Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
19,655 |
19,700 |
45 |
0.2% |
19,695 |
High |
19,720 |
19,950 |
230 |
1.2% |
19,860 |
Low |
19,595 |
19,665 |
70 |
0.4% |
19,590 |
Close |
19,675 |
19,935 |
260 |
1.3% |
19,715 |
Range |
125 |
285 |
160 |
128.0% |
270 |
ATR |
204 |
210 |
6 |
2.8% |
0 |
Volume |
9,699 |
13,032 |
3,333 |
34.4% |
45,513 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,705 |
20,605 |
20,092 |
|
R3 |
20,420 |
20,320 |
20,014 |
|
R2 |
20,135 |
20,135 |
19,987 |
|
R1 |
20,035 |
20,035 |
19,961 |
20,085 |
PP |
19,850 |
19,850 |
19,850 |
19,875 |
S1 |
19,750 |
19,750 |
19,909 |
19,800 |
S2 |
19,565 |
19,565 |
19,883 |
|
S3 |
19,280 |
19,465 |
19,857 |
|
S4 |
18,995 |
19,180 |
19,778 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,532 |
20,393 |
19,864 |
|
R3 |
20,262 |
20,123 |
19,789 |
|
R2 |
19,992 |
19,992 |
19,765 |
|
R1 |
19,853 |
19,853 |
19,740 |
19,923 |
PP |
19,722 |
19,722 |
19,722 |
19,756 |
S1 |
19,583 |
19,583 |
19,690 |
19,653 |
S2 |
19,452 |
19,452 |
19,666 |
|
S3 |
19,182 |
19,313 |
19,641 |
|
S4 |
18,912 |
19,043 |
19,567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,950 |
19,570 |
380 |
1.9% |
192 |
1.0% |
96% |
True |
False |
11,059 |
10 |
19,950 |
19,295 |
655 |
3.3% |
199 |
1.0% |
98% |
True |
False |
11,190 |
20 |
20,040 |
19,295 |
745 |
3.7% |
206 |
1.0% |
86% |
False |
False |
10,860 |
40 |
20,040 |
18,255 |
1,785 |
9.0% |
212 |
1.1% |
94% |
False |
False |
11,327 |
60 |
20,040 |
18,255 |
1,785 |
9.0% |
218 |
1.1% |
94% |
False |
False |
11,337 |
80 |
20,040 |
18,255 |
1,785 |
9.0% |
220 |
1.1% |
94% |
False |
False |
9,066 |
100 |
20,040 |
18,255 |
1,785 |
9.0% |
225 |
1.1% |
94% |
False |
False |
7,254 |
120 |
20,040 |
18,255 |
1,785 |
9.0% |
206 |
1.0% |
94% |
False |
False |
6,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,161 |
2.618 |
20,696 |
1.618 |
20,411 |
1.000 |
20,235 |
0.618 |
20,126 |
HIGH |
19,950 |
0.618 |
19,841 |
0.500 |
19,808 |
0.382 |
19,774 |
LOW |
19,665 |
0.618 |
19,489 |
1.000 |
19,380 |
1.618 |
19,204 |
2.618 |
18,919 |
4.250 |
18,454 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
19,893 |
19,877 |
PP |
19,850 |
19,818 |
S1 |
19,808 |
19,760 |
|