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 |
1,282.6 |
1,282.5 |
-0.1 |
0.0% |
1,271.2 |
High |
1,286.0 |
1,298.8 |
12.8 |
1.0% |
1,282.2 |
Low |
1,280.2 |
1,282.1 |
1.9 |
0.1% |
1,261.3 |
Close |
1,282.7 |
1,297.5 |
14.8 |
1.2% |
1,280.2 |
Range |
5.8 |
16.7 |
10.9 |
187.9% |
20.9 |
ATR |
12.8 |
13.1 |
0.3 |
2.1% |
0.0 |
Volume |
139,801 |
257,790 |
117,989 |
84.4% |
943,991 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.9 |
1,336.9 |
1,306.7 |
|
R3 |
1,326.2 |
1,320.2 |
1,302.1 |
|
R2 |
1,309.5 |
1,309.5 |
1,300.6 |
|
R1 |
1,303.5 |
1,303.5 |
1,299.0 |
1,306.5 |
PP |
1,292.8 |
1,292.8 |
1,292.8 |
1,294.3 |
S1 |
1,286.8 |
1,286.8 |
1,296.0 |
1,289.8 |
S2 |
1,276.1 |
1,276.1 |
1,294.4 |
|
S3 |
1,259.4 |
1,270.1 |
1,292.9 |
|
S4 |
1,242.7 |
1,253.4 |
1,288.3 |
|
|
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 |
1,298.8 |
1,261.3 |
37.5 |
2.9% |
13.5 |
1.0% |
97% |
True |
False |
211,074 |
10 |
1,298.8 |
1,250.9 |
47.9 |
3.7% |
12.6 |
1.0% |
97% |
True |
False |
166,661 |
20 |
1,298.8 |
1,217.8 |
81.0 |
6.2% |
12.5 |
1.0% |
98% |
True |
False |
96,581 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.4% |
12.6 |
1.0% |
97% |
False |
False |
52,347 |
60 |
1,300.3 |
1,203.6 |
96.7 |
7.5% |
12.2 |
0.9% |
97% |
False |
False |
36,017 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.6% |
12.1 |
0.9% |
97% |
False |
False |
27,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.8 |
2.618 |
1,342.5 |
1.618 |
1,325.8 |
1.000 |
1,315.5 |
0.618 |
1,309.1 |
HIGH |
1,298.8 |
0.618 |
1,292.4 |
0.500 |
1,290.5 |
0.382 |
1,288.5 |
LOW |
1,282.1 |
0.618 |
1,271.8 |
1.000 |
1,265.4 |
1.618 |
1,255.1 |
2.618 |
1,238.4 |
4.250 |
1,211.1 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,295.2 |
1,291.7 |
PP |
1,292.8 |
1,285.9 |
S1 |
1,290.5 |
1,280.1 |
|