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 |
19,940 |
20,015 |
75 |
0.4% |
19,705 |
High |
20,025 |
20,075 |
50 |
0.2% |
20,250 |
Low |
19,905 |
19,900 |
-5 |
0.0% |
19,570 |
Close |
19,990 |
20,030 |
40 |
0.2% |
20,160 |
Range |
120 |
175 |
55 |
45.8% |
680 |
ATR |
209 |
206 |
-2 |
-1.1% |
0 |
Volume |
12,683 |
7,221 |
-5,462 |
-43.1% |
52,254 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,527 |
20,453 |
20,126 |
|
R3 |
20,352 |
20,278 |
20,078 |
|
R2 |
20,177 |
20,177 |
20,062 |
|
R1 |
20,103 |
20,103 |
20,046 |
20,140 |
PP |
20,002 |
20,002 |
20,002 |
20,020 |
S1 |
19,928 |
19,928 |
20,014 |
19,965 |
S2 |
19,827 |
19,827 |
19,998 |
|
S3 |
19,652 |
19,753 |
19,982 |
|
S4 |
19,477 |
19,578 |
19,934 |
|
|
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 |
19,895 |
355 |
1.8% |
203 |
1.0% |
38% |
False |
False |
17,946 |
10 |
20,250 |
19,570 |
680 |
3.4% |
198 |
1.0% |
68% |
False |
False |
14,503 |
20 |
20,250 |
19,295 |
955 |
4.8% |
209 |
1.0% |
77% |
False |
False |
13,107 |
40 |
20,250 |
18,255 |
1,995 |
10.0% |
207 |
1.0% |
89% |
False |
False |
11,655 |
60 |
20,250 |
18,255 |
1,995 |
10.0% |
218 |
1.1% |
89% |
False |
False |
12,130 |
80 |
20,250 |
18,255 |
1,995 |
10.0% |
220 |
1.1% |
89% |
False |
False |
10,186 |
100 |
20,250 |
18,255 |
1,995 |
10.0% |
224 |
1.1% |
89% |
False |
False |
8,152 |
120 |
20,250 |
18,255 |
1,995 |
10.0% |
211 |
1.1% |
89% |
False |
False |
6,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,819 |
2.618 |
20,533 |
1.618 |
20,358 |
1.000 |
20,250 |
0.618 |
20,183 |
HIGH |
20,075 |
0.618 |
20,008 |
0.500 |
19,988 |
0.382 |
19,967 |
LOW |
19,900 |
0.618 |
19,792 |
1.000 |
19,725 |
1.618 |
19,617 |
2.618 |
19,442 |
4.250 |
19,156 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,016 |
20,028 |
PP |
20,002 |
20,027 |
S1 |
19,988 |
20,025 |
|