Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,322 |
21,363 |
41 |
0.2% |
21,185 |
High |
21,388 |
21,375 |
-13 |
-0.1% |
21,301 |
Low |
21,289 |
21,263 |
-26 |
-0.1% |
21,108 |
Close |
21,371 |
21,363 |
-8 |
0.0% |
21,251 |
Range |
99 |
112 |
13 |
13.1% |
193 |
ATR |
121 |
121 |
-1 |
-0.5% |
0 |
Volume |
34,520 |
41,585 |
7,065 |
20.5% |
561,124 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,670 |
21,628 |
21,425 |
|
R3 |
21,558 |
21,516 |
21,394 |
|
R2 |
21,446 |
21,446 |
21,384 |
|
R1 |
21,404 |
21,404 |
21,373 |
21,419 |
PP |
21,334 |
21,334 |
21,334 |
21,341 |
S1 |
21,292 |
21,292 |
21,353 |
21,307 |
S2 |
21,222 |
21,222 |
21,343 |
|
S3 |
21,110 |
21,180 |
21,332 |
|
S4 |
20,998 |
21,068 |
21,302 |
|
|
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% |
118 |
0.5% |
90% |
False |
False |
63,235 |
10 |
21,388 |
21,108 |
280 |
1.3% |
103 |
0.5% |
91% |
False |
False |
88,317 |
20 |
21,388 |
20,474 |
914 |
4.3% |
120 |
0.6% |
97% |
False |
False |
108,063 |
40 |
21,388 |
20,328 |
1,060 |
5.0% |
127 |
0.6% |
98% |
False |
False |
111,610 |
60 |
21,388 |
20,311 |
1,077 |
5.0% |
140 |
0.7% |
98% |
False |
False |
125,154 |
80 |
21,388 |
20,311 |
1,077 |
5.0% |
136 |
0.6% |
98% |
False |
False |
110,341 |
100 |
21,388 |
19,654 |
1,734 |
8.1% |
135 |
0.6% |
99% |
False |
False |
88,307 |
120 |
21,388 |
19,552 |
1,836 |
8.6% |
131 |
0.6% |
99% |
False |
False |
73,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,851 |
2.618 |
21,668 |
1.618 |
21,556 |
1.000 |
21,487 |
0.618 |
21,444 |
HIGH |
21,375 |
0.618 |
21,332 |
0.500 |
21,319 |
0.382 |
21,306 |
LOW |
21,263 |
0.618 |
21,194 |
1.000 |
21,151 |
1.618 |
21,082 |
2.618 |
20,970 |
4.250 |
20,787 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,348 |
21,343 |
PP |
21,334 |
21,324 |
S1 |
21,319 |
21,304 |
|