Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
19,990 |
20,170 |
180 |
0.9% |
19,960 |
High |
20,185 |
20,320 |
135 |
0.7% |
20,075 |
Low |
19,950 |
20,165 |
215 |
1.1% |
19,750 |
Close |
20,165 |
20,205 |
40 |
0.2% |
19,975 |
Range |
235 |
155 |
-80 |
-34.0% |
325 |
ATR |
198 |
195 |
-3 |
-1.6% |
0 |
Volume |
7,974 |
8,795 |
821 |
10.3% |
51,480 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,695 |
20,605 |
20,290 |
|
R3 |
20,540 |
20,450 |
20,248 |
|
R2 |
20,385 |
20,385 |
20,234 |
|
R1 |
20,295 |
20,295 |
20,219 |
20,340 |
PP |
20,230 |
20,230 |
20,230 |
20,253 |
S1 |
20,140 |
20,140 |
20,191 |
20,185 |
S2 |
20,075 |
20,075 |
20,177 |
|
S3 |
19,920 |
19,985 |
20,163 |
|
S4 |
19,765 |
19,830 |
20,120 |
|
|
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 |
20,320 |
19,750 |
570 |
2.8% |
199 |
1.0% |
80% |
True |
False |
10,012 |
10 |
20,320 |
19,750 |
570 |
2.8% |
194 |
1.0% |
80% |
True |
False |
10,647 |
20 |
20,320 |
19,605 |
715 |
3.5% |
188 |
0.9% |
84% |
True |
False |
7,334 |
40 |
20,320 |
18,920 |
1,400 |
6.9% |
190 |
0.9% |
92% |
True |
False |
3,685 |
60 |
20,320 |
18,290 |
2,030 |
10.0% |
189 |
0.9% |
94% |
True |
False |
2,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,979 |
2.618 |
20,726 |
1.618 |
20,571 |
1.000 |
20,475 |
0.618 |
20,416 |
HIGH |
20,320 |
0.618 |
20,261 |
0.500 |
20,243 |
0.382 |
20,224 |
LOW |
20,165 |
0.618 |
20,069 |
1.000 |
20,010 |
1.618 |
19,914 |
2.618 |
19,759 |
4.250 |
19,506 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,243 |
20,173 |
PP |
20,230 |
20,142 |
S1 |
20,218 |
20,110 |
|