Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,031 |
21,136 |
105 |
0.5% |
21,070 |
High |
21,140 |
21,227 |
87 |
0.4% |
21,227 |
Low |
20,986 |
21,125 |
139 |
0.7% |
20,929 |
Close |
21,132 |
21,203 |
71 |
0.3% |
21,203 |
Range |
154 |
102 |
-52 |
-33.8% |
298 |
ATR |
137 |
135 |
-3 |
-1.8% |
0 |
Volume |
120,297 |
127,109 |
6,812 |
5.7% |
477,526 |
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,491 |
21,449 |
21,259 |
|
R3 |
21,389 |
21,347 |
21,231 |
|
R2 |
21,287 |
21,287 |
21,222 |
|
R1 |
21,245 |
21,245 |
21,212 |
21,266 |
PP |
21,185 |
21,185 |
21,185 |
21,196 |
S1 |
21,143 |
21,143 |
21,194 |
21,164 |
S2 |
21,083 |
21,083 |
21,184 |
|
S3 |
20,981 |
21,041 |
21,175 |
|
S4 |
20,879 |
20,939 |
21,147 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,014 |
21,906 |
21,367 |
|
R3 |
21,716 |
21,608 |
21,285 |
|
R2 |
21,418 |
21,418 |
21,258 |
|
R1 |
21,310 |
21,310 |
21,230 |
21,364 |
PP |
21,120 |
21,120 |
21,120 |
21,147 |
S1 |
21,012 |
21,012 |
21,176 |
21,066 |
S2 |
20,822 |
20,822 |
21,148 |
|
S3 |
20,524 |
20,714 |
21,121 |
|
S4 |
20,226 |
20,416 |
21,039 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,227 |
20,929 |
298 |
1.4% |
107 |
0.5% |
92% |
True |
False |
111,163 |
10 |
21,227 |
20,622 |
605 |
2.9% |
120 |
0.6% |
96% |
True |
False |
112,039 |
20 |
21,227 |
20,474 |
753 |
3.6% |
135 |
0.6% |
97% |
True |
False |
120,822 |
40 |
21,227 |
20,311 |
916 |
4.3% |
143 |
0.7% |
97% |
True |
False |
127,027 |
60 |
21,227 |
20,311 |
916 |
4.3% |
144 |
0.7% |
97% |
True |
False |
134,236 |
80 |
21,227 |
19,906 |
1,321 |
6.2% |
139 |
0.7% |
98% |
True |
False |
100,914 |
100 |
21,227 |
19,552 |
1,675 |
7.9% |
137 |
0.6% |
99% |
True |
False |
80,752 |
120 |
21,227 |
19,458 |
1,769 |
8.3% |
132 |
0.6% |
99% |
True |
False |
67,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,661 |
2.618 |
21,494 |
1.618 |
21,392 |
1.000 |
21,329 |
0.618 |
21,290 |
HIGH |
21,227 |
0.618 |
21,188 |
0.500 |
21,176 |
0.382 |
21,164 |
LOW |
21,125 |
0.618 |
21,062 |
1.000 |
21,023 |
1.618 |
20,960 |
2.618 |
20,858 |
4.250 |
20,692 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,194 |
21,161 |
PP |
21,185 |
21,120 |
S1 |
21,176 |
21,078 |
|