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 |
243.42 |
243.97 |
0.55 |
0.2% |
241.34 |
High |
244.35 |
244.30 |
-0.05 |
0.0% |
244.35 |
Low |
243.08 |
243.76 |
0.68 |
0.3% |
240.64 |
Close |
244.17 |
243.99 |
-0.18 |
-0.1% |
244.17 |
Range |
1.27 |
0.54 |
-0.73 |
-57.5% |
3.71 |
ATR |
1.39 |
1.33 |
-0.06 |
-4.4% |
0.00 |
Volume |
88,666,096 |
44,698,800 |
-43,967,296 |
-49.6% |
284,625,896 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
245.64 |
245.35 |
244.29 |
|
R3 |
245.10 |
244.81 |
244.14 |
|
R2 |
244.56 |
244.56 |
244.09 |
|
R1 |
244.27 |
244.27 |
244.04 |
244.42 |
PP |
244.02 |
244.02 |
244.02 |
244.09 |
S1 |
243.73 |
243.73 |
243.94 |
243.88 |
S2 |
243.48 |
243.48 |
243.89 |
|
S3 |
242.94 |
243.19 |
243.84 |
|
S4 |
242.40 |
242.65 |
243.69 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
254.18 |
252.89 |
246.21 |
|
R3 |
250.47 |
249.18 |
245.19 |
|
R2 |
246.76 |
246.76 |
244.85 |
|
R1 |
245.47 |
245.47 |
244.51 |
246.12 |
PP |
243.05 |
243.05 |
243.05 |
243.38 |
S1 |
241.76 |
241.76 |
243.83 |
242.41 |
S2 |
239.34 |
239.34 |
243.49 |
|
S3 |
235.63 |
238.05 |
243.15 |
|
S4 |
231.92 |
234.34 |
242.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
244.35 |
240.64 |
3.71 |
1.5% |
1.08 |
0.4% |
90% |
False |
False |
65,864,939 |
10 |
244.35 |
238.82 |
5.53 |
2.3% |
0.94 |
0.4% |
93% |
False |
False |
59,855,949 |
20 |
244.35 |
235.43 |
8.92 |
3.7% |
1.16 |
0.5% |
96% |
False |
False |
68,813,334 |
40 |
244.35 |
232.51 |
11.84 |
4.9% |
1.29 |
0.5% |
97% |
False |
False |
73,168,689 |
60 |
244.35 |
231.61 |
12.74 |
5.2% |
1.42 |
0.6% |
97% |
False |
False |
76,290,714 |
80 |
244.35 |
229.52 |
14.83 |
6.1% |
1.37 |
0.6% |
98% |
False |
False |
76,708,488 |
100 |
244.35 |
224.96 |
19.39 |
7.9% |
1.35 |
0.6% |
98% |
False |
False |
75,849,512 |
120 |
244.35 |
222.73 |
21.62 |
8.9% |
1.34 |
0.6% |
98% |
False |
False |
77,146,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
246.60 |
2.618 |
245.71 |
1.618 |
245.17 |
1.000 |
244.84 |
0.618 |
244.63 |
HIGH |
244.30 |
0.618 |
244.09 |
0.500 |
244.03 |
0.382 |
243.97 |
LOW |
243.76 |
0.618 |
243.43 |
1.000 |
243.22 |
1.618 |
242.89 |
2.618 |
242.35 |
4.250 |
241.47 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
244.03 |
243.66 |
PP |
244.02 |
243.33 |
S1 |
244.00 |
243.00 |
|