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 |
21,177 |
21,145 |
-32 |
-0.2% |
21,070 |
High |
21,185 |
21,188 |
3 |
0.0% |
21,227 |
Low |
21,114 |
21,108 |
-6 |
0.0% |
20,929 |
Close |
21,156 |
21,163 |
7 |
0.0% |
21,203 |
Range |
71 |
80 |
9 |
12.7% |
298 |
ATR |
125 |
122 |
-3 |
-2.6% |
0 |
Volume |
114,810 |
121,187 |
6,377 |
5.6% |
477,526 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,393 |
21,358 |
21,207 |
|
R3 |
21,313 |
21,278 |
21,185 |
|
R2 |
21,233 |
21,233 |
21,178 |
|
R1 |
21,198 |
21,198 |
21,170 |
21,216 |
PP |
21,153 |
21,153 |
21,153 |
21,162 |
S1 |
21,118 |
21,118 |
21,156 |
21,136 |
S2 |
21,073 |
21,073 |
21,148 |
|
S3 |
20,993 |
21,038 |
21,141 |
|
S4 |
20,913 |
20,958 |
21,119 |
|
|
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 |
20,986 |
241 |
1.1% |
93 |
0.4% |
73% |
False |
False |
111,092 |
10 |
21,227 |
20,894 |
333 |
1.6% |
96 |
0.5% |
81% |
False |
False |
107,273 |
20 |
21,227 |
20,474 |
753 |
3.6% |
126 |
0.6% |
92% |
False |
False |
122,852 |
40 |
21,227 |
20,311 |
916 |
4.3% |
135 |
0.6% |
93% |
False |
False |
123,090 |
60 |
21,227 |
20,311 |
916 |
4.3% |
142 |
0.7% |
93% |
False |
False |
133,658 |
80 |
21,227 |
20,174 |
1,053 |
5.0% |
137 |
0.6% |
94% |
False |
False |
104,759 |
100 |
21,227 |
19,552 |
1,675 |
7.9% |
135 |
0.6% |
96% |
False |
False |
83,830 |
120 |
21,227 |
19,552 |
1,675 |
7.9% |
129 |
0.6% |
96% |
False |
False |
69,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,528 |
2.618 |
21,398 |
1.618 |
21,318 |
1.000 |
21,268 |
0.618 |
21,238 |
HIGH |
21,188 |
0.618 |
21,158 |
0.500 |
21,148 |
0.382 |
21,139 |
LOW |
21,108 |
0.618 |
21,059 |
1.000 |
21,028 |
1.618 |
20,979 |
2.618 |
20,899 |
4.250 |
20,768 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,158 |
21,164 |
PP |
21,153 |
21,164 |
S1 |
21,148 |
21,163 |
|