| 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 |
19,700 |
19,950 |
250 |
1.3% |
19,705 |
| High |
19,950 |
20,250 |
300 |
1.5% |
20,250 |
| Low |
19,665 |
19,925 |
260 |
1.3% |
19,570 |
| Close |
19,935 |
20,160 |
225 |
1.1% |
20,160 |
| Range |
285 |
325 |
40 |
14.0% |
680 |
| ATR |
210 |
218 |
8 |
3.9% |
0 |
| Volume |
13,032 |
18,838 |
5,806 |
44.6% |
52,254 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,087 |
20,948 |
20,339 |
|
| R3 |
20,762 |
20,623 |
20,250 |
|
| R2 |
20,437 |
20,437 |
20,220 |
|
| R1 |
20,298 |
20,298 |
20,190 |
20,368 |
| PP |
20,112 |
20,112 |
20,112 |
20,146 |
| S1 |
19,973 |
19,973 |
20,130 |
20,043 |
| S2 |
19,787 |
19,787 |
20,101 |
|
| S3 |
19,462 |
19,648 |
20,071 |
|
| S4 |
19,137 |
19,323 |
19,981 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,033 |
21,777 |
20,534 |
|
| R3 |
21,353 |
21,097 |
20,347 |
|
| R2 |
20,673 |
20,673 |
20,285 |
|
| R1 |
20,417 |
20,417 |
20,222 |
20,545 |
| PP |
19,993 |
19,993 |
19,993 |
20,058 |
| S1 |
19,737 |
19,737 |
20,098 |
19,865 |
| S2 |
19,313 |
19,313 |
20,035 |
|
| S3 |
18,633 |
19,057 |
19,973 |
|
| S4 |
17,953 |
18,377 |
19,786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,250 |
19,570 |
680 |
3.4% |
228 |
1.1% |
87% |
True |
False |
12,649 |
| 10 |
20,250 |
19,505 |
745 |
3.7% |
195 |
1.0% |
88% |
True |
False |
10,868 |
| 20 |
20,250 |
19,295 |
955 |
4.7% |
214 |
1.1% |
91% |
True |
False |
11,494 |
| 40 |
20,250 |
18,255 |
1,995 |
9.9% |
214 |
1.1% |
95% |
True |
False |
11,428 |
| 60 |
20,250 |
18,255 |
1,995 |
9.9% |
220 |
1.1% |
95% |
True |
False |
11,538 |
| 80 |
20,250 |
18,255 |
1,995 |
9.9% |
222 |
1.1% |
95% |
True |
False |
9,301 |
| 100 |
20,250 |
18,255 |
1,995 |
9.9% |
226 |
1.1% |
95% |
True |
False |
7,443 |
| 120 |
20,250 |
18,255 |
1,995 |
9.9% |
208 |
1.0% |
95% |
True |
False |
6,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,631 |
|
2.618 |
21,101 |
|
1.618 |
20,776 |
|
1.000 |
20,575 |
|
0.618 |
20,451 |
|
HIGH |
20,250 |
|
0.618 |
20,126 |
|
0.500 |
20,088 |
|
0.382 |
20,049 |
|
LOW |
19,925 |
|
0.618 |
19,724 |
|
1.000 |
19,600 |
|
1.618 |
19,399 |
|
2.618 |
19,074 |
|
4.250 |
18,544 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,136 |
20,081 |
| PP |
20,112 |
20,002 |
| S1 |
20,088 |
19,923 |
|