 |
0.500 |
12,817.0 |
0.382 |
12,817.0 |
LOW |
12,817.0 |
0.618 |
12,817.0 |
1.000 |
12,817.0 |
1.618 |
12,817.0 |
2.618 |
12,817.0 |
4.250 |
12,817.0 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
12,817.0 |
12,794.0 |
PP |
12,817.0 |
12,771.0 |
S1 |
12,817.0 |
12,748.0 |
|