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 |
20,015 |
19,960 |
-55 |
-0.3% |
20,215 |
High |
20,120 |
19,975 |
-145 |
-0.7% |
20,245 |
Low |
19,870 |
19,800 |
-70 |
-0.4% |
19,870 |
Close |
19,960 |
19,850 |
-110 |
-0.6% |
19,960 |
Range |
250 |
175 |
-75 |
-30.0% |
375 |
ATR |
194 |
192 |
-1 |
-0.7% |
0 |
Volume |
14,302 |
10,601 |
-3,701 |
-25.9% |
75,767 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,400 |
20,300 |
19,946 |
|
R3 |
20,225 |
20,125 |
19,898 |
|
R2 |
20,050 |
20,050 |
19,882 |
|
R1 |
19,950 |
19,950 |
19,866 |
19,913 |
PP |
19,875 |
19,875 |
19,875 |
19,856 |
S1 |
19,775 |
19,775 |
19,834 |
19,738 |
S2 |
19,700 |
19,700 |
19,818 |
|
S3 |
19,525 |
19,600 |
19,802 |
|
S4 |
19,350 |
19,425 |
19,754 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,150 |
20,930 |
20,166 |
|
R3 |
20,775 |
20,555 |
20,063 |
|
R2 |
20,400 |
20,400 |
20,029 |
|
R1 |
20,180 |
20,180 |
19,995 |
20,103 |
PP |
20,025 |
20,025 |
20,025 |
19,986 |
S1 |
19,805 |
19,805 |
19,926 |
19,728 |
S2 |
19,650 |
19,650 |
19,891 |
|
S3 |
19,275 |
19,430 |
19,857 |
|
S4 |
18,900 |
19,055 |
19,754 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,170 |
19,800 |
370 |
1.9% |
195 |
1.0% |
14% |
False |
True |
13,657 |
10 |
20,265 |
19,605 |
660 |
3.3% |
195 |
1.0% |
37% |
False |
False |
8,883 |
20 |
20,265 |
19,330 |
935 |
4.7% |
198 |
1.0% |
56% |
False |
False |
4,464 |
40 |
20,265 |
18,290 |
1,975 |
9.9% |
184 |
0.9% |
79% |
False |
False |
2,244 |
60 |
20,265 |
18,290 |
1,975 |
9.9% |
186 |
0.9% |
79% |
False |
False |
1,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,719 |
2.618 |
20,433 |
1.618 |
20,258 |
1.000 |
20,150 |
0.618 |
20,083 |
HIGH |
19,975 |
0.618 |
19,908 |
0.500 |
19,888 |
0.382 |
19,867 |
LOW |
19,800 |
0.618 |
19,692 |
1.000 |
19,625 |
1.618 |
19,517 |
2.618 |
19,342 |
4.250 |
19,056 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
19,888 |
19,960 |
PP |
19,875 |
19,923 |
S1 |
19,863 |
19,887 |
|