Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,110 |
20,215 |
105 |
0.5% |
19,990 |
High |
20,235 |
20,250 |
15 |
0.1% |
20,320 |
Low |
19,910 |
20,135 |
225 |
1.1% |
19,950 |
Close |
20,225 |
20,180 |
-45 |
-0.2% |
20,130 |
Range |
325 |
115 |
-210 |
-64.6% |
370 |
ATR |
189 |
184 |
-5 |
-2.8% |
0 |
Volume |
7,557 |
8,875 |
1,318 |
17.4% |
36,461 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,533 |
20,472 |
20,243 |
|
R3 |
20,418 |
20,357 |
20,212 |
|
R2 |
20,303 |
20,303 |
20,201 |
|
R1 |
20,242 |
20,242 |
20,191 |
20,215 |
PP |
20,188 |
20,188 |
20,188 |
20,175 |
S1 |
20,127 |
20,127 |
20,170 |
20,100 |
S2 |
20,073 |
20,073 |
20,159 |
|
S3 |
19,958 |
20,012 |
20,149 |
|
S4 |
19,843 |
19,897 |
20,117 |
|
|
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 |
20,250 |
19,910 |
340 |
1.7% |
157 |
0.8% |
79% |
True |
False |
7,224 |
10 |
20,320 |
19,750 |
570 |
2.8% |
178 |
0.9% |
75% |
False |
False |
8,618 |
20 |
20,320 |
19,620 |
700 |
3.5% |
190 |
0.9% |
80% |
False |
False |
9,125 |
40 |
20,320 |
19,330 |
990 |
4.9% |
188 |
0.9% |
86% |
False |
False |
4,587 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
185 |
0.9% |
93% |
False |
False |
3,063 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
172 |
0.9% |
93% |
False |
False |
2,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,739 |
2.618 |
20,551 |
1.618 |
20,436 |
1.000 |
20,365 |
0.618 |
20,321 |
HIGH |
20,250 |
0.618 |
20,206 |
0.500 |
20,193 |
0.382 |
20,179 |
LOW |
20,135 |
0.618 |
20,064 |
1.000 |
20,020 |
1.618 |
19,949 |
2.618 |
19,834 |
4.250 |
19,646 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,193 |
20,147 |
PP |
20,188 |
20,113 |
S1 |
20,184 |
20,080 |
|