Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,550.0 |
3,577.0 |
27.0 |
0.8% |
3,553.0 |
High |
3,566.0 |
3,601.0 |
35.0 |
1.0% |
3,601.0 |
Low |
3,540.0 |
3,569.0 |
29.0 |
0.8% |
3,528.0 |
Close |
3,553.0 |
3,572.0 |
19.0 |
0.5% |
3,572.0 |
Range |
26.0 |
32.0 |
6.0 |
23.1% |
73.0 |
ATR |
32.4 |
33.5 |
1.1 |
3.5% |
0.0 |
Volume |
7,215 |
30,254 |
23,039 |
319.3% |
63,235 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,676.7 |
3,656.3 |
3,589.6 |
|
R3 |
3,644.7 |
3,624.3 |
3,580.8 |
|
R2 |
3,612.7 |
3,612.7 |
3,577.9 |
|
R1 |
3,592.3 |
3,592.3 |
3,574.9 |
3,586.5 |
PP |
3,580.7 |
3,580.7 |
3,580.7 |
3,577.8 |
S1 |
3,560.3 |
3,560.3 |
3,569.1 |
3,554.5 |
S2 |
3,548.7 |
3,548.7 |
3,566.1 |
|
S3 |
3,516.7 |
3,528.3 |
3,563.2 |
|
S4 |
3,484.7 |
3,496.3 |
3,554.4 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,786.0 |
3,752.0 |
3,612.2 |
|
R3 |
3,713.0 |
3,679.0 |
3,592.1 |
|
R2 |
3,640.0 |
3,640.0 |
3,585.4 |
|
R1 |
3,606.0 |
3,606.0 |
3,578.7 |
3,623.0 |
PP |
3,567.0 |
3,567.0 |
3,567.0 |
3,575.5 |
S1 |
3,533.0 |
3,533.0 |
3,565.3 |
3,550.0 |
S2 |
3,494.0 |
3,494.0 |
3,558.6 |
|
S3 |
3,421.0 |
3,460.0 |
3,551.9 |
|
S4 |
3,348.0 |
3,387.0 |
3,531.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,601.0 |
3,528.0 |
73.0 |
2.0% |
25.4 |
0.7% |
60% |
True |
False |
12,647 |
10 |
3,601.0 |
3,525.0 |
76.0 |
2.1% |
26.8 |
0.8% |
62% |
True |
False |
7,652 |
20 |
3,634.0 |
3,500.0 |
134.0 |
3.8% |
30.4 |
0.9% |
54% |
False |
False |
4,564 |
40 |
3,634.0 |
3,319.0 |
315.0 |
8.8% |
31.9 |
0.9% |
80% |
False |
False |
2,456 |
60 |
3,634.0 |
3,290.0 |
344.0 |
9.6% |
31.0 |
0.9% |
82% |
False |
False |
2,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,737.0 |
2.618 |
3,684.8 |
1.618 |
3,652.8 |
1.000 |
3,633.0 |
0.618 |
3,620.8 |
HIGH |
3,601.0 |
0.618 |
3,588.8 |
0.500 |
3,585.0 |
0.382 |
3,581.2 |
LOW |
3,569.0 |
0.618 |
3,549.2 |
1.000 |
3,537.0 |
1.618 |
3,517.2 |
2.618 |
3,485.2 |
4.250 |
3,433.0 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,585.0 |
3,570.7 |
PP |
3,580.7 |
3,569.3 |
S1 |
3,576.3 |
3,568.0 |
|