| 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 |
21,136 |
21,185 |
49 |
0.2% |
21,070 |
| High |
21,227 |
21,220 |
-7 |
0.0% |
21,227 |
| Low |
21,125 |
21,164 |
39 |
0.2% |
20,929 |
| Close |
21,203 |
21,176 |
-27 |
-0.1% |
21,203 |
| Range |
102 |
56 |
-46 |
-45.1% |
298 |
| ATR |
135 |
129 |
-6 |
-4.2% |
0 |
| Volume |
127,109 |
72,057 |
-55,052 |
-43.3% |
477,526 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,355 |
21,321 |
21,207 |
|
| R3 |
21,299 |
21,265 |
21,192 |
|
| R2 |
21,243 |
21,243 |
21,186 |
|
| R1 |
21,209 |
21,209 |
21,181 |
21,198 |
| PP |
21,187 |
21,187 |
21,187 |
21,181 |
| S1 |
21,153 |
21,153 |
21,171 |
21,142 |
| S2 |
21,131 |
21,131 |
21,166 |
|
| S3 |
21,075 |
21,097 |
21,161 |
|
| S4 |
21,019 |
21,041 |
21,145 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,014 |
21,906 |
21,367 |
|
| R3 |
21,716 |
21,608 |
21,285 |
|
| R2 |
21,418 |
21,418 |
21,258 |
|
| R1 |
21,310 |
21,310 |
21,230 |
21,364 |
| PP |
21,120 |
21,120 |
21,120 |
21,147 |
| S1 |
21,012 |
21,012 |
21,176 |
21,066 |
| S2 |
20,822 |
20,822 |
21,148 |
|
| S3 |
20,524 |
20,714 |
21,121 |
|
| S4 |
20,226 |
20,416 |
21,039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,227 |
20,929 |
298 |
1.4% |
107 |
0.5% |
83% |
False |
False |
109,916 |
| 10 |
21,227 |
20,766 |
461 |
2.2% |
104 |
0.5% |
89% |
False |
False |
103,795 |
| 20 |
21,227 |
20,474 |
753 |
3.6% |
130 |
0.6% |
93% |
False |
False |
119,644 |
| 40 |
21,227 |
20,311 |
916 |
4.3% |
140 |
0.7% |
94% |
False |
False |
124,841 |
| 60 |
21,227 |
20,311 |
916 |
4.3% |
143 |
0.7% |
94% |
False |
False |
134,754 |
| 80 |
21,227 |
19,921 |
1,306 |
6.2% |
139 |
0.7% |
96% |
False |
False |
101,814 |
| 100 |
21,227 |
19,552 |
1,675 |
7.9% |
136 |
0.6% |
97% |
False |
False |
81,472 |
| 120 |
21,227 |
19,552 |
1,675 |
7.9% |
130 |
0.6% |
97% |
False |
False |
67,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,458 |
|
2.618 |
21,367 |
|
1.618 |
21,311 |
|
1.000 |
21,276 |
|
0.618 |
21,255 |
|
HIGH |
21,220 |
|
0.618 |
21,199 |
|
0.500 |
21,192 |
|
0.382 |
21,186 |
|
LOW |
21,164 |
|
0.618 |
21,130 |
|
1.000 |
21,108 |
|
1.618 |
21,074 |
|
2.618 |
21,018 |
|
4.250 |
20,926 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,192 |
21,153 |
| PP |
21,187 |
21,130 |
| S1 |
21,181 |
21,107 |
|