Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,135 |
20,145 |
10 |
0.0% |
19,990 |
High |
20,195 |
20,165 |
-30 |
-0.1% |
20,320 |
Low |
20,075 |
20,080 |
5 |
0.0% |
19,950 |
Close |
20,135 |
20,130 |
-5 |
0.0% |
20,130 |
Range |
120 |
85 |
-35 |
-29.2% |
370 |
ATR |
186 |
179 |
-7 |
-3.9% |
0 |
Volume |
6,516 |
4,717 |
-1,799 |
-27.6% |
36,461 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,380 |
20,340 |
20,177 |
|
R3 |
20,295 |
20,255 |
20,154 |
|
R2 |
20,210 |
20,210 |
20,146 |
|
R1 |
20,170 |
20,170 |
20,138 |
20,148 |
PP |
20,125 |
20,125 |
20,125 |
20,114 |
S1 |
20,085 |
20,085 |
20,122 |
20,063 |
S2 |
20,040 |
20,040 |
20,115 |
|
S3 |
19,955 |
20,000 |
20,107 |
|
S4 |
19,870 |
19,915 |
20,083 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,243 |
21,057 |
20,334 |
|
R3 |
20,873 |
20,687 |
20,232 |
|
R2 |
20,503 |
20,503 |
20,198 |
|
R1 |
20,317 |
20,317 |
20,164 |
20,410 |
PP |
20,133 |
20,133 |
20,133 |
20,180 |
S1 |
19,947 |
19,947 |
20,096 |
20,040 |
S2 |
19,763 |
19,763 |
20,062 |
|
S3 |
19,393 |
19,577 |
20,028 |
|
S4 |
19,023 |
19,207 |
19,927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,320 |
19,950 |
370 |
1.8% |
147 |
0.7% |
49% |
False |
False |
7,292 |
10 |
20,320 |
19,750 |
570 |
2.8% |
174 |
0.9% |
67% |
False |
False |
8,794 |
20 |
20,320 |
19,605 |
715 |
3.6% |
186 |
0.9% |
73% |
False |
False |
8,311 |
40 |
20,320 |
19,215 |
1,105 |
5.5% |
184 |
0.9% |
83% |
False |
False |
4,177 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
185 |
0.9% |
91% |
False |
False |
2,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,526 |
2.618 |
20,388 |
1.618 |
20,303 |
1.000 |
20,250 |
0.618 |
20,218 |
HIGH |
20,165 |
0.618 |
20,133 |
0.500 |
20,123 |
0.382 |
20,113 |
LOW |
20,080 |
0.618 |
20,028 |
1.000 |
19,995 |
1.618 |
19,943 |
2.618 |
19,858 |
4.250 |
19,719 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,128 |
20,145 |
PP |
20,125 |
20,140 |
S1 |
20,123 |
20,135 |
|