Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,169.76 |
21,208.96 |
39.20 |
0.2% |
21,195.03 |
High |
21,265.69 |
21,305.35 |
39.66 |
0.2% |
21,305.35 |
Low |
21,138.16 |
21,159.45 |
21.29 |
0.1% |
21,113.31 |
Close |
21,182.53 |
21,271.97 |
89.44 |
0.4% |
21,271.97 |
Range |
127.53 |
145.90 |
18.37 |
14.4% |
192.04 |
ATR |
110.05 |
112.61 |
2.56 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,683.29 |
21,623.53 |
21,352.22 |
|
R3 |
21,537.39 |
21,477.63 |
21,312.09 |
|
R2 |
21,391.49 |
21,391.49 |
21,298.72 |
|
R1 |
21,331.73 |
21,331.73 |
21,285.34 |
21,361.61 |
PP |
21,245.59 |
21,245.59 |
21,245.59 |
21,260.53 |
S1 |
21,185.83 |
21,185.83 |
21,258.60 |
21,215.71 |
S2 |
21,099.69 |
21,099.69 |
21,245.22 |
|
S3 |
20,953.79 |
21,039.93 |
21,231.85 |
|
S4 |
20,807.89 |
20,894.03 |
21,191.73 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,806.33 |
21,731.19 |
21,377.59 |
|
R3 |
21,614.29 |
21,539.15 |
21,324.78 |
|
R2 |
21,422.25 |
21,422.25 |
21,307.18 |
|
R1 |
21,347.11 |
21,347.11 |
21,289.57 |
21,384.68 |
PP |
21,230.21 |
21,230.21 |
21,230.21 |
21,249.00 |
S1 |
21,155.07 |
21,155.07 |
21,254.37 |
21,192.64 |
S2 |
21,038.17 |
21,038.17 |
21,236.76 |
|
S3 |
20,846.13 |
20,963.03 |
21,219.16 |
|
S4 |
20,654.09 |
20,770.99 |
21,166.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,305.35 |
21,113.31 |
192.04 |
0.9% |
93.54 |
0.4% |
83% |
True |
False |
|
10 |
21,305.35 |
20,942.57 |
362.78 |
1.7% |
91.86 |
0.4% |
91% |
True |
False |
|
20 |
21,305.35 |
20,553.45 |
751.90 |
3.5% |
101.60 |
0.5% |
96% |
True |
False |
|
40 |
21,305.35 |
20,379.55 |
925.80 |
4.4% |
106.28 |
0.5% |
96% |
True |
False |
|
60 |
21,305.35 |
20,379.55 |
925.80 |
4.4% |
116.77 |
0.5% |
96% |
True |
False |
|
80 |
21,305.35 |
20,379.55 |
925.80 |
4.4% |
112.74 |
0.5% |
96% |
True |
False |
|
100 |
21,305.35 |
19,677.94 |
1,627.41 |
7.7% |
111.34 |
0.5% |
98% |
True |
False |
|
120 |
21,305.35 |
19,677.94 |
1,627.41 |
7.7% |
109.72 |
0.5% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,925.43 |
2.618 |
21,687.32 |
1.618 |
21,541.42 |
1.000 |
21,451.25 |
0.618 |
21,395.52 |
HIGH |
21,305.35 |
0.618 |
21,249.62 |
0.500 |
21,232.40 |
0.382 |
21,215.18 |
LOW |
21,159.45 |
0.618 |
21,069.28 |
1.000 |
21,013.55 |
1.618 |
20,923.38 |
2.618 |
20,777.48 |
4.250 |
20,539.38 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,258.78 |
21,251.09 |
PP |
21,245.59 |
21,230.21 |
S1 |
21,232.40 |
21,209.33 |
|