Trading Metrics calculated at close of trading on 05-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
19,975 |
20,215 |
240 |
1.2% |
19,750 |
High |
20,265 |
20,245 |
-20 |
-0.1% |
20,265 |
Low |
19,955 |
20,120 |
165 |
0.8% |
19,605 |
Close |
20,180 |
20,170 |
-10 |
0.0% |
20,180 |
Range |
310 |
125 |
-185 |
-59.7% |
660 |
ATR |
197 |
191 |
-5 |
-2.6% |
0 |
Volume |
1,764 |
18,082 |
16,318 |
925.1% |
2,466 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,553 |
20,487 |
20,239 |
|
R3 |
20,428 |
20,362 |
20,205 |
|
R2 |
20,303 |
20,303 |
20,193 |
|
R1 |
20,237 |
20,237 |
20,182 |
20,208 |
PP |
20,178 |
20,178 |
20,178 |
20,164 |
S1 |
20,112 |
20,112 |
20,159 |
20,083 |
S2 |
20,053 |
20,053 |
20,147 |
|
S3 |
19,928 |
19,987 |
20,136 |
|
S4 |
19,803 |
19,862 |
20,101 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,997 |
21,748 |
20,543 |
|
R3 |
21,337 |
21,088 |
20,362 |
|
R2 |
20,677 |
20,677 |
20,301 |
|
R1 |
20,428 |
20,428 |
20,241 |
20,553 |
PP |
20,017 |
20,017 |
20,017 |
20,079 |
S1 |
19,768 |
19,768 |
20,120 |
19,893 |
S2 |
19,357 |
19,357 |
20,059 |
|
S3 |
18,697 |
19,108 |
19,999 |
|
S4 |
18,037 |
18,448 |
19,817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,265 |
19,605 |
660 |
3.3% |
194 |
1.0% |
86% |
False |
False |
4,109 |
10 |
20,265 |
19,605 |
660 |
3.3% |
165 |
0.8% |
86% |
False |
False |
2,076 |
20 |
20,265 |
19,330 |
935 |
4.6% |
189 |
0.9% |
90% |
False |
False |
1,070 |
40 |
20,265 |
18,290 |
1,975 |
9.8% |
182 |
0.9% |
95% |
False |
False |
543 |
60 |
20,265 |
18,290 |
1,975 |
9.8% |
180 |
0.9% |
95% |
False |
False |
363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,776 |
2.618 |
20,572 |
1.618 |
20,447 |
1.000 |
20,370 |
0.618 |
20,322 |
HIGH |
20,245 |
0.618 |
20,197 |
0.500 |
20,183 |
0.382 |
20,168 |
LOW |
20,120 |
0.618 |
20,043 |
1.000 |
19,995 |
1.618 |
19,918 |
2.618 |
19,793 |
4.250 |
19,589 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,183 |
20,107 |
PP |
20,178 |
20,043 |
S1 |
20,174 |
19,980 |
|