Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,185 |
21,177 |
-8 |
0.0% |
21,070 |
High |
21,220 |
21,185 |
-35 |
-0.2% |
21,227 |
Low |
21,164 |
21,114 |
-50 |
-0.2% |
20,929 |
Close |
21,176 |
21,156 |
-20 |
-0.1% |
21,203 |
Range |
56 |
71 |
15 |
26.8% |
298 |
ATR |
129 |
125 |
-4 |
-3.2% |
0 |
Volume |
72,057 |
114,810 |
42,753 |
59.3% |
477,526 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,365 |
21,331 |
21,195 |
|
R3 |
21,294 |
21,260 |
21,176 |
|
R2 |
21,223 |
21,223 |
21,169 |
|
R1 |
21,189 |
21,189 |
21,163 |
21,171 |
PP |
21,152 |
21,152 |
21,152 |
21,142 |
S1 |
21,118 |
21,118 |
21,150 |
21,100 |
S2 |
21,081 |
21,081 |
21,143 |
|
S3 |
21,010 |
21,047 |
21,137 |
|
S4 |
20,939 |
20,976 |
21,117 |
|
|
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% |
103 |
0.5% |
76% |
False |
False |
112,538 |
10 |
21,227 |
20,837 |
390 |
1.8% |
98 |
0.5% |
82% |
False |
False |
105,352 |
20 |
21,227 |
20,474 |
753 |
3.6% |
128 |
0.6% |
91% |
False |
False |
121,218 |
40 |
21,227 |
20,311 |
916 |
4.3% |
137 |
0.6% |
92% |
False |
False |
123,551 |
60 |
21,227 |
20,311 |
916 |
4.3% |
142 |
0.7% |
92% |
False |
False |
133,663 |
80 |
21,227 |
20,072 |
1,155 |
5.5% |
138 |
0.6% |
94% |
False |
False |
103,247 |
100 |
21,227 |
19,552 |
1,675 |
7.9% |
135 |
0.6% |
96% |
False |
False |
82,619 |
120 |
21,227 |
19,552 |
1,675 |
7.9% |
130 |
0.6% |
96% |
False |
False |
68,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,487 |
2.618 |
21,371 |
1.618 |
21,300 |
1.000 |
21,256 |
0.618 |
21,229 |
HIGH |
21,185 |
0.618 |
21,158 |
0.500 |
21,150 |
0.382 |
21,141 |
LOW |
21,114 |
0.618 |
21,070 |
1.000 |
21,043 |
1.618 |
20,999 |
2.618 |
20,928 |
4.250 |
20,812 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,154 |
21,171 |
PP |
21,152 |
21,166 |
S1 |
21,150 |
21,161 |
|