Trading Metrics calculated at close of trading on 21-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,170 |
20,190 |
20 |
0.1% |
19,960 |
High |
20,320 |
20,215 |
-105 |
-0.5% |
20,075 |
Low |
20,165 |
20,075 |
-90 |
-0.4% |
19,750 |
Close |
20,205 |
20,135 |
-70 |
-0.3% |
19,975 |
Range |
155 |
140 |
-15 |
-9.7% |
325 |
ATR |
195 |
191 |
-4 |
-2.0% |
0 |
Volume |
8,795 |
8,459 |
-336 |
-3.8% |
51,480 |
|
Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,562 |
20,488 |
20,212 |
|
R3 |
20,422 |
20,348 |
20,174 |
|
R2 |
20,282 |
20,282 |
20,161 |
|
R1 |
20,208 |
20,208 |
20,148 |
20,175 |
PP |
20,142 |
20,142 |
20,142 |
20,125 |
S1 |
20,068 |
20,068 |
20,122 |
20,035 |
S2 |
20,002 |
20,002 |
20,109 |
|
S3 |
19,862 |
19,928 |
20,097 |
|
S4 |
19,722 |
19,788 |
20,058 |
|
|
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% |
176 |
0.9% |
68% |
False |
False |
9,436 |
10 |
20,320 |
19,750 |
570 |
2.8% |
197 |
1.0% |
68% |
False |
False |
10,706 |
20 |
20,320 |
19,605 |
715 |
3.6% |
186 |
0.9% |
74% |
False |
False |
7,755 |
40 |
20,320 |
19,215 |
1,105 |
5.5% |
184 |
0.9% |
83% |
False |
False |
3,896 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
187 |
0.9% |
91% |
False |
False |
2,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,810 |
2.618 |
20,582 |
1.618 |
20,442 |
1.000 |
20,355 |
0.618 |
20,302 |
HIGH |
20,215 |
0.618 |
20,162 |
0.500 |
20,145 |
0.382 |
20,129 |
LOW |
20,075 |
0.618 |
19,989 |
1.000 |
19,935 |
1.618 |
19,849 |
2.618 |
19,709 |
4.250 |
19,480 |
|
|
Fisher Pivots for day following 21-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,145 |
20,135 |
PP |
20,142 |
20,135 |
S1 |
20,138 |
20,135 |
|