Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,539.0 |
3,538.0 |
-1.0 |
0.0% |
3,553.0 |
High |
3,565.0 |
3,561.0 |
-4.0 |
-0.1% |
3,601.0 |
Low |
3,526.0 |
3,536.0 |
10.0 |
0.3% |
3,528.0 |
Close |
3,534.0 |
3,553.0 |
19.0 |
0.5% |
3,572.0 |
Range |
39.0 |
25.0 |
-14.0 |
-35.9% |
73.0 |
ATR |
33.2 |
32.7 |
-0.4 |
-1.3% |
0.0 |
Volume |
190,581 |
283,947 |
93,366 |
49.0% |
63,235 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,625.0 |
3,614.0 |
3,566.8 |
|
R3 |
3,600.0 |
3,589.0 |
3,559.9 |
|
R2 |
3,575.0 |
3,575.0 |
3,557.6 |
|
R1 |
3,564.0 |
3,564.0 |
3,555.3 |
3,569.5 |
PP |
3,550.0 |
3,550.0 |
3,550.0 |
3,552.8 |
S1 |
3,539.0 |
3,539.0 |
3,550.7 |
3,544.5 |
S2 |
3,525.0 |
3,525.0 |
3,548.4 |
|
S3 |
3,500.0 |
3,514.0 |
3,546.1 |
|
S4 |
3,475.0 |
3,489.0 |
3,539.3 |
|
|
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 |
3,526.0 |
75.0 |
2.1% |
30.2 |
0.8% |
36% |
False |
False |
117,890 |
10 |
3,601.0 |
3,525.0 |
76.0 |
2.1% |
27.6 |
0.8% |
37% |
False |
False |
62,460 |
20 |
3,616.0 |
3,500.0 |
116.0 |
3.3% |
30.1 |
0.8% |
46% |
False |
False |
32,374 |
40 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
31.5 |
0.9% |
74% |
False |
False |
16,421 |
60 |
3,634.0 |
3,303.0 |
331.0 |
9.3% |
31.3 |
0.9% |
76% |
False |
False |
11,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,667.3 |
2.618 |
3,626.5 |
1.618 |
3,601.5 |
1.000 |
3,586.0 |
0.618 |
3,576.5 |
HIGH |
3,561.0 |
0.618 |
3,551.5 |
0.500 |
3,548.5 |
0.382 |
3,545.6 |
LOW |
3,536.0 |
0.618 |
3,520.6 |
1.000 |
3,511.0 |
1.618 |
3,495.6 |
2.618 |
3,470.6 |
4.250 |
3,429.8 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,551.5 |
3,550.5 |
PP |
3,550.0 |
3,548.0 |
S1 |
3,548.5 |
3,545.5 |
|