Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,145 |
20,110 |
-35 |
-0.2% |
19,990 |
High |
20,165 |
20,235 |
70 |
0.3% |
20,320 |
Low |
20,080 |
19,910 |
-170 |
-0.8% |
19,950 |
Close |
20,130 |
20,225 |
95 |
0.5% |
20,130 |
Range |
85 |
325 |
240 |
282.4% |
370 |
ATR |
179 |
189 |
10 |
5.8% |
0 |
Volume |
4,717 |
7,557 |
2,840 |
60.2% |
36,461 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,098 |
20,987 |
20,404 |
|
R3 |
20,773 |
20,662 |
20,315 |
|
R2 |
20,448 |
20,448 |
20,285 |
|
R1 |
20,337 |
20,337 |
20,255 |
20,393 |
PP |
20,123 |
20,123 |
20,123 |
20,151 |
S1 |
20,012 |
20,012 |
20,195 |
20,068 |
S2 |
19,798 |
19,798 |
20,166 |
|
S3 |
19,473 |
19,687 |
20,136 |
|
S4 |
19,148 |
19,362 |
20,046 |
|
|
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 |
19,910 |
410 |
2.0% |
165 |
0.8% |
77% |
False |
True |
7,208 |
10 |
20,320 |
19,750 |
570 |
2.8% |
189 |
0.9% |
83% |
False |
False |
8,489 |
20 |
20,320 |
19,605 |
715 |
3.5% |
192 |
0.9% |
87% |
False |
False |
8,686 |
40 |
20,320 |
19,220 |
1,100 |
5.4% |
190 |
0.9% |
91% |
False |
False |
4,365 |
60 |
20,320 |
18,290 |
2,030 |
10.0% |
188 |
0.9% |
95% |
False |
False |
2,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,616 |
2.618 |
21,086 |
1.618 |
20,761 |
1.000 |
20,560 |
0.618 |
20,436 |
HIGH |
20,235 |
0.618 |
20,111 |
0.500 |
20,073 |
0.382 |
20,034 |
LOW |
19,910 |
0.618 |
19,709 |
1.000 |
19,585 |
1.618 |
19,384 |
2.618 |
19,059 |
4.250 |
18,529 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,174 |
20,174 |
PP |
20,123 |
20,123 |
S1 |
20,073 |
20,073 |
|