Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
19,920 |
19,990 |
70 |
0.4% |
19,960 |
High |
20,020 |
20,185 |
165 |
0.8% |
20,075 |
Low |
19,900 |
19,950 |
50 |
0.3% |
19,750 |
Close |
19,975 |
20,165 |
190 |
1.0% |
19,975 |
Range |
120 |
235 |
115 |
95.8% |
325 |
ATR |
195 |
198 |
3 |
1.4% |
0 |
Volume |
9,674 |
7,974 |
-1,700 |
-17.6% |
51,480 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,805 |
20,720 |
20,294 |
|
R3 |
20,570 |
20,485 |
20,230 |
|
R2 |
20,335 |
20,335 |
20,208 |
|
R1 |
20,250 |
20,250 |
20,187 |
20,293 |
PP |
20,100 |
20,100 |
20,100 |
20,121 |
S1 |
20,015 |
20,015 |
20,144 |
20,058 |
S2 |
19,865 |
19,865 |
20,122 |
|
S3 |
19,630 |
19,780 |
20,101 |
|
S4 |
19,395 |
19,545 |
20,036 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,908 |
20,767 |
20,154 |
|
R3 |
20,583 |
20,442 |
20,065 |
|
R2 |
20,258 |
20,258 |
20,035 |
|
R1 |
20,117 |
20,117 |
20,005 |
20,188 |
PP |
19,933 |
19,933 |
19,933 |
19,969 |
S1 |
19,792 |
19,792 |
19,945 |
19,863 |
S2 |
19,608 |
19,608 |
19,916 |
|
S3 |
19,283 |
19,467 |
19,886 |
|
S4 |
18,958 |
19,142 |
19,796 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,185 |
19,750 |
435 |
2.2% |
213 |
1.1% |
95% |
True |
False |
9,770 |
10 |
20,185 |
19,750 |
435 |
2.2% |
204 |
1.0% |
95% |
True |
False |
11,713 |
20 |
20,265 |
19,605 |
660 |
3.3% |
185 |
0.9% |
85% |
False |
False |
6,895 |
40 |
20,265 |
18,920 |
1,345 |
6.7% |
189 |
0.9% |
93% |
False |
False |
3,465 |
60 |
20,265 |
18,290 |
1,975 |
9.8% |
187 |
0.9% |
95% |
False |
False |
2,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,184 |
2.618 |
20,800 |
1.618 |
20,565 |
1.000 |
20,420 |
0.618 |
20,330 |
HIGH |
20,185 |
0.618 |
20,095 |
0.500 |
20,068 |
0.382 |
20,040 |
LOW |
19,950 |
0.618 |
19,805 |
1.000 |
19,715 |
1.618 |
19,570 |
2.618 |
19,335 |
4.250 |
18,951 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,133 |
20,099 |
PP |
20,100 |
20,033 |
S1 |
20,068 |
19,968 |
|