Trading Metrics calculated at close of trading on 21-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,471 |
21,422 |
-49 |
-0.2% |
21,212 |
High |
21,494 |
21,450 |
-44 |
-0.2% |
21,366 |
Low |
21,416 |
21,341 |
-75 |
-0.4% |
21,139 |
Close |
21,437 |
21,378 |
-59 |
-0.3% |
21,333 |
Range |
78 |
109 |
31 |
39.7% |
227 |
ATR |
118 |
117 |
-1 |
-0.5% |
0 |
Volume |
114,957 |
144,469 |
29,512 |
25.7% |
799,145 |
|
Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,717 |
21,656 |
21,438 |
|
R3 |
21,608 |
21,547 |
21,408 |
|
R2 |
21,499 |
21,499 |
21,398 |
|
R1 |
21,438 |
21,438 |
21,388 |
21,414 |
PP |
21,390 |
21,390 |
21,390 |
21,378 |
S1 |
21,329 |
21,329 |
21,368 |
21,305 |
S2 |
21,281 |
21,281 |
21,358 |
|
S3 |
21,172 |
21,220 |
21,348 |
|
S4 |
21,063 |
21,111 |
21,318 |
|
|
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% |
107 |
0.5% |
58% |
False |
False |
134,185 |
10 |
21,494 |
21,081 |
413 |
1.9% |
114 |
0.5% |
72% |
False |
False |
141,222 |
20 |
21,494 |
20,841 |
653 |
3.1% |
109 |
0.5% |
82% |
False |
False |
71,259 |
40 |
21,494 |
20,433 |
1,061 |
5.0% |
115 |
0.5% |
89% |
False |
False |
35,676 |
60 |
21,494 |
20,267 |
1,227 |
5.7% |
130 |
0.6% |
91% |
False |
False |
23,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,913 |
2.618 |
21,735 |
1.618 |
21,626 |
1.000 |
21,559 |
0.618 |
21,517 |
HIGH |
21,450 |
0.618 |
21,408 |
0.500 |
21,396 |
0.382 |
21,383 |
LOW |
21,341 |
0.618 |
21,274 |
1.000 |
21,232 |
1.618 |
21,165 |
2.618 |
21,056 |
4.250 |
20,878 |
|
|
Fisher Pivots for day following 21-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,396 |
21,418 |
PP |
21,390 |
21,404 |
S1 |
21,384 |
21,391 |
|