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 |
21,020 |
21,031 |
11 |
0.1% |
20,788 |
High |
21,060 |
21,140 |
80 |
0.4% |
21,095 |
Low |
20,929 |
20,986 |
57 |
0.3% |
20,766 |
Close |
21,002 |
21,132 |
130 |
0.6% |
21,066 |
Range |
131 |
154 |
23 |
17.6% |
329 |
ATR |
136 |
137 |
1 |
1.0% |
0 |
Volume |
128,420 |
120,297 |
-8,123 |
-6.3% |
488,374 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,548 |
21,494 |
21,217 |
|
R3 |
21,394 |
21,340 |
21,174 |
|
R2 |
21,240 |
21,240 |
21,160 |
|
R1 |
21,186 |
21,186 |
21,146 |
21,213 |
PP |
21,086 |
21,086 |
21,086 |
21,100 |
S1 |
21,032 |
21,032 |
21,118 |
21,059 |
S2 |
20,932 |
20,932 |
21,104 |
|
S3 |
20,778 |
20,878 |
21,090 |
|
S4 |
20,624 |
20,724 |
21,047 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,963 |
21,843 |
21,247 |
|
R3 |
21,634 |
21,514 |
21,157 |
|
R2 |
21,305 |
21,305 |
21,126 |
|
R1 |
21,185 |
21,185 |
21,096 |
21,245 |
PP |
20,976 |
20,976 |
20,976 |
21,006 |
S1 |
20,856 |
20,856 |
21,036 |
20,916 |
S2 |
20,647 |
20,647 |
21,006 |
|
S3 |
20,318 |
20,527 |
20,976 |
|
S4 |
19,989 |
20,198 |
20,885 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,140 |
20,929 |
211 |
1.0% |
109 |
0.5% |
96% |
True |
False |
108,356 |
10 |
21,140 |
20,474 |
666 |
3.2% |
136 |
0.6% |
99% |
True |
False |
127,809 |
20 |
21,140 |
20,474 |
666 |
3.2% |
138 |
0.7% |
99% |
True |
False |
121,101 |
40 |
21,140 |
20,311 |
829 |
3.9% |
147 |
0.7% |
99% |
True |
False |
128,453 |
60 |
21,140 |
20,311 |
829 |
3.9% |
144 |
0.7% |
99% |
True |
False |
132,253 |
80 |
21,140 |
19,898 |
1,242 |
5.9% |
139 |
0.7% |
99% |
True |
False |
99,327 |
100 |
21,140 |
19,552 |
1,588 |
7.5% |
137 |
0.6% |
99% |
True |
False |
79,482 |
120 |
21,140 |
19,405 |
1,735 |
8.2% |
132 |
0.6% |
100% |
True |
False |
66,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,795 |
2.618 |
21,543 |
1.618 |
21,389 |
1.000 |
21,294 |
0.618 |
21,235 |
HIGH |
21,140 |
0.618 |
21,081 |
0.500 |
21,063 |
0.382 |
21,045 |
LOW |
20,986 |
0.618 |
20,891 |
1.000 |
20,832 |
1.618 |
20,737 |
2.618 |
20,583 |
4.250 |
20,332 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,109 |
21,100 |
PP |
21,086 |
21,067 |
S1 |
21,063 |
21,035 |
|