Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,166 |
21,139 |
-27 |
-0.1% |
21,185 |
High |
21,270 |
21,301 |
31 |
0.1% |
21,301 |
Low |
21,133 |
21,127 |
-6 |
0.0% |
21,108 |
Close |
21,178 |
21,251 |
73 |
0.3% |
21,251 |
Range |
137 |
174 |
37 |
27.0% |
193 |
ATR |
123 |
126 |
4 |
3.0% |
0 |
Volume |
131,835 |
121,235 |
-10,600 |
-8.0% |
561,124 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,748 |
21,674 |
21,347 |
|
R3 |
21,574 |
21,500 |
21,299 |
|
R2 |
21,400 |
21,400 |
21,283 |
|
R1 |
21,326 |
21,326 |
21,267 |
21,363 |
PP |
21,226 |
21,226 |
21,226 |
21,245 |
S1 |
21,152 |
21,152 |
21,235 |
21,189 |
S2 |
21,052 |
21,052 |
21,219 |
|
S3 |
20,878 |
20,978 |
21,203 |
|
S4 |
20,704 |
20,804 |
21,155 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,799 |
21,718 |
21,357 |
|
R3 |
21,606 |
21,525 |
21,304 |
|
R2 |
21,413 |
21,413 |
21,287 |
|
R1 |
21,332 |
21,332 |
21,269 |
21,373 |
PP |
21,220 |
21,220 |
21,220 |
21,240 |
S1 |
21,139 |
21,139 |
21,233 |
21,180 |
S2 |
21,027 |
21,027 |
21,216 |
|
S3 |
20,834 |
20,946 |
21,198 |
|
S4 |
20,641 |
20,753 |
21,145 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,301 |
21,108 |
193 |
0.9% |
104 |
0.5% |
74% |
True |
False |
112,224 |
10 |
21,301 |
20,929 |
372 |
1.8% |
106 |
0.5% |
87% |
True |
False |
111,694 |
20 |
21,301 |
20,474 |
827 |
3.9% |
130 |
0.6% |
94% |
True |
False |
124,434 |
40 |
21,301 |
20,311 |
990 |
4.7% |
135 |
0.6% |
95% |
True |
False |
120,704 |
60 |
21,301 |
20,311 |
990 |
4.7% |
143 |
0.7% |
95% |
True |
False |
132,365 |
80 |
21,301 |
20,311 |
990 |
4.7% |
137 |
0.6% |
95% |
True |
False |
107,917 |
100 |
21,301 |
19,552 |
1,749 |
8.2% |
136 |
0.6% |
97% |
True |
False |
86,360 |
120 |
21,301 |
19,552 |
1,749 |
8.2% |
129 |
0.6% |
97% |
True |
False |
71,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,041 |
2.618 |
21,757 |
1.618 |
21,583 |
1.000 |
21,475 |
0.618 |
21,409 |
HIGH |
21,301 |
0.618 |
21,235 |
0.500 |
21,214 |
0.382 |
21,194 |
LOW |
21,127 |
0.618 |
21,020 |
1.000 |
20,953 |
1.618 |
20,846 |
2.618 |
20,672 |
4.250 |
20,388 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,239 |
21,236 |
PP |
21,226 |
21,220 |
S1 |
21,214 |
21,205 |
|