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 |
3,579.0 |
3,558.0 |
-21.0 |
-0.6% |
3,553.0 |
High |
3,580.0 |
3,560.0 |
-20.0 |
-0.6% |
3,601.0 |
Low |
3,555.0 |
3,530.0 |
-25.0 |
-0.7% |
3,528.0 |
Close |
3,561.0 |
3,539.0 |
-22.0 |
-0.6% |
3,572.0 |
Range |
25.0 |
30.0 |
5.0 |
20.0% |
73.0 |
ATR |
32.9 |
32.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
16,559 |
68,111 |
51,552 |
311.3% |
63,235 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,633.0 |
3,616.0 |
3,555.5 |
|
R3 |
3,603.0 |
3,586.0 |
3,547.3 |
|
R2 |
3,573.0 |
3,573.0 |
3,544.5 |
|
R1 |
3,556.0 |
3,556.0 |
3,541.8 |
3,549.5 |
PP |
3,543.0 |
3,543.0 |
3,543.0 |
3,539.8 |
S1 |
3,526.0 |
3,526.0 |
3,536.3 |
3,519.5 |
S2 |
3,513.0 |
3,513.0 |
3,533.5 |
|
S3 |
3,483.0 |
3,496.0 |
3,530.8 |
|
S4 |
3,453.0 |
3,466.0 |
3,522.5 |
|
|
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 |
3,530.0 |
71.0 |
2.0% |
29.6 |
0.8% |
13% |
False |
True |
26,497 |
10 |
3,601.0 |
3,525.0 |
76.0 |
2.1% |
26.6 |
0.8% |
18% |
False |
False |
15,407 |
20 |
3,616.0 |
3,500.0 |
116.0 |
3.3% |
29.6 |
0.8% |
34% |
False |
False |
8,775 |
40 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
31.3 |
0.9% |
70% |
False |
False |
4,561 |
60 |
3,634.0 |
3,303.0 |
331.0 |
9.4% |
31.0 |
0.9% |
71% |
False |
False |
3,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,687.5 |
2.618 |
3,638.5 |
1.618 |
3,608.5 |
1.000 |
3,590.0 |
0.618 |
3,578.5 |
HIGH |
3,560.0 |
0.618 |
3,548.5 |
0.500 |
3,545.0 |
0.382 |
3,541.5 |
LOW |
3,530.0 |
0.618 |
3,511.5 |
1.000 |
3,500.0 |
1.618 |
3,481.5 |
2.618 |
3,451.5 |
4.250 |
3,402.5 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,545.0 |
3,565.5 |
PP |
3,543.0 |
3,556.7 |
S1 |
3,541.0 |
3,547.8 |
|