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 |
19,990 |
19,885 |
-105 |
-0.5% |
20,215 |
High |
20,020 |
19,980 |
-40 |
-0.2% |
20,245 |
Low |
19,765 |
19,750 |
-15 |
-0.1% |
19,870 |
Close |
19,900 |
19,920 |
20 |
0.1% |
19,960 |
Range |
255 |
230 |
-25 |
-9.8% |
375 |
ATR |
199 |
201 |
2 |
1.1% |
0 |
Volume |
11,336 |
12,282 |
946 |
8.3% |
75,767 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,573 |
20,477 |
20,047 |
|
R3 |
20,343 |
20,247 |
19,983 |
|
R2 |
20,113 |
20,113 |
19,962 |
|
R1 |
20,017 |
20,017 |
19,941 |
20,065 |
PP |
19,883 |
19,883 |
19,883 |
19,908 |
S1 |
19,787 |
19,787 |
19,899 |
19,835 |
S2 |
19,653 |
19,653 |
19,878 |
|
S3 |
19,423 |
19,557 |
19,857 |
|
S4 |
19,193 |
19,327 |
19,794 |
|
|
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 |
19,750 |
370 |
1.9% |
227 |
1.1% |
46% |
False |
True |
11,221 |
10 |
20,265 |
19,750 |
515 |
2.6% |
212 |
1.1% |
33% |
False |
True |
11,933 |
20 |
20,265 |
19,330 |
935 |
4.7% |
196 |
1.0% |
63% |
False |
False |
6,017 |
40 |
20,265 |
18,620 |
1,645 |
8.3% |
184 |
0.9% |
79% |
False |
False |
3,024 |
60 |
20,265 |
18,290 |
1,975 |
9.9% |
187 |
0.9% |
83% |
False |
False |
2,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,958 |
2.618 |
20,582 |
1.618 |
20,352 |
1.000 |
20,210 |
0.618 |
20,122 |
HIGH |
19,980 |
0.618 |
19,892 |
0.500 |
19,865 |
0.382 |
19,838 |
LOW |
19,750 |
0.618 |
19,608 |
1.000 |
19,520 |
1.618 |
19,378 |
2.618 |
19,148 |
4.250 |
18,773 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
19,902 |
19,918 |
PP |
19,883 |
19,915 |
S1 |
19,865 |
19,913 |
|