Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,804.75 |
5,823.75 |
19.00 |
0.3% |
5,793.00 |
High |
5,824.00 |
5,886.75 |
62.75 |
1.1% |
5,886.75 |
Low |
5,780.50 |
5,822.00 |
41.50 |
0.7% |
5,763.75 |
Close |
5,822.00 |
5,886.00 |
64.00 |
1.1% |
5,886.00 |
Range |
43.50 |
64.75 |
21.25 |
48.9% |
123.00 |
ATR |
45.95 |
47.30 |
1.34 |
2.9% |
0.00 |
Volume |
266,069 |
298,205 |
32,136 |
12.1% |
1,094,636 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,059.25 |
6,037.25 |
5,921.50 |
|
R3 |
5,994.50 |
5,972.50 |
5,903.75 |
|
R2 |
5,929.75 |
5,929.75 |
5,897.75 |
|
R1 |
5,907.75 |
5,907.75 |
5,892.00 |
5,918.75 |
PP |
5,865.00 |
5,865.00 |
5,865.00 |
5,870.50 |
S1 |
5,843.00 |
5,843.00 |
5,880.00 |
5,854.00 |
S2 |
5,800.25 |
5,800.25 |
5,874.25 |
|
S3 |
5,735.50 |
5,778.25 |
5,868.25 |
|
S4 |
5,670.75 |
5,713.50 |
5,850.50 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,214.50 |
6,173.25 |
5,953.75 |
|
R3 |
6,091.50 |
6,050.25 |
5,919.75 |
|
R2 |
5,968.50 |
5,968.50 |
5,908.50 |
|
R1 |
5,927.25 |
5,927.25 |
5,897.25 |
5,948.00 |
PP |
5,845.50 |
5,845.50 |
5,845.50 |
5,855.75 |
S1 |
5,804.25 |
5,804.25 |
5,874.75 |
5,825.00 |
S2 |
5,722.50 |
5,722.50 |
5,863.50 |
|
S3 |
5,599.50 |
5,681.25 |
5,852.25 |
|
S4 |
5,476.50 |
5,558.25 |
5,818.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,886.75 |
5,763.75 |
123.00 |
2.1% |
42.50 |
0.7% |
99% |
True |
False |
251,608 |
10 |
5,886.75 |
5,622.00 |
264.75 |
4.5% |
44.50 |
0.8% |
100% |
True |
False |
239,890 |
20 |
5,886.75 |
5,550.50 |
336.25 |
5.7% |
47.25 |
0.8% |
100% |
True |
False |
245,836 |
40 |
5,886.75 |
5,347.50 |
539.25 |
9.2% |
45.50 |
0.8% |
100% |
True |
False |
232,357 |
60 |
5,886.75 |
5,315.00 |
571.75 |
9.7% |
45.25 |
0.8% |
100% |
True |
False |
230,666 |
80 |
5,886.75 |
5,163.00 |
723.75 |
12.3% |
43.00 |
0.7% |
100% |
True |
False |
173,451 |
100 |
5,886.75 |
4,990.25 |
896.50 |
15.2% |
42.00 |
0.7% |
100% |
True |
False |
138,824 |
120 |
5,886.75 |
4,839.25 |
1,047.50 |
17.8% |
42.50 |
0.7% |
100% |
True |
False |
115,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,162.00 |
2.618 |
6,056.25 |
1.618 |
5,991.50 |
1.000 |
5,951.50 |
0.618 |
5,926.75 |
HIGH |
5,886.75 |
0.618 |
5,862.00 |
0.500 |
5,854.50 |
0.382 |
5,846.75 |
LOW |
5,822.00 |
0.618 |
5,782.00 |
1.000 |
5,757.25 |
1.618 |
5,717.25 |
2.618 |
5,652.50 |
4.250 |
5,546.75 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,875.50 |
5,865.75 |
PP |
5,865.00 |
5,845.50 |
S1 |
5,854.50 |
5,825.25 |
|