Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,540.0 |
3,550.0 |
10.0 |
0.3% |
3,562.0 |
High |
3,570.0 |
3,566.0 |
-4.0 |
-0.1% |
3,583.0 |
Low |
3,535.0 |
3,540.0 |
5.0 |
0.1% |
3,525.0 |
Close |
3,544.0 |
3,553.0 |
9.0 |
0.3% |
3,552.0 |
Range |
35.0 |
26.0 |
-9.0 |
-25.7% |
58.0 |
ATR |
32.8 |
32.4 |
-0.5 |
-1.5% |
0.0 |
Volume |
10,348 |
7,215 |
-3,133 |
-30.3% |
13,292 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,631.0 |
3,618.0 |
3,567.3 |
|
R3 |
3,605.0 |
3,592.0 |
3,560.2 |
|
R2 |
3,579.0 |
3,579.0 |
3,557.8 |
|
R1 |
3,566.0 |
3,566.0 |
3,555.4 |
3,572.5 |
PP |
3,553.0 |
3,553.0 |
3,553.0 |
3,556.3 |
S1 |
3,540.0 |
3,540.0 |
3,550.6 |
3,546.5 |
S2 |
3,527.0 |
3,527.0 |
3,548.2 |
|
S3 |
3,501.0 |
3,514.0 |
3,545.9 |
|
S4 |
3,475.0 |
3,488.0 |
3,538.7 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,727.3 |
3,697.7 |
3,583.9 |
|
R3 |
3,669.3 |
3,639.7 |
3,568.0 |
|
R2 |
3,611.3 |
3,611.3 |
3,562.6 |
|
R1 |
3,581.7 |
3,581.7 |
3,557.3 |
3,567.5 |
PP |
3,553.3 |
3,553.3 |
3,553.3 |
3,546.3 |
S1 |
3,523.7 |
3,523.7 |
3,546.7 |
3,509.5 |
S2 |
3,495.3 |
3,495.3 |
3,541.4 |
|
S3 |
3,437.3 |
3,465.7 |
3,536.1 |
|
S4 |
3,379.3 |
3,407.7 |
3,520.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,570.0 |
3,525.0 |
45.0 |
1.3% |
25.0 |
0.7% |
62% |
False |
False |
7,029 |
10 |
3,583.0 |
3,525.0 |
58.0 |
1.6% |
25.7 |
0.7% |
48% |
False |
False |
5,150 |
20 |
3,634.0 |
3,500.0 |
134.0 |
3.8% |
32.5 |
0.9% |
40% |
False |
False |
3,090 |
40 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
31.6 |
0.9% |
74% |
False |
False |
1,701 |
60 |
3,634.0 |
3,290.0 |
344.0 |
9.7% |
30.6 |
0.9% |
76% |
False |
False |
1,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,676.5 |
2.618 |
3,634.1 |
1.618 |
3,608.1 |
1.000 |
3,592.0 |
0.618 |
3,582.1 |
HIGH |
3,566.0 |
0.618 |
3,556.1 |
0.500 |
3,553.0 |
0.382 |
3,549.9 |
LOW |
3,540.0 |
0.618 |
3,523.9 |
1.000 |
3,514.0 |
1.618 |
3,497.9 |
2.618 |
3,471.9 |
4.250 |
3,429.5 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,553.0 |
3,551.7 |
PP |
3,553.0 |
3,550.3 |
S1 |
3,553.0 |
3,549.0 |
|