Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,139 |
21,251 |
112 |
0.5% |
21,185 |
High |
21,301 |
21,267 |
-34 |
-0.2% |
21,301 |
Low |
21,127 |
21,181 |
54 |
0.3% |
21,108 |
Close |
21,251 |
21,226 |
-25 |
-0.1% |
21,251 |
Range |
174 |
86 |
-88 |
-50.6% |
193 |
ATR |
126 |
123 |
-3 |
-2.3% |
0 |
Volume |
121,235 |
63,290 |
-57,945 |
-47.8% |
561,124 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,483 |
21,440 |
21,273 |
|
R3 |
21,397 |
21,354 |
21,250 |
|
R2 |
21,311 |
21,311 |
21,242 |
|
R1 |
21,268 |
21,268 |
21,234 |
21,247 |
PP |
21,225 |
21,225 |
21,225 |
21,214 |
S1 |
21,182 |
21,182 |
21,218 |
21,161 |
S2 |
21,139 |
21,139 |
21,210 |
|
S3 |
21,053 |
21,096 |
21,202 |
|
S4 |
20,967 |
21,010 |
21,179 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,799 |
21,718 |
21,357 |
|
R3 |
21,606 |
21,525 |
21,304 |
|
R2 |
21,413 |
21,413 |
21,287 |
|
R1 |
21,332 |
21,332 |
21,269 |
21,373 |
PP |
21,220 |
21,220 |
21,220 |
21,240 |
S1 |
21,139 |
21,139 |
21,233 |
21,180 |
S2 |
21,027 |
21,027 |
21,216 |
|
S3 |
20,834 |
20,946 |
21,198 |
|
S4 |
20,641 |
20,753 |
21,145 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,301 |
21,108 |
193 |
0.9% |
110 |
0.5% |
61% |
False |
False |
110,471 |
10 |
21,301 |
20,929 |
372 |
1.8% |
109 |
0.5% |
80% |
False |
False |
110,194 |
20 |
21,301 |
20,474 |
827 |
3.9% |
132 |
0.6% |
91% |
False |
False |
123,410 |
40 |
21,301 |
20,311 |
990 |
4.7% |
133 |
0.6% |
92% |
False |
False |
118,248 |
60 |
21,301 |
20,311 |
990 |
4.7% |
142 |
0.7% |
92% |
False |
False |
130,903 |
80 |
21,301 |
20,311 |
990 |
4.7% |
136 |
0.6% |
92% |
False |
False |
108,704 |
100 |
21,301 |
19,552 |
1,749 |
8.2% |
135 |
0.6% |
96% |
False |
False |
86,992 |
120 |
21,301 |
19,552 |
1,749 |
8.2% |
129 |
0.6% |
96% |
False |
False |
72,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,633 |
2.618 |
21,492 |
1.618 |
21,406 |
1.000 |
21,353 |
0.618 |
21,320 |
HIGH |
21,267 |
0.618 |
21,234 |
0.500 |
21,224 |
0.382 |
21,214 |
LOW |
21,181 |
0.618 |
21,128 |
1.000 |
21,095 |
1.618 |
21,042 |
2.618 |
20,956 |
4.250 |
20,816 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,225 |
21,222 |
PP |
21,225 |
21,218 |
S1 |
21,224 |
21,214 |
|