Trading Metrics calculated at close of trading on 05-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,142.09 |
21,195.03 |
52.94 |
0.3% |
21,045.49 |
High |
21,225.04 |
21,224.41 |
-0.63 |
0.0% |
21,225.04 |
Low |
21,129.56 |
21,168.69 |
39.13 |
0.2% |
20,942.57 |
Close |
21,206.29 |
21,184.04 |
-22.25 |
-0.1% |
21,206.29 |
Range |
95.48 |
55.72 |
-39.76 |
-41.6% |
282.47 |
ATR |
119.23 |
114.69 |
-4.54 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,359.54 |
21,327.51 |
21,214.69 |
|
R3 |
21,303.82 |
21,271.79 |
21,199.36 |
|
R2 |
21,248.10 |
21,248.10 |
21,194.26 |
|
R1 |
21,216.07 |
21,216.07 |
21,189.15 |
21,204.23 |
PP |
21,192.38 |
21,192.38 |
21,192.38 |
21,186.46 |
S1 |
21,160.35 |
21,160.35 |
21,178.93 |
21,148.51 |
S2 |
21,136.66 |
21,136.66 |
21,173.82 |
|
S3 |
21,080.94 |
21,104.63 |
21,168.72 |
|
S4 |
21,025.22 |
21,048.91 |
21,153.39 |
|
|
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% |
92.86 |
0.4% |
85% |
False |
False |
|
10 |
21,225.04 |
20,860.16 |
364.88 |
1.7% |
77.58 |
0.4% |
89% |
False |
False |
|
20 |
21,225.04 |
20,553.45 |
671.59 |
3.2% |
100.11 |
0.5% |
94% |
False |
False |
|
40 |
21,225.04 |
20,379.55 |
845.49 |
4.0% |
108.27 |
0.5% |
95% |
False |
False |
|
60 |
21,225.04 |
20,379.55 |
845.49 |
4.0% |
116.55 |
0.6% |
95% |
False |
False |
|
80 |
21,225.04 |
20,061.73 |
1,163.31 |
5.5% |
113.68 |
0.5% |
96% |
False |
False |
|
100 |
21,225.04 |
19,677.94 |
1,547.10 |
7.3% |
112.31 |
0.5% |
97% |
False |
False |
|
120 |
21,225.04 |
19,677.94 |
1,547.10 |
7.3% |
110.80 |
0.5% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,461.22 |
2.618 |
21,370.28 |
1.618 |
21,314.56 |
1.000 |
21,280.13 |
0.618 |
21,258.84 |
HIGH |
21,224.41 |
0.618 |
21,203.12 |
0.500 |
21,196.55 |
0.382 |
21,189.98 |
LOW |
21,168.69 |
0.618 |
21,134.26 |
1.000 |
21,112.97 |
1.618 |
21,078.54 |
2.618 |
21,022.82 |
4.250 |
20,931.88 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,196.55 |
21,159.24 |
PP |
21,192.38 |
21,134.43 |
S1 |
21,188.21 |
21,109.63 |
|