Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,145 |
21,166 |
21 |
0.1% |
21,070 |
High |
21,188 |
21,270 |
82 |
0.4% |
21,227 |
Low |
21,108 |
21,133 |
25 |
0.1% |
20,929 |
Close |
21,163 |
21,178 |
15 |
0.1% |
21,203 |
Range |
80 |
137 |
57 |
71.3% |
298 |
ATR |
122 |
123 |
1 |
0.9% |
0 |
Volume |
121,187 |
131,835 |
10,648 |
8.8% |
477,526 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,605 |
21,528 |
21,253 |
|
R3 |
21,468 |
21,391 |
21,216 |
|
R2 |
21,331 |
21,331 |
21,203 |
|
R1 |
21,254 |
21,254 |
21,191 |
21,293 |
PP |
21,194 |
21,194 |
21,194 |
21,213 |
S1 |
21,117 |
21,117 |
21,166 |
21,156 |
S2 |
21,057 |
21,057 |
21,153 |
|
S3 |
20,920 |
20,980 |
21,140 |
|
S4 |
20,783 |
20,843 |
21,103 |
|
|
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 |
21,270 |
21,108 |
162 |
0.8% |
89 |
0.4% |
43% |
True |
False |
113,399 |
10 |
21,270 |
20,929 |
341 |
1.6% |
99 |
0.5% |
73% |
True |
False |
110,877 |
20 |
21,270 |
20,474 |
796 |
3.8% |
128 |
0.6% |
88% |
True |
False |
124,659 |
40 |
21,270 |
20,311 |
959 |
4.5% |
134 |
0.6% |
90% |
True |
False |
121,606 |
60 |
21,270 |
20,311 |
959 |
4.5% |
142 |
0.7% |
90% |
True |
False |
133,104 |
80 |
21,270 |
20,286 |
984 |
4.6% |
137 |
0.6% |
91% |
True |
False |
106,404 |
100 |
21,270 |
19,552 |
1,718 |
8.1% |
135 |
0.6% |
95% |
True |
False |
85,148 |
120 |
21,270 |
19,552 |
1,718 |
8.1% |
129 |
0.6% |
95% |
True |
False |
70,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,852 |
2.618 |
21,629 |
1.618 |
21,492 |
1.000 |
21,407 |
0.618 |
21,355 |
HIGH |
21,270 |
0.618 |
21,218 |
0.500 |
21,202 |
0.382 |
21,185 |
LOW |
21,133 |
0.618 |
21,048 |
1.000 |
20,996 |
1.618 |
20,911 |
2.618 |
20,774 |
4.250 |
20,551 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,202 |
21,189 |
PP |
21,194 |
21,185 |
S1 |
21,186 |
21,182 |
|