Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,880.25 |
5,862.25 |
-18.00 |
-0.3% |
5,793.00 |
High |
5,893.25 |
5,884.75 |
-8.50 |
-0.1% |
5,886.75 |
Low |
5,848.50 |
5,845.75 |
-2.75 |
0.0% |
5,763.75 |
Close |
5,863.25 |
5,879.75 |
16.50 |
0.3% |
5,886.00 |
Range |
44.75 |
39.00 |
-5.75 |
-12.8% |
123.00 |
ATR |
45.20 |
44.76 |
-0.44 |
-1.0% |
0.00 |
Volume |
257,087 |
274,935 |
17,848 |
6.9% |
1,094,636 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,987.00 |
5,972.50 |
5,901.25 |
|
R3 |
5,948.00 |
5,933.50 |
5,890.50 |
|
R2 |
5,909.00 |
5,909.00 |
5,887.00 |
|
R1 |
5,894.50 |
5,894.50 |
5,883.25 |
5,901.75 |
PP |
5,870.00 |
5,870.00 |
5,870.00 |
5,873.75 |
S1 |
5,855.50 |
5,855.50 |
5,876.25 |
5,862.75 |
S2 |
5,831.00 |
5,831.00 |
5,872.50 |
|
S3 |
5,792.00 |
5,816.50 |
5,869.00 |
|
S4 |
5,753.00 |
5,777.50 |
5,858.25 |
|
|
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 |
5,780.50 |
112.75 |
1.9% |
42.00 |
0.7% |
88% |
False |
False |
254,742 |
10 |
5,893.25 |
5,705.25 |
188.00 |
3.2% |
40.75 |
0.7% |
93% |
False |
False |
239,893 |
20 |
5,893.25 |
5,550.50 |
342.75 |
5.8% |
47.25 |
0.8% |
96% |
False |
False |
255,077 |
40 |
5,893.25 |
5,347.50 |
545.75 |
9.3% |
44.50 |
0.8% |
98% |
False |
False |
231,863 |
60 |
5,893.25 |
5,315.00 |
578.25 |
9.8% |
45.50 |
0.8% |
98% |
False |
False |
234,412 |
80 |
5,893.25 |
5,227.00 |
666.25 |
11.3% |
43.25 |
0.7% |
98% |
False |
False |
182,299 |
100 |
5,893.25 |
5,024.75 |
868.50 |
14.8% |
41.75 |
0.7% |
98% |
False |
False |
145,907 |
120 |
5,893.25 |
4,850.25 |
1,043.00 |
17.7% |
41.75 |
0.7% |
99% |
False |
False |
121,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,050.50 |
2.618 |
5,986.75 |
1.618 |
5,947.75 |
1.000 |
5,923.75 |
0.618 |
5,908.75 |
HIGH |
5,884.75 |
0.618 |
5,869.75 |
0.500 |
5,865.25 |
0.382 |
5,860.75 |
LOW |
5,845.75 |
0.618 |
5,821.75 |
1.000 |
5,806.75 |
1.618 |
5,782.75 |
2.618 |
5,743.75 |
4.250 |
5,680.00 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,875.00 |
5,876.25 |
PP |
5,870.00 |
5,873.00 |
S1 |
5,865.25 |
5,869.50 |
|