Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,282 |
21,322 |
40 |
0.2% |
21,142 |
High |
21,346 |
21,330 |
-16 |
-0.1% |
21,258 |
Low |
21,246 |
21,218 |
-28 |
-0.1% |
21,064 |
Close |
21,327 |
21,320 |
-7 |
0.0% |
21,207 |
Range |
100 |
112 |
12 |
12.0% |
194 |
ATR |
121 |
120 |
-1 |
-0.5% |
0 |
Volume |
170,404 |
187,622 |
17,218 |
10.1% |
256,031 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,625 |
21,585 |
21,382 |
|
R3 |
21,513 |
21,473 |
21,351 |
|
R2 |
21,401 |
21,401 |
21,341 |
|
R1 |
21,361 |
21,361 |
21,330 |
21,325 |
PP |
21,289 |
21,289 |
21,289 |
21,272 |
S1 |
21,249 |
21,249 |
21,310 |
21,213 |
S2 |
21,177 |
21,177 |
21,300 |
|
S3 |
21,065 |
21,137 |
21,289 |
|
S4 |
20,953 |
21,025 |
21,259 |
|
|
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% |
118 |
0.6% |
90% |
False |
False |
176,097 |
10 |
21,346 |
21,064 |
282 |
1.3% |
108 |
0.5% |
91% |
False |
False |
93,994 |
20 |
21,346 |
20,433 |
913 |
4.3% |
122 |
0.6% |
97% |
False |
False |
47,133 |
40 |
21,346 |
20,280 |
1,066 |
5.0% |
122 |
0.6% |
98% |
False |
False |
23,603 |
60 |
21,346 |
20,267 |
1,079 |
5.1% |
133 |
0.6% |
98% |
False |
False |
15,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,806 |
2.618 |
21,623 |
1.618 |
21,511 |
1.000 |
21,442 |
0.618 |
21,399 |
HIGH |
21,330 |
0.618 |
21,287 |
0.500 |
21,274 |
0.382 |
21,261 |
LOW |
21,218 |
0.618 |
21,149 |
1.000 |
21,106 |
1.618 |
21,037 |
2.618 |
20,925 |
4.250 |
20,742 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,305 |
21,300 |
PP |
21,289 |
21,281 |
S1 |
21,274 |
21,261 |
|