| 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 |
19,950 |
20,125 |
175 |
0.9% |
19,705 |
| High |
20,250 |
20,225 |
-25 |
-0.1% |
20,250 |
| Low |
19,925 |
20,090 |
165 |
0.8% |
19,570 |
| Close |
20,160 |
20,150 |
-10 |
0.0% |
20,160 |
| Range |
325 |
135 |
-190 |
-58.5% |
680 |
| ATR |
218 |
212 |
-6 |
-2.7% |
0 |
| Volume |
18,838 |
24,029 |
5,191 |
27.6% |
52,254 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,560 |
20,490 |
20,224 |
|
| R3 |
20,425 |
20,355 |
20,187 |
|
| R2 |
20,290 |
20,290 |
20,175 |
|
| R1 |
20,220 |
20,220 |
20,163 |
20,255 |
| PP |
20,155 |
20,155 |
20,155 |
20,173 |
| S1 |
20,085 |
20,085 |
20,138 |
20,120 |
| S2 |
20,020 |
20,020 |
20,125 |
|
| S3 |
19,885 |
19,950 |
20,113 |
|
| S4 |
19,750 |
19,815 |
20,076 |
|
|
| 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% |
209 |
1.0% |
85% |
False |
False |
15,256 |
| 10 |
20,250 |
19,570 |
680 |
3.4% |
183 |
0.9% |
85% |
False |
False |
12,179 |
| 20 |
20,250 |
19,295 |
955 |
4.7% |
207 |
1.0% |
90% |
False |
False |
12,427 |
| 40 |
20,250 |
18,255 |
1,995 |
9.9% |
211 |
1.0% |
95% |
False |
False |
11,581 |
| 60 |
20,250 |
18,255 |
1,995 |
9.9% |
219 |
1.1% |
95% |
False |
False |
11,771 |
| 80 |
20,250 |
18,255 |
1,995 |
9.9% |
222 |
1.1% |
95% |
False |
False |
9,601 |
| 100 |
20,250 |
18,255 |
1,995 |
9.9% |
226 |
1.1% |
95% |
False |
False |
7,683 |
| 120 |
20,250 |
18,255 |
1,995 |
9.9% |
209 |
1.0% |
95% |
False |
False |
6,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,799 |
|
2.618 |
20,579 |
|
1.618 |
20,444 |
|
1.000 |
20,360 |
|
0.618 |
20,309 |
|
HIGH |
20,225 |
|
0.618 |
20,174 |
|
0.500 |
20,158 |
|
0.382 |
20,142 |
|
LOW |
20,090 |
|
0.618 |
20,007 |
|
1.000 |
19,955 |
|
1.618 |
19,872 |
|
2.618 |
19,737 |
|
4.250 |
19,516 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,158 |
20,086 |
| PP |
20,155 |
20,022 |
| S1 |
20,153 |
19,958 |
|