Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,048.46 |
21,030.55 |
-17.91 |
-0.1% |
20,867.77 |
High |
21,051.70 |
21,144.18 |
92.48 |
0.4% |
21,112.32 |
Low |
20,942.57 |
20,994.22 |
51.65 |
0.2% |
20,860.16 |
Close |
21,008.65 |
21,144.18 |
135.53 |
0.6% |
21,080.28 |
Range |
109.13 |
149.96 |
40.83 |
37.4% |
252.16 |
ATR |
118.83 |
121.06 |
2.22 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,544.07 |
21,494.09 |
21,226.66 |
|
R3 |
21,394.11 |
21,344.13 |
21,185.42 |
|
R2 |
21,244.15 |
21,244.15 |
21,171.67 |
|
R1 |
21,194.17 |
21,194.17 |
21,157.93 |
21,219.16 |
PP |
21,094.19 |
21,094.19 |
21,094.19 |
21,106.69 |
S1 |
21,044.21 |
21,044.21 |
21,130.43 |
21,069.20 |
S2 |
20,944.23 |
20,944.23 |
21,116.69 |
|
S3 |
20,794.27 |
20,894.25 |
21,102.94 |
|
S4 |
20,644.31 |
20,744.29 |
21,061.70 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,774.07 |
21,679.33 |
21,218.97 |
|
R3 |
21,521.91 |
21,427.17 |
21,149.62 |
|
R2 |
21,269.75 |
21,269.75 |
21,126.51 |
|
R1 |
21,175.01 |
21,175.01 |
21,103.39 |
21,222.38 |
PP |
21,017.59 |
21,017.59 |
21,017.59 |
21,041.27 |
S1 |
20,922.85 |
20,922.85 |
21,057.17 |
20,970.22 |
S2 |
20,765.43 |
20,765.43 |
21,034.05 |
|
S3 |
20,513.27 |
20,670.69 |
21,010.94 |
|
S4 |
20,261.11 |
20,418.53 |
20,941.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,144.18 |
20,942.57 |
201.61 |
1.0% |
83.27 |
0.4% |
100% |
True |
False |
|
10 |
21,144.18 |
20,553.45 |
590.73 |
2.8% |
99.96 |
0.5% |
100% |
True |
False |
|
20 |
21,144.18 |
20,553.45 |
590.73 |
2.8% |
104.79 |
0.5% |
100% |
True |
False |
|
40 |
21,144.18 |
20,379.55 |
764.63 |
3.6% |
114.05 |
0.5% |
100% |
True |
False |
|
60 |
21,144.18 |
20,379.55 |
764.63 |
3.6% |
118.02 |
0.6% |
100% |
True |
False |
|
80 |
21,169.11 |
20,015.33 |
1,153.78 |
5.5% |
113.54 |
0.5% |
98% |
False |
False |
|
100 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
112.57 |
0.5% |
98% |
False |
False |
|
120 |
21,169.11 |
19,527.83 |
1,641.28 |
7.8% |
111.81 |
0.5% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,781.51 |
2.618 |
21,536.78 |
1.618 |
21,386.82 |
1.000 |
21,294.14 |
0.618 |
21,236.86 |
HIGH |
21,144.18 |
0.618 |
21,086.90 |
0.500 |
21,069.20 |
0.382 |
21,051.50 |
LOW |
20,994.22 |
0.618 |
20,901.54 |
1.000 |
20,844.26 |
1.618 |
20,751.58 |
2.618 |
20,601.62 |
4.250 |
20,356.89 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,119.19 |
21,110.58 |
PP |
21,094.19 |
21,076.98 |
S1 |
21,069.20 |
21,043.38 |
|