Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,179 |
21,282 |
103 |
0.5% |
21,142 |
High |
21,289 |
21,346 |
57 |
0.3% |
21,258 |
Low |
21,176 |
21,246 |
70 |
0.3% |
21,064 |
Close |
21,280 |
21,327 |
47 |
0.2% |
21,207 |
Range |
113 |
100 |
-13 |
-11.5% |
194 |
ATR |
122 |
121 |
-2 |
-1.3% |
0 |
Volume |
141,476 |
170,404 |
28,928 |
20.4% |
256,031 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,606 |
21,567 |
21,382 |
|
R3 |
21,506 |
21,467 |
21,355 |
|
R2 |
21,406 |
21,406 |
21,345 |
|
R1 |
21,367 |
21,367 |
21,336 |
21,387 |
PP |
21,306 |
21,306 |
21,306 |
21,316 |
S1 |
21,267 |
21,267 |
21,318 |
21,287 |
S2 |
21,206 |
21,206 |
21,309 |
|
S3 |
21,106 |
21,167 |
21,300 |
|
S4 |
21,006 |
21,067 |
21,272 |
|
|
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 |
21,346 |
21,081 |
265 |
1.2% |
122 |
0.6% |
93% |
True |
False |
148,259 |
10 |
21,346 |
20,937 |
409 |
1.9% |
112 |
0.5% |
95% |
True |
False |
75,314 |
20 |
21,346 |
20,433 |
913 |
4.3% |
133 |
0.6% |
98% |
True |
False |
37,761 |
40 |
21,346 |
20,267 |
1,079 |
5.1% |
123 |
0.6% |
98% |
True |
False |
18,914 |
60 |
21,346 |
20,267 |
1,079 |
5.1% |
136 |
0.6% |
98% |
True |
False |
12,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,771 |
2.618 |
21,608 |
1.618 |
21,508 |
1.000 |
21,446 |
0.618 |
21,408 |
HIGH |
21,346 |
0.618 |
21,308 |
0.500 |
21,296 |
0.382 |
21,284 |
LOW |
21,246 |
0.618 |
21,184 |
1.000 |
21,146 |
1.618 |
21,084 |
2.618 |
20,984 |
4.250 |
20,821 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,317 |
21,299 |
PP |
21,306 |
21,271 |
S1 |
21,296 |
21,243 |
|