Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,367 |
21,471 |
104 |
0.5% |
21,212 |
High |
21,480 |
21,494 |
14 |
0.1% |
21,366 |
Low |
21,349 |
21,416 |
67 |
0.3% |
21,139 |
Close |
21,461 |
21,437 |
-24 |
-0.1% |
21,333 |
Range |
131 |
78 |
-53 |
-40.5% |
227 |
ATR |
121 |
118 |
-3 |
-2.5% |
0 |
Volume |
107,501 |
114,957 |
7,456 |
6.9% |
799,145 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,683 |
21,638 |
21,480 |
|
R3 |
21,605 |
21,560 |
21,459 |
|
R2 |
21,527 |
21,527 |
21,451 |
|
R1 |
21,482 |
21,482 |
21,444 |
21,466 |
PP |
21,449 |
21,449 |
21,449 |
21,441 |
S1 |
21,404 |
21,404 |
21,430 |
21,388 |
S2 |
21,371 |
21,371 |
21,423 |
|
S3 |
21,293 |
21,326 |
21,416 |
|
S4 |
21,215 |
21,248 |
21,394 |
|
|
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 |
21,494 |
21,218 |
276 |
1.3% |
105 |
0.5% |
79% |
True |
False |
139,372 |
10 |
21,494 |
21,064 |
430 |
2.0% |
111 |
0.5% |
87% |
True |
False |
127,315 |
20 |
21,494 |
20,789 |
705 |
3.3% |
108 |
0.5% |
92% |
True |
False |
64,044 |
40 |
21,494 |
20,433 |
1,061 |
4.9% |
118 |
0.5% |
95% |
True |
False |
32,067 |
60 |
21,494 |
20,267 |
1,227 |
5.7% |
131 |
0.6% |
95% |
True |
False |
21,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,826 |
2.618 |
21,698 |
1.618 |
21,620 |
1.000 |
21,572 |
0.618 |
21,542 |
HIGH |
21,494 |
0.618 |
21,464 |
0.500 |
21,455 |
0.382 |
21,446 |
LOW |
21,416 |
0.618 |
21,368 |
1.000 |
21,338 |
1.618 |
21,290 |
2.618 |
21,212 |
4.250 |
21,085 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,455 |
21,418 |
PP |
21,449 |
21,398 |
S1 |
21,443 |
21,379 |
|