Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,792.50 |
5,804.75 |
12.25 |
0.2% |
5,652.75 |
High |
5,819.25 |
5,824.00 |
4.75 |
0.1% |
5,796.50 |
Low |
5,763.75 |
5,780.50 |
16.75 |
0.3% |
5,648.75 |
Close |
5,793.25 |
5,822.00 |
28.75 |
0.5% |
5,792.25 |
Range |
55.50 |
43.50 |
-12.00 |
-21.6% |
147.75 |
ATR |
46.14 |
45.95 |
-0.19 |
-0.4% |
0.00 |
Volume |
332,645 |
266,069 |
-66,576 |
-20.0% |
1,012,071 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,939.25 |
5,924.25 |
5,846.00 |
|
R3 |
5,895.75 |
5,880.75 |
5,834.00 |
|
R2 |
5,852.25 |
5,852.25 |
5,830.00 |
|
R1 |
5,837.25 |
5,837.25 |
5,826.00 |
5,844.75 |
PP |
5,808.75 |
5,808.75 |
5,808.75 |
5,812.50 |
S1 |
5,793.75 |
5,793.75 |
5,818.00 |
5,801.25 |
S2 |
5,765.25 |
5,765.25 |
5,814.00 |
|
S3 |
5,721.75 |
5,750.25 |
5,810.00 |
|
S4 |
5,678.25 |
5,706.75 |
5,798.00 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,189.00 |
6,138.50 |
5,873.50 |
|
R3 |
6,041.25 |
5,990.75 |
5,833.00 |
|
R2 |
5,893.50 |
5,893.50 |
5,819.25 |
|
R1 |
5,843.00 |
5,843.00 |
5,805.75 |
5,868.25 |
PP |
5,745.75 |
5,745.75 |
5,745.75 |
5,758.50 |
S1 |
5,695.25 |
5,695.25 |
5,778.75 |
5,720.50 |
S2 |
5,598.00 |
5,598.00 |
5,765.25 |
|
S3 |
5,450.25 |
5,547.50 |
5,751.50 |
|
S4 |
5,302.50 |
5,399.75 |
5,711.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,824.00 |
5,731.25 |
92.75 |
1.6% |
42.50 |
0.7% |
98% |
True |
False |
239,955 |
10 |
5,824.00 |
5,550.50 |
273.50 |
4.7% |
48.00 |
0.8% |
99% |
True |
False |
262,296 |
20 |
5,824.00 |
5,550.50 |
273.50 |
4.7% |
45.50 |
0.8% |
99% |
True |
False |
242,099 |
40 |
5,824.00 |
5,347.50 |
476.50 |
8.2% |
45.50 |
0.8% |
100% |
True |
False |
232,430 |
60 |
5,824.00 |
5,315.00 |
509.00 |
8.7% |
45.00 |
0.8% |
100% |
True |
False |
225,925 |
80 |
5,824.00 |
5,154.25 |
669.75 |
11.5% |
42.75 |
0.7% |
100% |
True |
False |
169,729 |
100 |
5,824.00 |
4,990.25 |
833.75 |
14.3% |
41.50 |
0.7% |
100% |
True |
False |
135,842 |
120 |
5,824.00 |
4,839.25 |
984.75 |
16.9% |
42.25 |
0.7% |
100% |
True |
False |
113,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,009.00 |
2.618 |
5,938.00 |
1.618 |
5,894.50 |
1.000 |
5,867.50 |
0.618 |
5,851.00 |
HIGH |
5,824.00 |
0.618 |
5,807.50 |
0.500 |
5,802.25 |
0.382 |
5,797.00 |
LOW |
5,780.50 |
0.618 |
5,753.50 |
1.000 |
5,737.00 |
1.618 |
5,710.00 |
2.618 |
5,666.50 |
4.250 |
5,595.50 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,815.50 |
5,812.50 |
PP |
5,808.75 |
5,803.25 |
S1 |
5,802.25 |
5,794.00 |
|