Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,878.25 |
5,880.25 |
2.00 |
0.0% |
5,793.00 |
High |
5,891.25 |
5,893.25 |
2.00 |
0.0% |
5,886.75 |
Low |
5,872.75 |
5,848.50 |
-24.25 |
-0.4% |
5,763.75 |
Close |
5,880.75 |
5,863.25 |
-17.50 |
-0.3% |
5,886.00 |
Range |
18.50 |
44.75 |
26.25 |
141.9% |
123.00 |
ATR |
45.24 |
45.20 |
-0.03 |
-0.1% |
0.00 |
Volume |
177,414 |
257,087 |
79,673 |
44.9% |
1,094,636 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,002.50 |
5,977.75 |
5,887.75 |
|
R3 |
5,957.75 |
5,933.00 |
5,875.50 |
|
R2 |
5,913.00 |
5,913.00 |
5,871.50 |
|
R1 |
5,888.25 |
5,888.25 |
5,867.25 |
5,878.25 |
PP |
5,868.25 |
5,868.25 |
5,868.25 |
5,863.50 |
S1 |
5,843.50 |
5,843.50 |
5,859.25 |
5,833.50 |
S2 |
5,823.50 |
5,823.50 |
5,855.00 |
|
S3 |
5,778.75 |
5,798.75 |
5,851.00 |
|
S4 |
5,734.00 |
5,754.00 |
5,838.75 |
|
|
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 |
5,893.25 |
5,763.75 |
129.50 |
2.2% |
45.50 |
0.8% |
77% |
True |
False |
266,284 |
10 |
5,893.25 |
5,688.50 |
204.75 |
3.5% |
40.00 |
0.7% |
85% |
True |
False |
234,300 |
20 |
5,893.25 |
5,550.50 |
342.75 |
5.8% |
47.25 |
0.8% |
91% |
True |
False |
251,030 |
40 |
5,893.25 |
5,347.50 |
545.75 |
9.3% |
44.50 |
0.8% |
95% |
True |
False |
229,928 |
60 |
5,893.25 |
5,315.00 |
578.25 |
9.9% |
45.25 |
0.8% |
95% |
True |
False |
232,729 |
80 |
5,893.25 |
5,209.25 |
684.00 |
11.7% |
43.00 |
0.7% |
96% |
True |
False |
178,871 |
100 |
5,893.25 |
4,990.25 |
903.00 |
15.4% |
41.75 |
0.7% |
97% |
True |
False |
143,163 |
120 |
5,893.25 |
4,850.25 |
1,043.00 |
17.8% |
42.00 |
0.7% |
97% |
True |
False |
119,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,083.50 |
2.618 |
6,010.50 |
1.618 |
5,965.75 |
1.000 |
5,938.00 |
0.618 |
5,921.00 |
HIGH |
5,893.25 |
0.618 |
5,876.25 |
0.500 |
5,871.00 |
0.382 |
5,865.50 |
LOW |
5,848.50 |
0.618 |
5,820.75 |
1.000 |
5,803.75 |
1.618 |
5,776.00 |
2.618 |
5,731.25 |
4.250 |
5,658.25 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,871.00 |
5,861.50 |
PP |
5,868.25 |
5,859.50 |
S1 |
5,865.75 |
5,857.50 |
|