Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,215 |
20,180 |
-35 |
-0.2% |
19,990 |
High |
20,250 |
20,255 |
5 |
0.0% |
20,320 |
Low |
20,135 |
20,060 |
-75 |
-0.4% |
19,950 |
Close |
20,180 |
20,245 |
65 |
0.3% |
20,130 |
Range |
115 |
195 |
80 |
69.6% |
370 |
ATR |
184 |
185 |
1 |
0.4% |
0 |
Volume |
8,875 |
12,948 |
4,073 |
45.9% |
36,461 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,772 |
20,703 |
20,352 |
|
R3 |
20,577 |
20,508 |
20,299 |
|
R2 |
20,382 |
20,382 |
20,281 |
|
R1 |
20,313 |
20,313 |
20,263 |
20,348 |
PP |
20,187 |
20,187 |
20,187 |
20,204 |
S1 |
20,118 |
20,118 |
20,227 |
20,153 |
S2 |
19,992 |
19,992 |
20,209 |
|
S3 |
19,797 |
19,923 |
20,192 |
|
S4 |
19,602 |
19,728 |
20,138 |
|
|
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 |
20,255 |
19,910 |
345 |
1.7% |
168 |
0.8% |
97% |
True |
False |
8,122 |
10 |
20,320 |
19,750 |
570 |
2.8% |
172 |
0.8% |
87% |
False |
False |
8,779 |
20 |
20,320 |
19,695 |
625 |
3.1% |
194 |
1.0% |
88% |
False |
False |
9,762 |
40 |
20,320 |
19,330 |
990 |
4.9% |
189 |
0.9% |
92% |
False |
False |
4,911 |
60 |
20,320 |
18,290 |
2,030 |
10.0% |
186 |
0.9% |
96% |
False |
False |
3,279 |
80 |
20,320 |
18,290 |
2,030 |
10.0% |
175 |
0.9% |
96% |
False |
False |
2,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,084 |
2.618 |
20,766 |
1.618 |
20,571 |
1.000 |
20,450 |
0.618 |
20,376 |
HIGH |
20,255 |
0.618 |
20,181 |
0.500 |
20,158 |
0.382 |
20,135 |
LOW |
20,060 |
0.618 |
19,940 |
1.000 |
19,865 |
1.618 |
19,745 |
2.618 |
19,550 |
4.250 |
19,231 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,216 |
20,191 |
PP |
20,187 |
20,137 |
S1 |
20,158 |
20,083 |
|