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 |
21,104 |
21,121 |
17 |
0.1% |
21,023 |
High |
21,142 |
21,222 |
80 |
0.4% |
21,172 |
Low |
21,064 |
21,090 |
26 |
0.1% |
20,879 |
Close |
21,117 |
21,134 |
17 |
0.1% |
21,151 |
Range |
78 |
132 |
54 |
69.2% |
293 |
ATR |
121 |
122 |
1 |
0.6% |
0 |
Volume |
5,402 |
48,429 |
43,027 |
796.5% |
2,591 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,545 |
21,471 |
21,207 |
|
R3 |
21,413 |
21,339 |
21,170 |
|
R2 |
21,281 |
21,281 |
21,158 |
|
R1 |
21,207 |
21,207 |
21,146 |
21,244 |
PP |
21,149 |
21,149 |
21,149 |
21,167 |
S1 |
21,075 |
21,075 |
21,122 |
21,112 |
S2 |
21,017 |
21,017 |
21,110 |
|
S3 |
20,885 |
20,943 |
21,098 |
|
S4 |
20,753 |
20,811 |
21,062 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,946 |
21,842 |
21,312 |
|
R3 |
21,653 |
21,549 |
21,232 |
|
R2 |
21,360 |
21,360 |
21,205 |
|
R1 |
21,256 |
21,256 |
21,178 |
21,308 |
PP |
21,067 |
21,067 |
21,067 |
21,094 |
S1 |
20,963 |
20,963 |
21,124 |
21,015 |
S2 |
20,774 |
20,774 |
21,097 |
|
S3 |
20,481 |
20,670 |
21,071 |
|
S4 |
20,188 |
20,377 |
20,990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,230 |
21,064 |
166 |
0.8% |
98 |
0.5% |
42% |
False |
False |
11,891 |
10 |
21,230 |
20,879 |
351 |
1.7% |
107 |
0.5% |
73% |
False |
False |
6,126 |
20 |
21,230 |
20,433 |
797 |
3.8% |
127 |
0.6% |
88% |
False |
False |
3,129 |
40 |
21,230 |
20,267 |
963 |
4.6% |
128 |
0.6% |
90% |
False |
False |
1,597 |
60 |
21,230 |
20,267 |
963 |
4.6% |
135 |
0.6% |
90% |
False |
False |
1,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,783 |
2.618 |
21,568 |
1.618 |
21,436 |
1.000 |
21,354 |
0.618 |
21,304 |
HIGH |
21,222 |
0.618 |
21,172 |
0.500 |
21,156 |
0.382 |
21,141 |
LOW |
21,090 |
0.618 |
21,009 |
1.000 |
20,958 |
1.618 |
20,877 |
2.618 |
20,745 |
4.250 |
20,529 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,156 |
21,143 |
PP |
21,149 |
21,140 |
S1 |
21,141 |
21,137 |
|