Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
36.55 |
36.20 |
-0.35 |
-1.0% |
36.34 |
High |
37.02 |
36.47 |
-0.55 |
-1.5% |
37.27 |
Low |
35.66 |
35.94 |
0.28 |
0.8% |
35.84 |
Close |
36.20 |
36.18 |
-0.02 |
-0.1% |
36.41 |
Range |
1.36 |
0.53 |
-0.83 |
-61.0% |
1.43 |
ATR |
0.77 |
0.75 |
-0.02 |
-2.2% |
0.00 |
Volume |
1,201,800 |
17,008,300 |
15,806,500 |
1,315.2% |
6,135,700 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.79 |
37.51 |
36.47 |
|
R3 |
37.26 |
36.98 |
36.33 |
|
R2 |
36.73 |
36.73 |
36.28 |
|
R1 |
36.45 |
36.45 |
36.23 |
36.33 |
PP |
36.20 |
36.20 |
36.20 |
36.13 |
S1 |
35.92 |
35.92 |
36.13 |
35.79 |
S2 |
35.67 |
35.67 |
36.08 |
|
S3 |
35.14 |
35.39 |
36.03 |
|
S4 |
34.61 |
34.86 |
35.89 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.80 |
40.03 |
37.20 |
|
R3 |
39.37 |
38.60 |
36.80 |
|
R2 |
37.94 |
37.94 |
36.67 |
|
R1 |
37.17 |
37.17 |
36.54 |
37.56 |
PP |
36.51 |
36.51 |
36.51 |
36.70 |
S1 |
35.74 |
35.74 |
36.28 |
36.13 |
S2 |
35.08 |
35.08 |
36.15 |
|
S3 |
33.65 |
34.31 |
36.02 |
|
S4 |
32.22 |
32.88 |
35.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.27 |
35.66 |
1.61 |
4.4% |
0.89 |
2.5% |
32% |
False |
False |
4,889,900 |
10 |
37.27 |
35.11 |
2.16 |
6.0% |
0.79 |
2.2% |
50% |
False |
False |
2,738,570 |
20 |
37.27 |
33.95 |
3.32 |
9.2% |
0.72 |
2.0% |
67% |
False |
False |
1,807,020 |
40 |
37.27 |
32.87 |
4.40 |
12.2% |
0.72 |
2.0% |
75% |
False |
False |
1,381,662 |
60 |
37.27 |
32.87 |
4.40 |
12.2% |
0.73 |
2.0% |
75% |
False |
False |
1,316,093 |
80 |
38.31 |
32.87 |
5.44 |
15.0% |
0.74 |
2.0% |
61% |
False |
False |
1,254,762 |
100 |
38.31 |
32.87 |
5.44 |
15.0% |
0.76 |
2.1% |
61% |
False |
False |
1,214,497 |
120 |
40.09 |
32.87 |
7.22 |
20.0% |
0.78 |
2.2% |
46% |
False |
False |
1,249,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.72 |
2.618 |
37.86 |
1.618 |
37.33 |
1.000 |
37.00 |
0.618 |
36.80 |
HIGH |
36.47 |
0.618 |
36.27 |
0.500 |
36.21 |
0.382 |
36.14 |
LOW |
35.94 |
0.618 |
35.61 |
1.000 |
35.41 |
1.618 |
35.08 |
2.618 |
34.55 |
4.250 |
33.69 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
36.21 |
36.34 |
PP |
36.20 |
36.29 |
S1 |
36.19 |
36.23 |
|