Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
20,255 |
20,025 |
-230 |
-1.1% |
20,110 |
High |
20,315 |
20,130 |
-185 |
-0.9% |
20,315 |
Low |
19,890 |
19,965 |
75 |
0.4% |
19,890 |
Close |
20,010 |
20,105 |
95 |
0.5% |
20,105 |
Range |
425 |
165 |
-260 |
-61.2% |
425 |
ATR |
202 |
199 |
-3 |
-1.3% |
0 |
Volume |
13,618 |
10,346 |
-3,272 |
-24.0% |
53,344 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,562 |
20,498 |
20,196 |
|
R3 |
20,397 |
20,333 |
20,151 |
|
R2 |
20,232 |
20,232 |
20,135 |
|
R1 |
20,168 |
20,168 |
20,120 |
20,200 |
PP |
20,067 |
20,067 |
20,067 |
20,083 |
S1 |
20,003 |
20,003 |
20,090 |
20,035 |
S2 |
19,902 |
19,902 |
20,075 |
|
S3 |
19,737 |
19,838 |
20,060 |
|
S4 |
19,572 |
19,673 |
20,014 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,378 |
21,167 |
20,339 |
|
R3 |
20,953 |
20,742 |
20,222 |
|
R2 |
20,528 |
20,528 |
20,183 |
|
R1 |
20,317 |
20,317 |
20,144 |
20,210 |
PP |
20,103 |
20,103 |
20,103 |
20,050 |
S1 |
19,892 |
19,892 |
20,066 |
19,785 |
S2 |
19,678 |
19,678 |
20,027 |
|
S3 |
19,253 |
19,467 |
19,988 |
|
S4 |
18,828 |
19,042 |
19,871 |
|
|
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% |
245 |
1.2% |
51% |
False |
False |
10,668 |
10 |
20,320 |
19,890 |
430 |
2.1% |
196 |
1.0% |
50% |
False |
False |
8,980 |
20 |
20,320 |
19,750 |
570 |
2.8% |
195 |
1.0% |
62% |
False |
False |
10,852 |
40 |
20,320 |
19,330 |
990 |
4.9% |
195 |
1.0% |
78% |
False |
False |
5,510 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
187 |
0.9% |
89% |
False |
False |
3,678 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
182 |
0.9% |
89% |
False |
False |
2,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,831 |
2.618 |
20,562 |
1.618 |
20,397 |
1.000 |
20,295 |
0.618 |
20,232 |
HIGH |
20,130 |
0.618 |
20,067 |
0.500 |
20,048 |
0.382 |
20,028 |
LOW |
19,965 |
0.618 |
19,863 |
1.000 |
19,800 |
1.618 |
19,698 |
2.618 |
19,533 |
4.250 |
19,264 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
20,086 |
20,104 |
PP |
20,067 |
20,103 |
S1 |
20,048 |
20,103 |
|