| 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 |
20,125 |
20,140 |
15 |
0.1% |
19,705 |
| High |
20,225 |
20,155 |
-70 |
-0.3% |
20,250 |
| Low |
20,090 |
19,895 |
-195 |
-1.0% |
19,570 |
| Close |
20,150 |
19,945 |
-205 |
-1.0% |
20,160 |
| Range |
135 |
260 |
125 |
92.6% |
680 |
| ATR |
212 |
215 |
3 |
1.6% |
0 |
| Volume |
24,029 |
26,963 |
2,934 |
12.2% |
52,254 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,778 |
20,622 |
20,088 |
|
| R3 |
20,518 |
20,362 |
20,017 |
|
| R2 |
20,258 |
20,258 |
19,993 |
|
| R1 |
20,102 |
20,102 |
19,969 |
20,050 |
| PP |
19,998 |
19,998 |
19,998 |
19,973 |
| S1 |
19,842 |
19,842 |
19,921 |
19,790 |
| S2 |
19,738 |
19,738 |
19,897 |
|
| S3 |
19,478 |
19,582 |
19,874 |
|
| S4 |
19,218 |
19,322 |
19,802 |
|
|
| 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 |
19,595 |
655 |
3.3% |
226 |
1.1% |
53% |
False |
False |
18,512 |
| 10 |
20,250 |
19,570 |
680 |
3.4% |
198 |
1.0% |
55% |
False |
False |
14,229 |
| 20 |
20,250 |
19,295 |
955 |
4.8% |
209 |
1.0% |
68% |
False |
False |
13,092 |
| 40 |
20,250 |
18,255 |
1,995 |
10.0% |
209 |
1.0% |
85% |
False |
False |
11,705 |
| 60 |
20,250 |
18,255 |
1,995 |
10.0% |
219 |
1.1% |
85% |
False |
False |
11,999 |
| 80 |
20,250 |
18,255 |
1,995 |
10.0% |
221 |
1.1% |
85% |
False |
False |
9,938 |
| 100 |
20,250 |
18,255 |
1,995 |
10.0% |
225 |
1.1% |
85% |
False |
False |
7,953 |
| 120 |
20,250 |
18,255 |
1,995 |
10.0% |
210 |
1.1% |
85% |
False |
False |
6,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,260 |
|
2.618 |
20,836 |
|
1.618 |
20,576 |
|
1.000 |
20,415 |
|
0.618 |
20,316 |
|
HIGH |
20,155 |
|
0.618 |
20,056 |
|
0.500 |
20,025 |
|
0.382 |
19,994 |
|
LOW |
19,895 |
|
0.618 |
19,734 |
|
1.000 |
19,635 |
|
1.618 |
19,474 |
|
2.618 |
19,214 |
|
4.250 |
18,790 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,025 |
20,073 |
| PP |
19,998 |
20,030 |
| S1 |
19,972 |
19,988 |
|