Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,212 |
21,179 |
-33 |
-0.2% |
21,142 |
High |
21,226 |
21,289 |
63 |
0.3% |
21,258 |
Low |
21,139 |
21,176 |
37 |
0.2% |
21,064 |
Close |
21,184 |
21,280 |
96 |
0.5% |
21,207 |
Range |
87 |
113 |
26 |
29.9% |
194 |
ATR |
123 |
122 |
-1 |
-0.6% |
0 |
Volume |
183,267 |
141,476 |
-41,791 |
-22.8% |
256,031 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,587 |
21,547 |
21,342 |
|
R3 |
21,474 |
21,434 |
21,311 |
|
R2 |
21,361 |
21,361 |
21,301 |
|
R1 |
21,321 |
21,321 |
21,290 |
21,341 |
PP |
21,248 |
21,248 |
21,248 |
21,259 |
S1 |
21,208 |
21,208 |
21,270 |
21,228 |
S2 |
21,135 |
21,135 |
21,259 |
|
S3 |
21,022 |
21,095 |
21,249 |
|
S4 |
20,909 |
20,982 |
21,218 |
|
|
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 |
21,289 |
21,064 |
225 |
1.1% |
118 |
0.6% |
96% |
True |
False |
115,258 |
10 |
21,289 |
20,879 |
410 |
1.9% |
115 |
0.5% |
98% |
True |
False |
58,307 |
20 |
21,289 |
20,433 |
856 |
4.0% |
132 |
0.6% |
99% |
True |
False |
29,243 |
40 |
21,289 |
20,267 |
1,022 |
4.8% |
125 |
0.6% |
99% |
True |
False |
14,655 |
60 |
21,289 |
20,267 |
1,022 |
4.8% |
136 |
0.6% |
99% |
True |
False |
9,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,769 |
2.618 |
21,585 |
1.618 |
21,472 |
1.000 |
21,402 |
0.618 |
21,359 |
HIGH |
21,289 |
0.618 |
21,246 |
0.500 |
21,233 |
0.382 |
21,219 |
LOW |
21,176 |
0.618 |
21,106 |
1.000 |
21,063 |
1.618 |
20,993 |
2.618 |
20,880 |
4.250 |
20,696 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,264 |
21,248 |
PP |
21,248 |
21,217 |
S1 |
21,233 |
21,185 |
|