Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
243.34 |
243.60 |
0.26 |
0.1% |
241.34 |
High |
243.98 |
243.92 |
-0.06 |
0.0% |
244.35 |
Low |
243.12 |
242.83 |
-0.29 |
-0.1% |
240.64 |
Close |
243.21 |
243.66 |
0.45 |
0.2% |
244.17 |
Range |
0.86 |
1.09 |
0.23 |
26.7% |
3.71 |
ATR |
1.30 |
1.28 |
-0.01 |
-1.1% |
0.00 |
Volume |
50,375,400 |
54,144,300 |
3,768,900 |
7.5% |
284,625,896 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
246.74 |
246.29 |
244.26 |
|
R3 |
245.65 |
245.20 |
243.96 |
|
R2 |
244.56 |
244.56 |
243.86 |
|
R1 |
244.11 |
244.11 |
243.76 |
244.34 |
PP |
243.47 |
243.47 |
243.47 |
243.58 |
S1 |
243.02 |
243.02 |
243.56 |
243.25 |
S2 |
242.38 |
242.38 |
243.46 |
|
S3 |
241.29 |
241.93 |
243.36 |
|
S4 |
240.20 |
240.84 |
243.06 |
|
|
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 |
241.64 |
2.71 |
1.1% |
1.10 |
0.5% |
75% |
False |
False |
61,369,319 |
10 |
244.35 |
239.93 |
4.42 |
1.8% |
0.97 |
0.4% |
84% |
False |
False |
59,372,699 |
20 |
244.35 |
235.43 |
8.92 |
3.7% |
1.17 |
0.5% |
92% |
False |
False |
69,051,879 |
40 |
244.35 |
232.51 |
11.84 |
4.9% |
1.26 |
0.5% |
94% |
False |
False |
72,232,059 |
60 |
244.35 |
231.61 |
12.74 |
5.2% |
1.41 |
0.6% |
95% |
False |
False |
75,711,902 |
80 |
244.35 |
231.61 |
12.74 |
5.2% |
1.37 |
0.6% |
95% |
False |
False |
76,365,347 |
100 |
244.35 |
225.27 |
19.08 |
7.8% |
1.33 |
0.5% |
96% |
False |
False |
75,427,078 |
120 |
244.35 |
222.73 |
21.62 |
8.9% |
1.34 |
0.5% |
97% |
False |
False |
76,246,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
248.55 |
2.618 |
246.77 |
1.618 |
245.68 |
1.000 |
245.01 |
0.618 |
244.59 |
HIGH |
243.92 |
0.618 |
243.50 |
0.500 |
243.38 |
0.382 |
243.25 |
LOW |
242.83 |
0.618 |
242.16 |
1.000 |
241.74 |
1.618 |
241.07 |
2.618 |
239.98 |
4.250 |
238.20 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
243.57 |
243.63 |
PP |
243.47 |
243.60 |
S1 |
243.38 |
243.57 |
|