Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,025 |
20,015 |
-10 |
0.0% |
20,215 |
High |
20,090 |
20,120 |
30 |
0.1% |
20,245 |
Low |
19,910 |
19,870 |
-40 |
-0.2% |
19,870 |
Close |
20,055 |
19,960 |
-95 |
-0.5% |
19,960 |
Range |
180 |
250 |
70 |
38.9% |
375 |
ATR |
189 |
194 |
4 |
2.3% |
0 |
Volume |
16,054 |
14,302 |
-1,752 |
-10.9% |
75,767 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,733 |
20,597 |
20,098 |
|
R3 |
20,483 |
20,347 |
20,029 |
|
R2 |
20,233 |
20,233 |
20,006 |
|
R1 |
20,097 |
20,097 |
19,983 |
20,040 |
PP |
19,983 |
19,983 |
19,983 |
19,955 |
S1 |
19,847 |
19,847 |
19,937 |
19,790 |
S2 |
19,733 |
19,733 |
19,914 |
|
S3 |
19,483 |
19,597 |
19,891 |
|
S4 |
19,233 |
19,347 |
19,823 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,150 |
20,930 |
20,166 |
|
R3 |
20,775 |
20,555 |
20,063 |
|
R2 |
20,400 |
20,400 |
20,029 |
|
R1 |
20,180 |
20,180 |
19,995 |
20,103 |
PP |
20,025 |
20,025 |
20,025 |
19,986 |
S1 |
19,805 |
19,805 |
19,926 |
19,728 |
S2 |
19,650 |
19,650 |
19,891 |
|
S3 |
19,275 |
19,430 |
19,857 |
|
S4 |
18,900 |
19,055 |
19,754 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,245 |
19,870 |
375 |
1.9% |
185 |
0.9% |
24% |
False |
True |
15,153 |
10 |
20,265 |
19,605 |
660 |
3.3% |
197 |
1.0% |
54% |
False |
False |
7,828 |
20 |
20,265 |
19,330 |
935 |
4.7% |
197 |
1.0% |
67% |
False |
False |
3,937 |
40 |
20,265 |
18,290 |
1,975 |
9.9% |
182 |
0.9% |
85% |
False |
False |
1,980 |
60 |
20,265 |
18,290 |
1,975 |
9.9% |
186 |
0.9% |
85% |
False |
False |
1,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,183 |
2.618 |
20,775 |
1.618 |
20,525 |
1.000 |
20,370 |
0.618 |
20,275 |
HIGH |
20,120 |
0.618 |
20,025 |
0.500 |
19,995 |
0.382 |
19,966 |
LOW |
19,870 |
0.618 |
19,716 |
1.000 |
19,620 |
1.618 |
19,466 |
2.618 |
19,216 |
4.250 |
18,808 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
19,995 |
19,995 |
PP |
19,983 |
19,983 |
S1 |
19,972 |
19,972 |
|