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 |
3,577.0 |
3,579.0 |
2.0 |
0.1% |
3,553.0 |
High |
3,601.0 |
3,580.0 |
-21.0 |
-0.6% |
3,601.0 |
Low |
3,569.0 |
3,555.0 |
-14.0 |
-0.4% |
3,528.0 |
Close |
3,572.0 |
3,561.0 |
-11.0 |
-0.3% |
3,572.0 |
Range |
32.0 |
25.0 |
-7.0 |
-21.9% |
73.0 |
ATR |
33.5 |
32.9 |
-0.6 |
-1.8% |
0.0 |
Volume |
30,254 |
16,559 |
-13,695 |
-45.3% |
63,235 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,640.3 |
3,625.7 |
3,574.8 |
|
R3 |
3,615.3 |
3,600.7 |
3,567.9 |
|
R2 |
3,590.3 |
3,590.3 |
3,565.6 |
|
R1 |
3,575.7 |
3,575.7 |
3,563.3 |
3,570.5 |
PP |
3,565.3 |
3,565.3 |
3,565.3 |
3,562.8 |
S1 |
3,550.7 |
3,550.7 |
3,558.7 |
3,545.5 |
S2 |
3,540.3 |
3,540.3 |
3,556.4 |
|
S3 |
3,515.3 |
3,525.7 |
3,554.1 |
|
S4 |
3,490.3 |
3,500.7 |
3,547.3 |
|
|
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% |
27.8 |
0.8% |
45% |
False |
False |
15,917 |
10 |
3,601.0 |
3,525.0 |
76.0 |
2.1% |
27.3 |
0.8% |
47% |
False |
False |
8,986 |
20 |
3,616.0 |
3,500.0 |
116.0 |
3.3% |
29.3 |
0.8% |
53% |
False |
False |
5,381 |
40 |
3,634.0 |
3,319.0 |
315.0 |
8.8% |
31.7 |
0.9% |
77% |
False |
False |
2,861 |
60 |
3,634.0 |
3,295.0 |
339.0 |
9.5% |
31.1 |
0.9% |
78% |
False |
False |
2,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,686.3 |
2.618 |
3,645.5 |
1.618 |
3,620.5 |
1.000 |
3,605.0 |
0.618 |
3,595.5 |
HIGH |
3,580.0 |
0.618 |
3,570.5 |
0.500 |
3,567.5 |
0.382 |
3,564.6 |
LOW |
3,555.0 |
0.618 |
3,539.6 |
1.000 |
3,530.0 |
1.618 |
3,514.6 |
2.618 |
3,489.6 |
4.250 |
3,448.8 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,567.5 |
3,570.5 |
PP |
3,565.3 |
3,567.3 |
S1 |
3,563.2 |
3,564.2 |
|