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 |
21,121 |
21,109 |
-12 |
-0.1% |
21,142 |
High |
21,222 |
21,258 |
36 |
0.2% |
21,258 |
Low |
21,090 |
21,081 |
-9 |
0.0% |
21,064 |
Close |
21,134 |
21,207 |
73 |
0.3% |
21,207 |
Range |
132 |
177 |
45 |
34.1% |
194 |
ATR |
122 |
126 |
4 |
3.2% |
0 |
Volume |
48,429 |
197,719 |
149,290 |
308.3% |
256,031 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,713 |
21,637 |
21,304 |
|
R3 |
21,536 |
21,460 |
21,256 |
|
R2 |
21,359 |
21,359 |
21,240 |
|
R1 |
21,283 |
21,283 |
21,223 |
21,321 |
PP |
21,182 |
21,182 |
21,182 |
21,201 |
S1 |
21,106 |
21,106 |
21,191 |
21,144 |
S2 |
21,005 |
21,005 |
21,175 |
|
S3 |
20,828 |
20,929 |
21,158 |
|
S4 |
20,651 |
20,752 |
21,110 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,758 |
21,677 |
21,314 |
|
R3 |
21,564 |
21,483 |
21,260 |
|
R2 |
21,370 |
21,370 |
21,243 |
|
R1 |
21,289 |
21,289 |
21,225 |
21,330 |
PP |
21,176 |
21,176 |
21,176 |
21,197 |
S1 |
21,095 |
21,095 |
21,189 |
21,136 |
S2 |
20,982 |
20,982 |
21,172 |
|
S3 |
20,788 |
20,901 |
21,154 |
|
S4 |
20,594 |
20,707 |
21,100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,258 |
21,064 |
194 |
0.9% |
114 |
0.5% |
74% |
True |
False |
51,206 |
10 |
21,258 |
20,879 |
379 |
1.8% |
113 |
0.5% |
87% |
True |
False |
25,882 |
20 |
21,258 |
20,433 |
825 |
3.9% |
130 |
0.6% |
94% |
True |
False |
13,012 |
40 |
21,258 |
20,267 |
991 |
4.7% |
129 |
0.6% |
95% |
True |
False |
6,539 |
60 |
21,258 |
20,267 |
991 |
4.7% |
136 |
0.6% |
95% |
True |
False |
4,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,010 |
2.618 |
21,722 |
1.618 |
21,545 |
1.000 |
21,435 |
0.618 |
21,368 |
HIGH |
21,258 |
0.618 |
21,191 |
0.500 |
21,170 |
0.382 |
21,149 |
LOW |
21,081 |
0.618 |
20,972 |
1.000 |
20,904 |
1.618 |
20,795 |
2.618 |
20,618 |
4.250 |
20,329 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,195 |
21,192 |
PP |
21,182 |
21,176 |
S1 |
21,170 |
21,161 |
|