Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,195.03 |
21,145.48 |
-49.55 |
-0.2% |
21,045.49 |
High |
21,224.41 |
21,180.47 |
-43.94 |
-0.2% |
21,225.04 |
Low |
21,168.69 |
21,118.46 |
-50.23 |
-0.2% |
20,942.57 |
Close |
21,184.04 |
21,136.23 |
-47.81 |
-0.2% |
21,206.29 |
Range |
55.72 |
62.01 |
6.29 |
11.3% |
282.47 |
ATR |
114.69 |
111.18 |
-3.51 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,331.08 |
21,295.67 |
21,170.34 |
|
R3 |
21,269.07 |
21,233.66 |
21,153.28 |
|
R2 |
21,207.06 |
21,207.06 |
21,147.60 |
|
R1 |
21,171.65 |
21,171.65 |
21,141.91 |
21,158.35 |
PP |
21,145.05 |
21,145.05 |
21,145.05 |
21,138.41 |
S1 |
21,109.64 |
21,109.64 |
21,130.55 |
21,096.34 |
S2 |
21,083.04 |
21,083.04 |
21,124.86 |
|
S3 |
21,021.03 |
21,047.63 |
21,119.18 |
|
S4 |
20,959.02 |
20,985.62 |
21,102.12 |
|
|
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% |
94.46 |
0.4% |
69% |
False |
False |
|
10 |
21,225.04 |
20,896.22 |
328.82 |
1.6% |
78.37 |
0.4% |
73% |
False |
False |
|
20 |
21,225.04 |
20,553.45 |
671.59 |
3.2% |
100.87 |
0.5% |
87% |
False |
False |
|
40 |
21,225.04 |
20,379.55 |
845.49 |
4.0% |
106.85 |
0.5% |
89% |
False |
False |
|
60 |
21,225.04 |
20,379.55 |
845.49 |
4.0% |
115.71 |
0.5% |
89% |
False |
False |
|
80 |
21,225.04 |
20,204.76 |
1,020.28 |
4.8% |
112.65 |
0.5% |
91% |
False |
False |
|
100 |
21,225.04 |
19,677.94 |
1,547.10 |
7.3% |
111.53 |
0.5% |
94% |
False |
False |
|
120 |
21,225.04 |
19,677.94 |
1,547.10 |
7.3% |
110.68 |
0.5% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,444.01 |
2.618 |
21,342.81 |
1.618 |
21,280.80 |
1.000 |
21,242.48 |
0.618 |
21,218.79 |
HIGH |
21,180.47 |
0.618 |
21,156.78 |
0.500 |
21,149.47 |
0.382 |
21,142.15 |
LOW |
21,118.46 |
0.618 |
21,080.14 |
1.000 |
21,056.45 |
1.618 |
21,018.13 |
2.618 |
20,956.12 |
4.250 |
20,854.92 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,149.47 |
21,171.75 |
PP |
21,145.05 |
21,159.91 |
S1 |
21,140.64 |
21,148.07 |
|