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 |
19,965 |
20,025 |
60 |
0.3% |
19,750 |
High |
20,040 |
20,090 |
50 |
0.2% |
20,265 |
Low |
19,925 |
19,910 |
-15 |
-0.1% |
19,605 |
Close |
20,010 |
20,055 |
45 |
0.2% |
20,180 |
Range |
115 |
180 |
65 |
56.5% |
660 |
ATR |
190 |
189 |
-1 |
-0.4% |
0 |
Volume |
7,874 |
16,054 |
8,180 |
103.9% |
2,466 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,558 |
20,487 |
20,154 |
|
R3 |
20,378 |
20,307 |
20,105 |
|
R2 |
20,198 |
20,198 |
20,088 |
|
R1 |
20,127 |
20,127 |
20,072 |
20,163 |
PP |
20,018 |
20,018 |
20,018 |
20,036 |
S1 |
19,947 |
19,947 |
20,039 |
19,983 |
S2 |
19,838 |
19,838 |
20,022 |
|
S3 |
19,658 |
19,767 |
20,006 |
|
S4 |
19,478 |
19,587 |
19,956 |
|
|
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 |
19,910 |
355 |
1.8% |
197 |
1.0% |
41% |
False |
True |
12,645 |
10 |
20,265 |
19,605 |
660 |
3.3% |
185 |
0.9% |
68% |
False |
False |
6,405 |
20 |
20,265 |
19,330 |
935 |
4.7% |
193 |
1.0% |
78% |
False |
False |
3,223 |
40 |
20,265 |
18,290 |
1,975 |
9.8% |
180 |
0.9% |
89% |
False |
False |
1,623 |
60 |
20,265 |
18,290 |
1,975 |
9.8% |
184 |
0.9% |
89% |
False |
False |
1,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,855 |
2.618 |
20,561 |
1.618 |
20,381 |
1.000 |
20,270 |
0.618 |
20,201 |
HIGH |
20,090 |
0.618 |
20,021 |
0.500 |
20,000 |
0.382 |
19,979 |
LOW |
19,910 |
0.618 |
19,799 |
1.000 |
19,730 |
1.618 |
19,619 |
2.618 |
19,439 |
4.250 |
19,145 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,037 |
20,050 |
PP |
20,018 |
20,045 |
S1 |
20,000 |
20,040 |
|