Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,350 |
21,320 |
-30 |
-0.1% |
21,367 |
High |
21,376 |
21,454 |
78 |
0.4% |
21,494 |
Low |
21,282 |
21,308 |
26 |
0.1% |
21,282 |
Close |
21,339 |
21,368 |
29 |
0.1% |
21,339 |
Range |
94 |
146 |
52 |
55.3% |
212 |
ATR |
112 |
115 |
2 |
2.2% |
0 |
Volume |
106,186 |
117,059 |
10,873 |
10.2% |
573,413 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,815 |
21,737 |
21,448 |
|
R3 |
21,669 |
21,591 |
21,408 |
|
R2 |
21,523 |
21,523 |
21,395 |
|
R1 |
21,445 |
21,445 |
21,382 |
21,484 |
PP |
21,377 |
21,377 |
21,377 |
21,396 |
S1 |
21,299 |
21,299 |
21,355 |
21,338 |
S2 |
21,231 |
21,231 |
21,341 |
|
S3 |
21,085 |
21,153 |
21,328 |
|
S4 |
20,939 |
21,007 |
21,288 |
|
|
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% |
99 |
0.5% |
41% |
False |
False |
116,594 |
10 |
21,494 |
21,176 |
318 |
1.5% |
105 |
0.5% |
60% |
False |
False |
130,635 |
20 |
21,494 |
20,879 |
615 |
2.9% |
111 |
0.5% |
80% |
False |
False |
87,411 |
40 |
21,494 |
20,433 |
1,061 |
5.0% |
117 |
0.5% |
88% |
False |
False |
43,756 |
60 |
21,494 |
20,267 |
1,227 |
5.7% |
129 |
0.6% |
90% |
False |
False |
29,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,075 |
2.618 |
21,836 |
1.618 |
21,690 |
1.000 |
21,600 |
0.618 |
21,544 |
HIGH |
21,454 |
0.618 |
21,398 |
0.500 |
21,381 |
0.382 |
21,364 |
LOW |
21,308 |
0.618 |
21,218 |
1.000 |
21,162 |
1.618 |
21,072 |
2.618 |
20,926 |
4.250 |
20,688 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,381 |
21,368 |
PP |
21,377 |
21,368 |
S1 |
21,372 |
21,368 |
|