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 |
20,155 |
19,965 |
-190 |
-0.9% |
19,750 |
High |
20,170 |
20,040 |
-130 |
-0.6% |
20,265 |
Low |
19,915 |
19,925 |
10 |
0.1% |
19,605 |
Close |
19,965 |
20,010 |
45 |
0.2% |
20,180 |
Range |
255 |
115 |
-140 |
-54.9% |
660 |
ATR |
196 |
190 |
-6 |
-3.0% |
0 |
Volume |
19,455 |
7,874 |
-11,581 |
-59.5% |
2,466 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,337 |
20,288 |
20,073 |
|
R3 |
20,222 |
20,173 |
20,042 |
|
R2 |
20,107 |
20,107 |
20,031 |
|
R1 |
20,058 |
20,058 |
20,021 |
20,083 |
PP |
19,992 |
19,992 |
19,992 |
20,004 |
S1 |
19,943 |
19,943 |
20,000 |
19,968 |
S2 |
19,877 |
19,877 |
19,989 |
|
S3 |
19,762 |
19,828 |
19,979 |
|
S4 |
19,647 |
19,713 |
19,947 |
|
|
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 |
19,695 |
570 |
2.8% |
215 |
1.1% |
55% |
False |
False |
9,515 |
10 |
20,265 |
19,605 |
660 |
3.3% |
175 |
0.9% |
61% |
False |
False |
4,805 |
20 |
20,265 |
19,330 |
935 |
4.7% |
189 |
0.9% |
73% |
False |
False |
2,422 |
40 |
20,265 |
18,290 |
1,975 |
9.9% |
180 |
0.9% |
87% |
False |
False |
1,223 |
60 |
20,265 |
18,290 |
1,975 |
9.9% |
183 |
0.9% |
87% |
False |
False |
818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,529 |
2.618 |
20,341 |
1.618 |
20,226 |
1.000 |
20,155 |
0.618 |
20,111 |
HIGH |
20,040 |
0.618 |
19,996 |
0.500 |
19,983 |
0.382 |
19,969 |
LOW |
19,925 |
0.618 |
19,854 |
1.000 |
19,810 |
1.618 |
19,739 |
2.618 |
19,624 |
4.250 |
19,436 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,001 |
20,080 |
PP |
19,992 |
20,057 |
S1 |
19,983 |
20,033 |
|