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 |
20,140 |
19,940 |
-200 |
-1.0% |
19,705 |
High |
20,155 |
20,025 |
-130 |
-0.6% |
20,250 |
Low |
19,895 |
19,905 |
10 |
0.1% |
19,570 |
Close |
19,945 |
19,990 |
45 |
0.2% |
20,160 |
Range |
260 |
120 |
-140 |
-53.8% |
680 |
ATR |
215 |
209 |
-7 |
-3.2% |
0 |
Volume |
26,963 |
12,683 |
-14,280 |
-53.0% |
52,254 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,333 |
20,282 |
20,056 |
|
R3 |
20,213 |
20,162 |
20,023 |
|
R2 |
20,093 |
20,093 |
20,012 |
|
R1 |
20,042 |
20,042 |
20,001 |
20,068 |
PP |
19,973 |
19,973 |
19,973 |
19,986 |
S1 |
19,922 |
19,922 |
19,979 |
19,948 |
S2 |
19,853 |
19,853 |
19,968 |
|
S3 |
19,733 |
19,802 |
19,957 |
|
S4 |
19,613 |
19,682 |
19,924 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,033 |
21,777 |
20,534 |
|
R3 |
21,353 |
21,097 |
20,347 |
|
R2 |
20,673 |
20,673 |
20,285 |
|
R1 |
20,417 |
20,417 |
20,222 |
20,545 |
PP |
19,993 |
19,993 |
19,993 |
20,058 |
S1 |
19,737 |
19,737 |
20,098 |
19,865 |
S2 |
19,313 |
19,313 |
20,035 |
|
S3 |
18,633 |
19,057 |
19,973 |
|
S4 |
17,953 |
18,377 |
19,786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,250 |
19,665 |
585 |
2.9% |
225 |
1.1% |
56% |
False |
False |
19,109 |
10 |
20,250 |
19,570 |
680 |
3.4% |
191 |
1.0% |
62% |
False |
False |
14,551 |
20 |
20,250 |
19,295 |
955 |
4.8% |
206 |
1.0% |
73% |
False |
False |
13,211 |
40 |
20,250 |
18,255 |
1,995 |
10.0% |
208 |
1.0% |
87% |
False |
False |
11,841 |
60 |
20,250 |
18,255 |
1,995 |
10.0% |
219 |
1.1% |
87% |
False |
False |
12,108 |
80 |
20,250 |
18,255 |
1,995 |
10.0% |
220 |
1.1% |
87% |
False |
False |
10,096 |
100 |
20,250 |
18,255 |
1,995 |
10.0% |
224 |
1.1% |
87% |
False |
False |
8,079 |
120 |
20,250 |
18,255 |
1,995 |
10.0% |
211 |
1.1% |
87% |
False |
False |
6,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,535 |
2.618 |
20,339 |
1.618 |
20,219 |
1.000 |
20,145 |
0.618 |
20,099 |
HIGH |
20,025 |
0.618 |
19,979 |
0.500 |
19,965 |
0.382 |
19,951 |
LOW |
19,905 |
0.618 |
19,831 |
1.000 |
19,785 |
1.618 |
19,711 |
2.618 |
19,591 |
4.250 |
19,395 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
19,982 |
20,060 |
PP |
19,973 |
20,037 |
S1 |
19,965 |
20,013 |
|