Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,109 |
21,212 |
103 |
0.5% |
21,142 |
High |
21,258 |
21,226 |
-32 |
-0.2% |
21,258 |
Low |
21,081 |
21,139 |
58 |
0.3% |
21,064 |
Close |
21,207 |
21,184 |
-23 |
-0.1% |
21,207 |
Range |
177 |
87 |
-90 |
-50.8% |
194 |
ATR |
126 |
123 |
-3 |
-2.2% |
0 |
Volume |
197,719 |
183,267 |
-14,452 |
-7.3% |
256,031 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,444 |
21,401 |
21,232 |
|
R3 |
21,357 |
21,314 |
21,208 |
|
R2 |
21,270 |
21,270 |
21,200 |
|
R1 |
21,227 |
21,227 |
21,192 |
21,205 |
PP |
21,183 |
21,183 |
21,183 |
21,172 |
S1 |
21,140 |
21,140 |
21,176 |
21,118 |
S2 |
21,096 |
21,096 |
21,168 |
|
S3 |
21,009 |
21,053 |
21,160 |
|
S4 |
20,922 |
20,966 |
21,136 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,758 |
21,677 |
21,314 |
|
R3 |
21,564 |
21,483 |
21,260 |
|
R2 |
21,370 |
21,370 |
21,243 |
|
R1 |
21,289 |
21,289 |
21,225 |
21,330 |
PP |
21,176 |
21,176 |
21,176 |
21,197 |
S1 |
21,095 |
21,095 |
21,189 |
21,136 |
S2 |
20,982 |
20,982 |
21,172 |
|
S3 |
20,788 |
20,901 |
21,154 |
|
S4 |
20,594 |
20,707 |
21,100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,258 |
21,064 |
194 |
0.9% |
109 |
0.5% |
62% |
False |
False |
87,734 |
10 |
21,258 |
20,879 |
379 |
1.8% |
117 |
0.6% |
80% |
False |
False |
44,188 |
20 |
21,258 |
20,433 |
825 |
3.9% |
132 |
0.6% |
91% |
False |
False |
22,171 |
40 |
21,258 |
20,267 |
991 |
4.7% |
127 |
0.6% |
93% |
False |
False |
11,120 |
60 |
21,258 |
20,267 |
991 |
4.7% |
135 |
0.6% |
93% |
False |
False |
7,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,596 |
2.618 |
21,454 |
1.618 |
21,367 |
1.000 |
21,313 |
0.618 |
21,280 |
HIGH |
21,226 |
0.618 |
21,193 |
0.500 |
21,183 |
0.382 |
21,172 |
LOW |
21,139 |
0.618 |
21,085 |
1.000 |
21,052 |
1.618 |
20,998 |
2.618 |
20,911 |
4.250 |
20,769 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,184 |
21,179 |
PP |
21,183 |
21,174 |
S1 |
21,183 |
21,170 |
|