Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,180 |
20,255 |
75 |
0.4% |
19,990 |
High |
20,255 |
20,315 |
60 |
0.3% |
20,320 |
Low |
20,060 |
19,890 |
-170 |
-0.8% |
19,950 |
Close |
20,245 |
20,010 |
-235 |
-1.2% |
20,130 |
Range |
195 |
425 |
230 |
117.9% |
370 |
ATR |
185 |
202 |
17 |
9.3% |
0 |
Volume |
12,948 |
13,618 |
670 |
5.2% |
36,461 |
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,347 |
21,103 |
20,244 |
|
R3 |
20,922 |
20,678 |
20,127 |
|
R2 |
20,497 |
20,497 |
20,088 |
|
R1 |
20,253 |
20,253 |
20,049 |
20,163 |
PP |
20,072 |
20,072 |
20,072 |
20,026 |
S1 |
19,828 |
19,828 |
19,971 |
19,738 |
S2 |
19,647 |
19,647 |
19,932 |
|
S3 |
19,222 |
19,403 |
19,893 |
|
S4 |
18,797 |
18,978 |
19,776 |
|
|
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 |
20,315 |
19,890 |
425 |
2.1% |
229 |
1.1% |
28% |
True |
True |
9,543 |
10 |
20,320 |
19,890 |
430 |
2.1% |
192 |
1.0% |
28% |
False |
True |
8,913 |
20 |
20,320 |
19,750 |
570 |
2.8% |
202 |
1.0% |
46% |
False |
False |
10,423 |
40 |
20,320 |
19,330 |
990 |
4.9% |
195 |
1.0% |
69% |
False |
False |
5,251 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
189 |
0.9% |
85% |
False |
False |
3,506 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
180 |
0.9% |
85% |
False |
False |
2,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,121 |
2.618 |
21,428 |
1.618 |
21,003 |
1.000 |
20,740 |
0.618 |
20,578 |
HIGH |
20,315 |
0.618 |
20,153 |
0.500 |
20,103 |
0.382 |
20,052 |
LOW |
19,890 |
0.618 |
19,627 |
1.000 |
19,465 |
1.618 |
19,202 |
2.618 |
18,777 |
4.250 |
18,084 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,103 |
20,103 |
PP |
20,072 |
20,072 |
S1 |
20,041 |
20,041 |
|