Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,190 |
20,135 |
-55 |
-0.3% |
19,960 |
High |
20,215 |
20,195 |
-20 |
-0.1% |
20,075 |
Low |
20,075 |
20,075 |
0 |
0.0% |
19,750 |
Close |
20,135 |
20,135 |
0 |
0.0% |
19,975 |
Range |
140 |
120 |
-20 |
-14.3% |
325 |
ATR |
191 |
186 |
-5 |
-2.7% |
0 |
Volume |
8,459 |
6,516 |
-1,943 |
-23.0% |
51,480 |
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,495 |
20,435 |
20,201 |
|
R3 |
20,375 |
20,315 |
20,168 |
|
R2 |
20,255 |
20,255 |
20,157 |
|
R1 |
20,195 |
20,195 |
20,146 |
20,195 |
PP |
20,135 |
20,135 |
20,135 |
20,135 |
S1 |
20,075 |
20,075 |
20,124 |
20,075 |
S2 |
20,015 |
20,015 |
20,113 |
|
S3 |
19,895 |
19,955 |
20,102 |
|
S4 |
19,775 |
19,835 |
20,069 |
|
|
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 |
19,900 |
420 |
2.1% |
154 |
0.8% |
56% |
False |
False |
8,283 |
10 |
20,320 |
19,750 |
570 |
2.8% |
191 |
0.9% |
68% |
False |
False |
9,752 |
20 |
20,320 |
19,605 |
715 |
3.6% |
188 |
0.9% |
74% |
False |
False |
8,079 |
40 |
20,320 |
19,215 |
1,105 |
5.5% |
184 |
0.9% |
83% |
False |
False |
4,059 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
186 |
0.9% |
91% |
False |
False |
2,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,705 |
2.618 |
20,509 |
1.618 |
20,389 |
1.000 |
20,315 |
0.618 |
20,269 |
HIGH |
20,195 |
0.618 |
20,149 |
0.500 |
20,135 |
0.382 |
20,121 |
LOW |
20,075 |
0.618 |
20,001 |
1.000 |
19,955 |
1.618 |
19,881 |
2.618 |
19,761 |
4.250 |
19,565 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,135 |
20,198 |
PP |
20,135 |
20,177 |
S1 |
20,135 |
20,156 |
|