Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,314 |
21,367 |
53 |
0.2% |
21,212 |
High |
21,366 |
21,480 |
114 |
0.5% |
21,366 |
Low |
21,264 |
21,349 |
85 |
0.4% |
21,139 |
Close |
21,333 |
21,461 |
128 |
0.6% |
21,333 |
Range |
102 |
131 |
29 |
28.4% |
227 |
ATR |
119 |
121 |
2 |
1.7% |
0 |
Volume |
116,376 |
107,501 |
-8,875 |
-7.6% |
799,145 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,823 |
21,773 |
21,533 |
|
R3 |
21,692 |
21,642 |
21,497 |
|
R2 |
21,561 |
21,561 |
21,485 |
|
R1 |
21,511 |
21,511 |
21,473 |
21,536 |
PP |
21,430 |
21,430 |
21,430 |
21,443 |
S1 |
21,380 |
21,380 |
21,449 |
21,405 |
S2 |
21,299 |
21,299 |
21,437 |
|
S3 |
21,168 |
21,249 |
21,425 |
|
S4 |
21,037 |
21,118 |
21,389 |
|
|
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 |
21,480 |
21,176 |
304 |
1.4% |
112 |
0.5% |
94% |
True |
False |
144,675 |
10 |
21,480 |
21,064 |
416 |
1.9% |
110 |
0.5% |
95% |
True |
False |
116,204 |
20 |
21,480 |
20,716 |
764 |
3.6% |
111 |
0.5% |
98% |
True |
False |
58,308 |
40 |
21,480 |
20,433 |
1,047 |
4.9% |
120 |
0.6% |
98% |
True |
False |
29,196 |
60 |
21,480 |
20,267 |
1,213 |
5.7% |
133 |
0.6% |
98% |
True |
False |
19,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,037 |
2.618 |
21,823 |
1.618 |
21,692 |
1.000 |
21,611 |
0.618 |
21,561 |
HIGH |
21,480 |
0.618 |
21,430 |
0.500 |
21,415 |
0.382 |
21,399 |
LOW |
21,349 |
0.618 |
21,268 |
1.000 |
21,218 |
1.618 |
21,137 |
2.618 |
21,006 |
4.250 |
20,792 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,446 |
21,424 |
PP |
21,430 |
21,386 |
S1 |
21,415 |
21,349 |
|