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 |
5,823.75 |
5,878.25 |
54.50 |
0.9% |
5,793.00 |
High |
5,886.75 |
5,891.25 |
4.50 |
0.1% |
5,886.75 |
Low |
5,822.00 |
5,872.75 |
50.75 |
0.9% |
5,763.75 |
Close |
5,886.00 |
5,880.75 |
-5.25 |
-0.1% |
5,886.00 |
Range |
64.75 |
18.50 |
-46.25 |
-71.4% |
123.00 |
ATR |
47.30 |
45.24 |
-2.06 |
-4.3% |
0.00 |
Volume |
298,205 |
177,414 |
-120,791 |
-40.5% |
1,094,636 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,937.00 |
5,927.50 |
5,891.00 |
|
R3 |
5,918.50 |
5,909.00 |
5,885.75 |
|
R2 |
5,900.00 |
5,900.00 |
5,884.25 |
|
R1 |
5,890.50 |
5,890.50 |
5,882.50 |
5,895.25 |
PP |
5,881.50 |
5,881.50 |
5,881.50 |
5,884.00 |
S1 |
5,872.00 |
5,872.00 |
5,879.00 |
5,876.75 |
S2 |
5,863.00 |
5,863.00 |
5,877.25 |
|
S3 |
5,844.50 |
5,853.50 |
5,875.75 |
|
S4 |
5,826.00 |
5,835.00 |
5,870.50 |
|
|
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 |
5,891.25 |
5,763.75 |
127.50 |
2.2% |
41.50 |
0.7% |
92% |
True |
False |
254,410 |
10 |
5,891.25 |
5,648.75 |
242.50 |
4.1% |
41.00 |
0.7% |
96% |
True |
False |
228,412 |
20 |
5,891.25 |
5,550.50 |
340.75 |
5.8% |
46.25 |
0.8% |
97% |
True |
False |
246,393 |
40 |
5,891.25 |
5,347.50 |
543.75 |
9.2% |
44.75 |
0.8% |
98% |
True |
False |
229,596 |
60 |
5,891.25 |
5,315.00 |
576.25 |
9.8% |
45.00 |
0.8% |
98% |
True |
False |
232,818 |
80 |
5,891.25 |
5,186.00 |
705.25 |
12.0% |
43.00 |
0.7% |
99% |
True |
False |
175,663 |
100 |
5,891.25 |
4,990.25 |
901.00 |
15.3% |
41.75 |
0.7% |
99% |
True |
False |
140,595 |
120 |
5,891.25 |
4,850.25 |
1,041.00 |
17.7% |
42.25 |
0.7% |
99% |
True |
False |
117,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,970.00 |
2.618 |
5,939.75 |
1.618 |
5,921.25 |
1.000 |
5,909.75 |
0.618 |
5,902.75 |
HIGH |
5,891.25 |
0.618 |
5,884.25 |
0.500 |
5,882.00 |
0.382 |
5,879.75 |
LOW |
5,872.75 |
0.618 |
5,861.25 |
1.000 |
5,854.25 |
1.618 |
5,842.75 |
2.618 |
5,824.25 |
4.250 |
5,794.00 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,882.00 |
5,865.75 |
PP |
5,881.50 |
5,850.75 |
S1 |
5,881.25 |
5,836.00 |
|