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 |
1,403.7 |
1,393.1 |
-10.6 |
-0.8% |
1,378.6 |
High |
1,407.1 |
1,402.5 |
-4.6 |
-0.3% |
1,416.6 |
Low |
1,391.8 |
1,383.0 |
-8.8 |
-0.6% |
1,351.8 |
Close |
1,392.8 |
1,395.4 |
2.6 |
0.2% |
1,406.6 |
Range |
15.3 |
19.5 |
4.2 |
27.5% |
64.8 |
ATR |
18.4 |
18.5 |
0.1 |
0.4% |
0.0 |
Volume |
93,631 |
117,815 |
24,184 |
25.8% |
665,129 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.3 |
1,443.3 |
1,406.0 |
|
R3 |
1,432.8 |
1,423.8 |
1,400.8 |
|
R2 |
1,413.3 |
1,413.3 |
1,399.0 |
|
R1 |
1,404.3 |
1,404.3 |
1,397.3 |
1,408.8 |
PP |
1,393.8 |
1,393.8 |
1,393.8 |
1,395.8 |
S1 |
1,384.8 |
1,384.8 |
1,393.5 |
1,389.3 |
S2 |
1,374.3 |
1,374.3 |
1,391.8 |
|
S3 |
1,354.8 |
1,365.3 |
1,390.0 |
|
S4 |
1,335.3 |
1,345.8 |
1,384.8 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.0 |
1,561.3 |
1,442.3 |
|
R3 |
1,521.3 |
1,496.3 |
1,424.5 |
|
R2 |
1,456.5 |
1,456.5 |
1,418.5 |
|
R1 |
1,431.5 |
1,431.5 |
1,412.5 |
1,444.0 |
PP |
1,391.8 |
1,391.8 |
1,391.8 |
1,398.0 |
S1 |
1,366.8 |
1,366.8 |
1,400.8 |
1,379.3 |
S2 |
1,326.8 |
1,326.8 |
1,394.8 |
|
S3 |
1,262.0 |
1,302.0 |
1,388.8 |
|
S4 |
1,197.3 |
1,237.3 |
1,371.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,416.6 |
1,351.8 |
64.8 |
4.6% |
22.3 |
1.6% |
67% |
False |
False |
152,625 |
10 |
1,416.6 |
1,351.8 |
64.8 |
4.6% |
17.5 |
1.2% |
67% |
False |
False |
130,846 |
20 |
1,416.6 |
1,344.1 |
72.5 |
5.2% |
17.8 |
1.3% |
71% |
False |
False |
140,253 |
40 |
1,426.3 |
1,341.0 |
85.3 |
6.1% |
18.0 |
1.3% |
64% |
False |
False |
138,443 |
60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
18.8 |
1.3% |
67% |
False |
False |
149,102 |
80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
17.5 |
1.3% |
67% |
False |
False |
117,448 |
100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
15.8 |
1.1% |
67% |
False |
False |
93,961 |
120 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
14.0 |
1.0% |
67% |
False |
False |
78,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,485.5 |
2.618 |
1,453.5 |
1.618 |
1,434.0 |
1.000 |
1,422.0 |
0.618 |
1,414.5 |
HIGH |
1,402.5 |
0.618 |
1,395.0 |
0.500 |
1,392.8 |
0.382 |
1,390.5 |
LOW |
1,383.0 |
0.618 |
1,371.0 |
1.000 |
1,363.5 |
1.618 |
1,351.5 |
2.618 |
1,332.0 |
4.250 |
1,300.0 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,394.5 |
1,399.8 |
PP |
1,393.8 |
1,398.3 |
S1 |
1,392.8 |
1,396.8 |
|