Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,145.48 |
21,171.57 |
26.09 |
0.1% |
21,045.49 |
High |
21,180.47 |
21,189.84 |
9.37 |
0.0% |
21,225.04 |
Low |
21,118.46 |
21,113.31 |
-5.15 |
0.0% |
20,942.57 |
Close |
21,136.23 |
21,173.69 |
37.46 |
0.2% |
21,206.29 |
Range |
62.01 |
76.53 |
14.52 |
23.4% |
282.47 |
ATR |
111.18 |
108.71 |
-2.48 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,388.54 |
21,357.64 |
21,215.78 |
|
R3 |
21,312.01 |
21,281.11 |
21,194.74 |
|
R2 |
21,235.48 |
21,235.48 |
21,187.72 |
|
R1 |
21,204.58 |
21,204.58 |
21,180.71 |
21,220.03 |
PP |
21,158.95 |
21,158.95 |
21,158.95 |
21,166.67 |
S1 |
21,128.05 |
21,128.05 |
21,166.67 |
21,143.50 |
S2 |
21,082.42 |
21,082.42 |
21,159.66 |
|
S3 |
21,005.89 |
21,051.52 |
21,152.64 |
|
S4 |
20,929.36 |
20,974.99 |
21,131.60 |
|
|
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 |
20,994.22 |
230.82 |
1.1% |
87.94 |
0.4% |
78% |
False |
False |
|
10 |
21,225.04 |
20,933.58 |
291.46 |
1.4% |
79.53 |
0.4% |
82% |
False |
False |
|
20 |
21,225.04 |
20,553.45 |
671.59 |
3.2% |
99.26 |
0.5% |
92% |
False |
False |
|
40 |
21,225.04 |
20,379.55 |
845.49 |
4.0% |
105.37 |
0.5% |
94% |
False |
False |
|
60 |
21,225.04 |
20,379.55 |
845.49 |
4.0% |
115.64 |
0.5% |
94% |
False |
False |
|
80 |
21,225.04 |
20,322.95 |
902.09 |
4.3% |
112.44 |
0.5% |
94% |
False |
False |
|
100 |
21,225.04 |
19,677.94 |
1,547.10 |
7.3% |
110.71 |
0.5% |
97% |
False |
False |
|
120 |
21,225.04 |
19,677.94 |
1,547.10 |
7.3% |
110.42 |
0.5% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,515.09 |
2.618 |
21,390.20 |
1.618 |
21,313.67 |
1.000 |
21,266.37 |
0.618 |
21,237.14 |
HIGH |
21,189.84 |
0.618 |
21,160.61 |
0.500 |
21,151.58 |
0.382 |
21,142.54 |
LOW |
21,113.31 |
0.618 |
21,066.01 |
1.000 |
21,036.78 |
1.618 |
20,989.48 |
2.618 |
20,912.95 |
4.250 |
20,788.06 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,166.32 |
21,172.08 |
PP |
21,158.95 |
21,170.47 |
S1 |
21,151.58 |
21,168.86 |
|