Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,225 |
21,322 |
97 |
0.5% |
21,185 |
High |
21,336 |
21,388 |
52 |
0.2% |
21,301 |
Low |
21,220 |
21,289 |
69 |
0.3% |
21,108 |
Close |
21,322 |
21,371 |
49 |
0.2% |
21,251 |
Range |
116 |
99 |
-17 |
-14.7% |
193 |
ATR |
123 |
121 |
-2 |
-1.4% |
0 |
Volume |
55,548 |
34,520 |
-21,028 |
-37.9% |
561,124 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,646 |
21,608 |
21,426 |
|
R3 |
21,547 |
21,509 |
21,398 |
|
R2 |
21,448 |
21,448 |
21,389 |
|
R1 |
21,410 |
21,410 |
21,380 |
21,429 |
PP |
21,349 |
21,349 |
21,349 |
21,359 |
S1 |
21,311 |
21,311 |
21,362 |
21,330 |
S2 |
21,250 |
21,250 |
21,353 |
|
S3 |
21,151 |
21,212 |
21,344 |
|
S4 |
21,052 |
21,113 |
21,317 |
|
|
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 |
21,388 |
21,127 |
261 |
1.2% |
123 |
0.6% |
93% |
True |
False |
81,285 |
10 |
21,388 |
20,986 |
402 |
1.9% |
108 |
0.5% |
96% |
True |
False |
96,188 |
20 |
21,388 |
20,474 |
914 |
4.3% |
132 |
0.6% |
98% |
True |
False |
118,331 |
40 |
21,388 |
20,311 |
1,077 |
5.0% |
129 |
0.6% |
98% |
True |
False |
113,943 |
60 |
21,388 |
20,311 |
1,077 |
5.0% |
144 |
0.7% |
98% |
True |
False |
128,906 |
80 |
21,388 |
20,311 |
1,077 |
5.0% |
137 |
0.6% |
98% |
True |
False |
109,827 |
100 |
21,388 |
19,611 |
1,777 |
8.3% |
135 |
0.6% |
99% |
True |
False |
87,892 |
120 |
21,388 |
19,552 |
1,836 |
8.6% |
130 |
0.6% |
99% |
True |
False |
73,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,809 |
2.618 |
21,647 |
1.618 |
21,548 |
1.000 |
21,487 |
0.618 |
21,449 |
HIGH |
21,388 |
0.618 |
21,350 |
0.500 |
21,339 |
0.382 |
21,327 |
LOW |
21,289 |
0.618 |
21,228 |
1.000 |
21,190 |
1.618 |
21,129 |
2.618 |
21,030 |
4.250 |
20,868 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,360 |
21,342 |
PP |
21,349 |
21,313 |
S1 |
21,339 |
21,285 |
|