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 |
1,268.0 |
1,282.6 |
14.6 |
1.2% |
1,271.2 |
High |
1,282.2 |
1,286.0 |
3.8 |
0.3% |
1,282.2 |
Low |
1,261.3 |
1,280.2 |
18.9 |
1.5% |
1,261.3 |
Close |
1,280.2 |
1,282.7 |
2.5 |
0.2% |
1,280.2 |
Range |
20.9 |
5.8 |
-15.1 |
-72.2% |
20.9 |
ATR |
13.4 |
12.8 |
-0.5 |
-4.0% |
0.0 |
Volume |
272,288 |
139,801 |
-132,487 |
-48.7% |
943,991 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.4 |
1,297.3 |
1,285.9 |
|
R3 |
1,294.6 |
1,291.5 |
1,284.3 |
|
R2 |
1,288.8 |
1,288.8 |
1,283.8 |
|
R1 |
1,285.7 |
1,285.7 |
1,283.2 |
1,287.3 |
PP |
1,283.0 |
1,283.0 |
1,283.0 |
1,283.7 |
S1 |
1,279.9 |
1,279.9 |
1,282.2 |
1,281.5 |
S2 |
1,277.2 |
1,277.2 |
1,281.6 |
|
S3 |
1,271.4 |
1,274.1 |
1,281.1 |
|
S4 |
1,265.6 |
1,268.3 |
1,279.5 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.3 |
1,329.6 |
1,291.7 |
|
R3 |
1,316.4 |
1,308.7 |
1,285.9 |
|
R2 |
1,295.5 |
1,295.5 |
1,284.0 |
|
R1 |
1,287.8 |
1,287.8 |
1,282.1 |
1,291.7 |
PP |
1,274.6 |
1,274.6 |
1,274.6 |
1,276.5 |
S1 |
1,266.9 |
1,266.9 |
1,278.3 |
1,270.8 |
S2 |
1,253.7 |
1,253.7 |
1,276.4 |
|
S3 |
1,232.8 |
1,246.0 |
1,274.5 |
|
S4 |
1,211.9 |
1,225.1 |
1,268.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.0 |
1,261.3 |
24.7 |
1.9% |
12.4 |
1.0% |
87% |
True |
False |
216,758 |
10 |
1,286.0 |
1,250.9 |
35.1 |
2.7% |
12.0 |
0.9% |
91% |
True |
False |
145,438 |
20 |
1,286.0 |
1,217.8 |
68.2 |
5.3% |
12.4 |
1.0% |
95% |
True |
False |
84,665 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.4% |
12.7 |
1.0% |
79% |
False |
False |
46,037 |
60 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.1 |
0.9% |
82% |
False |
False |
31,783 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.1 |
0.9% |
82% |
False |
False |
24,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.7 |
2.618 |
1,301.2 |
1.618 |
1,295.4 |
1.000 |
1,291.8 |
0.618 |
1,289.6 |
HIGH |
1,286.0 |
0.618 |
1,283.8 |
0.500 |
1,283.1 |
0.382 |
1,282.4 |
LOW |
1,280.2 |
0.618 |
1,276.6 |
1.000 |
1,274.4 |
1.618 |
1,270.8 |
2.618 |
1,265.0 |
4.250 |
1,255.6 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,283.1 |
1,279.7 |
PP |
1,283.0 |
1,276.7 |
S1 |
1,282.8 |
1,273.7 |
|