Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,215 |
20,155 |
-60 |
-0.3% |
19,750 |
High |
20,245 |
20,170 |
-75 |
-0.4% |
20,265 |
Low |
20,120 |
19,915 |
-205 |
-1.0% |
19,605 |
Close |
20,170 |
19,965 |
-205 |
-1.0% |
20,180 |
Range |
125 |
255 |
130 |
104.0% |
660 |
ATR |
191 |
196 |
5 |
2.4% |
0 |
Volume |
18,082 |
19,455 |
1,373 |
7.6% |
2,466 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,782 |
20,628 |
20,105 |
|
R3 |
20,527 |
20,373 |
20,035 |
|
R2 |
20,272 |
20,272 |
20,012 |
|
R1 |
20,118 |
20,118 |
19,989 |
20,068 |
PP |
20,017 |
20,017 |
20,017 |
19,991 |
S1 |
19,863 |
19,863 |
19,942 |
19,813 |
S2 |
19,762 |
19,762 |
19,918 |
|
S3 |
19,507 |
19,608 |
19,895 |
|
S4 |
19,252 |
19,353 |
19,825 |
|
|
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 |
19,620 |
645 |
3.2% |
215 |
1.1% |
53% |
False |
False |
7,980 |
10 |
20,265 |
19,605 |
660 |
3.3% |
183 |
0.9% |
55% |
False |
False |
4,020 |
20 |
20,265 |
19,330 |
935 |
4.7% |
192 |
1.0% |
68% |
False |
False |
2,041 |
40 |
20,265 |
18,290 |
1,975 |
9.9% |
181 |
0.9% |
85% |
False |
False |
1,029 |
60 |
20,265 |
18,290 |
1,975 |
9.9% |
183 |
0.9% |
85% |
False |
False |
687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,254 |
2.618 |
20,838 |
1.618 |
20,583 |
1.000 |
20,425 |
0.618 |
20,328 |
HIGH |
20,170 |
0.618 |
20,073 |
0.500 |
20,043 |
0.382 |
20,013 |
LOW |
19,915 |
0.618 |
19,758 |
1.000 |
19,660 |
1.618 |
19,503 |
2.618 |
19,248 |
4.250 |
18,831 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,043 |
20,090 |
PP |
20,017 |
20,048 |
S1 |
19,991 |
20,007 |
|