Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,862.25 |
5,877.75 |
15.50 |
0.3% |
5,793.00 |
High |
5,884.75 |
5,897.75 |
13.00 |
0.2% |
5,886.75 |
Low |
5,845.75 |
5,853.50 |
7.75 |
0.1% |
5,763.75 |
Close |
5,879.75 |
5,885.00 |
5.25 |
0.1% |
5,886.00 |
Range |
39.00 |
44.25 |
5.25 |
13.5% |
123.00 |
ATR |
44.76 |
44.72 |
-0.04 |
-0.1% |
0.00 |
Volume |
274,935 |
266,471 |
-8,464 |
-3.1% |
1,094,636 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,011.50 |
5,992.50 |
5,909.25 |
|
R3 |
5,967.25 |
5,948.25 |
5,897.25 |
|
R2 |
5,923.00 |
5,923.00 |
5,893.00 |
|
R1 |
5,904.00 |
5,904.00 |
5,889.00 |
5,913.50 |
PP |
5,878.75 |
5,878.75 |
5,878.75 |
5,883.50 |
S1 |
5,859.75 |
5,859.75 |
5,881.00 |
5,869.25 |
S2 |
5,834.50 |
5,834.50 |
5,877.00 |
|
S3 |
5,790.25 |
5,815.50 |
5,872.75 |
|
S4 |
5,746.00 |
5,771.25 |
5,860.75 |
|
|
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 |
5,897.75 |
5,822.00 |
75.75 |
1.3% |
42.25 |
0.7% |
83% |
True |
False |
254,822 |
10 |
5,897.75 |
5,731.25 |
166.50 |
2.8% |
42.25 |
0.7% |
92% |
True |
False |
247,388 |
20 |
5,897.75 |
5,550.50 |
347.25 |
5.9% |
48.50 |
0.8% |
96% |
True |
False |
259,696 |
40 |
5,897.75 |
5,347.50 |
550.25 |
9.4% |
43.75 |
0.7% |
98% |
True |
False |
230,221 |
60 |
5,897.75 |
5,315.00 |
582.75 |
9.9% |
45.75 |
0.8% |
98% |
True |
False |
234,936 |
80 |
5,897.75 |
5,239.75 |
658.00 |
11.2% |
43.50 |
0.7% |
98% |
True |
False |
185,624 |
100 |
5,897.75 |
5,024.75 |
873.00 |
14.8% |
41.75 |
0.7% |
99% |
True |
False |
148,570 |
120 |
5,897.75 |
4,850.25 |
1,047.50 |
17.8% |
41.75 |
0.7% |
99% |
True |
False |
123,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,085.75 |
2.618 |
6,013.50 |
1.618 |
5,969.25 |
1.000 |
5,942.00 |
0.618 |
5,925.00 |
HIGH |
5,897.75 |
0.618 |
5,880.75 |
0.500 |
5,875.50 |
0.382 |
5,870.50 |
LOW |
5,853.50 |
0.618 |
5,826.25 |
1.000 |
5,809.25 |
1.618 |
5,782.00 |
2.618 |
5,737.75 |
4.250 |
5,665.50 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,882.00 |
5,880.50 |
PP |
5,878.75 |
5,876.25 |
S1 |
5,875.50 |
5,871.75 |
|