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 |
19,865 |
19,990 |
125 |
0.6% |
20,215 |
High |
20,075 |
20,020 |
-55 |
-0.3% |
20,245 |
Low |
19,850 |
19,765 |
-85 |
-0.4% |
19,870 |
Close |
19,960 |
19,900 |
-60 |
-0.3% |
19,960 |
Range |
225 |
255 |
30 |
13.3% |
375 |
ATR |
195 |
199 |
4 |
2.2% |
0 |
Volume |
7,587 |
11,336 |
3,749 |
49.4% |
75,767 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,660 |
20,535 |
20,040 |
|
R3 |
20,405 |
20,280 |
19,970 |
|
R2 |
20,150 |
20,150 |
19,947 |
|
R1 |
20,025 |
20,025 |
19,924 |
19,960 |
PP |
19,895 |
19,895 |
19,895 |
19,863 |
S1 |
19,770 |
19,770 |
19,877 |
19,705 |
S2 |
19,640 |
19,640 |
19,853 |
|
S3 |
19,385 |
19,515 |
19,830 |
|
S4 |
19,130 |
19,260 |
19,760 |
|
|
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 |
20,120 |
19,765 |
355 |
1.8% |
217 |
1.1% |
38% |
False |
True |
11,976 |
10 |
20,265 |
19,695 |
570 |
2.9% |
216 |
1.1% |
36% |
False |
False |
10,745 |
20 |
20,265 |
19,330 |
935 |
4.7% |
204 |
1.0% |
61% |
False |
False |
5,407 |
40 |
20,265 |
18,380 |
1,885 |
9.5% |
183 |
0.9% |
81% |
False |
False |
2,717 |
60 |
20,265 |
18,290 |
1,975 |
9.9% |
190 |
1.0% |
82% |
False |
False |
1,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,104 |
2.618 |
20,688 |
1.618 |
20,433 |
1.000 |
20,275 |
0.618 |
20,178 |
HIGH |
20,020 |
0.618 |
19,923 |
0.500 |
19,893 |
0.382 |
19,863 |
LOW |
19,765 |
0.618 |
19,608 |
1.000 |
19,510 |
1.618 |
19,353 |
2.618 |
19,098 |
4.250 |
18,681 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
19,898 |
19,920 |
PP |
19,895 |
19,913 |
S1 |
19,893 |
19,907 |
|