Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,251 |
21,225 |
-26 |
-0.1% |
21,185 |
High |
21,267 |
21,336 |
69 |
0.3% |
21,301 |
Low |
21,181 |
21,220 |
39 |
0.2% |
21,108 |
Close |
21,226 |
21,322 |
96 |
0.5% |
21,251 |
Range |
86 |
116 |
30 |
34.9% |
193 |
ATR |
123 |
123 |
-1 |
-0.4% |
0 |
Volume |
63,290 |
55,548 |
-7,742 |
-12.2% |
561,124 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,641 |
21,597 |
21,386 |
|
R3 |
21,525 |
21,481 |
21,354 |
|
R2 |
21,409 |
21,409 |
21,343 |
|
R1 |
21,365 |
21,365 |
21,333 |
21,387 |
PP |
21,293 |
21,293 |
21,293 |
21,304 |
S1 |
21,249 |
21,249 |
21,311 |
21,271 |
S2 |
21,177 |
21,177 |
21,301 |
|
S3 |
21,061 |
21,133 |
21,290 |
|
S4 |
20,945 |
21,017 |
21,258 |
|
|
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 |
21,336 |
21,108 |
228 |
1.1% |
119 |
0.6% |
94% |
True |
False |
98,619 |
10 |
21,336 |
20,929 |
407 |
1.9% |
111 |
0.5% |
97% |
True |
False |
105,578 |
20 |
21,336 |
20,474 |
862 |
4.0% |
132 |
0.6% |
98% |
True |
False |
121,667 |
40 |
21,336 |
20,311 |
1,025 |
4.8% |
131 |
0.6% |
99% |
True |
False |
117,163 |
60 |
21,336 |
20,311 |
1,025 |
4.8% |
143 |
0.7% |
99% |
True |
False |
130,078 |
80 |
21,336 |
20,311 |
1,025 |
4.8% |
137 |
0.6% |
99% |
True |
False |
109,397 |
100 |
21,336 |
19,602 |
1,734 |
8.1% |
135 |
0.6% |
99% |
True |
False |
87,547 |
120 |
21,336 |
19,552 |
1,784 |
8.4% |
130 |
0.6% |
99% |
True |
False |
72,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,829 |
2.618 |
21,640 |
1.618 |
21,524 |
1.000 |
21,452 |
0.618 |
21,408 |
HIGH |
21,336 |
0.618 |
21,292 |
0.500 |
21,278 |
0.382 |
21,264 |
LOW |
21,220 |
0.618 |
21,148 |
1.000 |
21,104 |
1.618 |
21,032 |
2.618 |
20,916 |
4.250 |
20,727 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,307 |
21,292 |
PP |
21,293 |
21,262 |
S1 |
21,278 |
21,232 |
|