Trading Metrics calculated at close of trading on 02-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,030.55 |
21,142.09 |
111.54 |
0.5% |
21,045.49 |
High |
21,144.18 |
21,225.04 |
80.86 |
0.4% |
21,225.04 |
Low |
20,994.22 |
21,129.56 |
135.34 |
0.6% |
20,942.57 |
Close |
21,144.18 |
21,206.29 |
62.11 |
0.3% |
21,206.29 |
Range |
149.96 |
95.48 |
-54.48 |
-36.3% |
282.47 |
ATR |
121.06 |
119.23 |
-1.83 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,473.40 |
21,435.33 |
21,258.80 |
|
R3 |
21,377.92 |
21,339.85 |
21,232.55 |
|
R2 |
21,282.44 |
21,282.44 |
21,223.79 |
|
R1 |
21,244.37 |
21,244.37 |
21,215.04 |
21,263.41 |
PP |
21,186.96 |
21,186.96 |
21,186.96 |
21,196.48 |
S1 |
21,148.89 |
21,148.89 |
21,197.54 |
21,167.93 |
S2 |
21,091.48 |
21,091.48 |
21,188.79 |
|
S3 |
20,996.00 |
21,053.41 |
21,180.03 |
|
S4 |
20,900.52 |
20,957.93 |
21,153.78 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,972.04 |
21,871.64 |
21,361.65 |
|
R3 |
21,689.57 |
21,589.17 |
21,283.97 |
|
R2 |
21,407.10 |
21,407.10 |
21,258.08 |
|
R1 |
21,306.70 |
21,306.70 |
21,232.18 |
21,356.90 |
PP |
21,124.63 |
21,124.63 |
21,124.63 |
21,149.74 |
S1 |
21,024.23 |
21,024.23 |
21,180.40 |
21,074.43 |
S2 |
20,842.16 |
20,842.16 |
21,154.50 |
|
S3 |
20,559.69 |
20,741.76 |
21,128.61 |
|
S4 |
20,277.22 |
20,459.29 |
21,050.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,225.04 |
20,942.57 |
282.47 |
1.3% |
90.18 |
0.4% |
93% |
True |
False |
|
10 |
21,225.04 |
20,687.94 |
537.10 |
2.5% |
88.93 |
0.4% |
97% |
True |
False |
|
20 |
21,225.04 |
20,553.45 |
671.59 |
3.2% |
102.43 |
0.5% |
97% |
True |
False |
|
40 |
21,225.04 |
20,379.55 |
845.49 |
4.0% |
110.24 |
0.5% |
98% |
True |
False |
|
60 |
21,225.04 |
20,379.55 |
845.49 |
4.0% |
117.68 |
0.6% |
98% |
True |
False |
|
80 |
21,225.04 |
20,015.33 |
1,209.71 |
5.7% |
113.65 |
0.5% |
98% |
True |
False |
|
100 |
21,225.04 |
19,677.94 |
1,547.10 |
7.3% |
112.96 |
0.5% |
99% |
True |
False |
|
120 |
21,225.04 |
19,623.19 |
1,601.85 |
7.6% |
111.46 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,630.83 |
2.618 |
21,475.01 |
1.618 |
21,379.53 |
1.000 |
21,320.52 |
0.618 |
21,284.05 |
HIGH |
21,225.04 |
0.618 |
21,188.57 |
0.500 |
21,177.30 |
0.382 |
21,166.03 |
LOW |
21,129.56 |
0.618 |
21,070.55 |
1.000 |
21,034.08 |
1.618 |
20,975.07 |
2.618 |
20,879.59 |
4.250 |
20,723.77 |
|
|
Fisher Pivots for day following 02-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,196.63 |
21,165.46 |
PP |
21,186.96 |
21,124.63 |
S1 |
21,177.30 |
21,083.81 |
|