Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,322 |
21,314 |
-8 |
0.0% |
21,212 |
High |
21,330 |
21,366 |
36 |
0.2% |
21,366 |
Low |
21,218 |
21,264 |
46 |
0.2% |
21,139 |
Close |
21,320 |
21,333 |
13 |
0.1% |
21,333 |
Range |
112 |
102 |
-10 |
-8.9% |
227 |
ATR |
120 |
119 |
-1 |
-1.1% |
0 |
Volume |
187,622 |
116,376 |
-71,246 |
-38.0% |
799,145 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,627 |
21,582 |
21,389 |
|
R3 |
21,525 |
21,480 |
21,361 |
|
R2 |
21,423 |
21,423 |
21,352 |
|
R1 |
21,378 |
21,378 |
21,342 |
21,401 |
PP |
21,321 |
21,321 |
21,321 |
21,332 |
S1 |
21,276 |
21,276 |
21,324 |
21,299 |
S2 |
21,219 |
21,219 |
21,314 |
|
S3 |
21,117 |
21,174 |
21,305 |
|
S4 |
21,015 |
21,072 |
21,277 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,960 |
21,874 |
21,458 |
|
R3 |
21,733 |
21,647 |
21,396 |
|
R2 |
21,506 |
21,506 |
21,375 |
|
R1 |
21,420 |
21,420 |
21,354 |
21,463 |
PP |
21,279 |
21,279 |
21,279 |
21,301 |
S1 |
21,193 |
21,193 |
21,312 |
21,236 |
S2 |
21,052 |
21,052 |
21,292 |
|
S3 |
20,825 |
20,966 |
21,271 |
|
S4 |
20,598 |
20,739 |
21,208 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,366 |
21,139 |
227 |
1.1% |
103 |
0.5% |
85% |
True |
False |
159,829 |
10 |
21,366 |
21,064 |
302 |
1.4% |
109 |
0.5% |
89% |
True |
False |
105,517 |
20 |
21,366 |
20,574 |
792 |
3.7% |
115 |
0.5% |
96% |
True |
False |
52,941 |
40 |
21,366 |
20,398 |
968 |
4.5% |
119 |
0.6% |
97% |
True |
False |
26,509 |
60 |
21,366 |
20,267 |
1,099 |
5.2% |
133 |
0.6% |
97% |
True |
False |
17,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,800 |
2.618 |
21,633 |
1.618 |
21,531 |
1.000 |
21,468 |
0.618 |
21,429 |
HIGH |
21,366 |
0.618 |
21,327 |
0.500 |
21,315 |
0.382 |
21,303 |
LOW |
21,264 |
0.618 |
21,201 |
1.000 |
21,162 |
1.618 |
21,099 |
2.618 |
20,997 |
4.250 |
20,831 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,327 |
21,319 |
PP |
21,321 |
21,306 |
S1 |
21,315 |
21,292 |
|