Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,362 |
21,350 |
-12 |
-0.1% |
21,367 |
High |
21,408 |
21,376 |
-32 |
-0.1% |
21,494 |
Low |
21,342 |
21,282 |
-60 |
-0.3% |
21,282 |
Close |
21,348 |
21,339 |
-9 |
0.0% |
21,339 |
Range |
66 |
94 |
28 |
42.4% |
212 |
ATR |
114 |
112 |
-1 |
-1.2% |
0 |
Volume |
100,300 |
106,186 |
5,886 |
5.9% |
573,413 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,614 |
21,571 |
21,391 |
|
R3 |
21,520 |
21,477 |
21,365 |
|
R2 |
21,426 |
21,426 |
21,356 |
|
R1 |
21,383 |
21,383 |
21,348 |
21,358 |
PP |
21,332 |
21,332 |
21,332 |
21,320 |
S1 |
21,289 |
21,289 |
21,331 |
21,264 |
S2 |
21,238 |
21,238 |
21,322 |
|
S3 |
21,144 |
21,195 |
21,313 |
|
S4 |
21,050 |
21,101 |
21,287 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,008 |
21,885 |
21,456 |
|
R3 |
21,796 |
21,673 |
21,397 |
|
R2 |
21,584 |
21,584 |
21,378 |
|
R1 |
21,461 |
21,461 |
21,359 |
21,417 |
PP |
21,372 |
21,372 |
21,372 |
21,349 |
S1 |
21,249 |
21,249 |
21,320 |
21,205 |
S2 |
21,160 |
21,160 |
21,300 |
|
S3 |
20,948 |
21,037 |
21,281 |
|
S4 |
20,736 |
20,825 |
21,223 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,494 |
21,282 |
212 |
1.0% |
96 |
0.4% |
27% |
False |
True |
114,682 |
10 |
21,494 |
21,139 |
355 |
1.7% |
99 |
0.5% |
56% |
False |
False |
137,255 |
20 |
21,494 |
20,879 |
615 |
2.9% |
106 |
0.5% |
75% |
False |
False |
81,568 |
40 |
21,494 |
20,433 |
1,061 |
5.0% |
114 |
0.5% |
85% |
False |
False |
40,831 |
60 |
21,494 |
20,267 |
1,227 |
5.8% |
128 |
0.6% |
87% |
False |
False |
27,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,776 |
2.618 |
21,622 |
1.618 |
21,528 |
1.000 |
21,470 |
0.618 |
21,434 |
HIGH |
21,376 |
0.618 |
21,340 |
0.500 |
21,329 |
0.382 |
21,318 |
LOW |
21,282 |
0.618 |
21,224 |
1.000 |
21,188 |
1.618 |
21,130 |
2.618 |
21,036 |
4.250 |
20,883 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,336 |
21,366 |
PP |
21,332 |
21,357 |
S1 |
21,329 |
21,348 |
|