Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,320 |
21,365 |
45 |
0.2% |
21,367 |
High |
21,454 |
21,389 |
-65 |
-0.3% |
21,494 |
Low |
21,308 |
21,265 |
-43 |
-0.2% |
21,282 |
Close |
21,368 |
21,291 |
-77 |
-0.4% |
21,339 |
Range |
146 |
124 |
-22 |
-15.1% |
212 |
ATR |
115 |
115 |
1 |
0.6% |
0 |
Volume |
117,059 |
165,483 |
48,424 |
41.4% |
573,413 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,687 |
21,613 |
21,359 |
|
R3 |
21,563 |
21,489 |
21,325 |
|
R2 |
21,439 |
21,439 |
21,314 |
|
R1 |
21,365 |
21,365 |
21,302 |
21,340 |
PP |
21,315 |
21,315 |
21,315 |
21,303 |
S1 |
21,241 |
21,241 |
21,280 |
21,216 |
S2 |
21,191 |
21,191 |
21,268 |
|
S3 |
21,067 |
21,117 |
21,257 |
|
S4 |
20,943 |
20,993 |
21,223 |
|
|
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 |
21,454 |
21,265 |
189 |
0.9% |
108 |
0.5% |
14% |
False |
True |
126,699 |
10 |
21,494 |
21,218 |
276 |
1.3% |
106 |
0.5% |
26% |
False |
False |
133,035 |
20 |
21,494 |
20,879 |
615 |
2.9% |
111 |
0.5% |
67% |
False |
False |
95,671 |
40 |
21,494 |
20,433 |
1,061 |
5.0% |
118 |
0.6% |
81% |
False |
False |
47,891 |
60 |
21,494 |
20,267 |
1,227 |
5.8% |
130 |
0.6% |
83% |
False |
False |
31,952 |
80 |
21,494 |
20,267 |
1,227 |
5.8% |
125 |
0.6% |
83% |
False |
False |
23,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,916 |
2.618 |
21,714 |
1.618 |
21,590 |
1.000 |
21,513 |
0.618 |
21,466 |
HIGH |
21,389 |
0.618 |
21,342 |
0.500 |
21,327 |
0.382 |
21,312 |
LOW |
21,265 |
0.618 |
21,188 |
1.000 |
21,141 |
1.618 |
21,064 |
2.618 |
20,940 |
4.250 |
20,738 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,327 |
21,360 |
PP |
21,315 |
21,337 |
S1 |
21,303 |
21,314 |
|