Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,365 |
21,268 |
-97 |
-0.5% |
21,367 |
High |
21,389 |
21,437 |
48 |
0.2% |
21,494 |
Low |
21,265 |
21,253 |
-12 |
-0.1% |
21,282 |
Close |
21,291 |
21,402 |
111 |
0.5% |
21,339 |
Range |
124 |
184 |
60 |
48.4% |
212 |
ATR |
115 |
120 |
5 |
4.3% |
0 |
Volume |
165,483 |
157,387 |
-8,096 |
-4.9% |
573,413 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,916 |
21,843 |
21,503 |
|
R3 |
21,732 |
21,659 |
21,453 |
|
R2 |
21,548 |
21,548 |
21,436 |
|
R1 |
21,475 |
21,475 |
21,419 |
21,512 |
PP |
21,364 |
21,364 |
21,364 |
21,382 |
S1 |
21,291 |
21,291 |
21,385 |
21,328 |
S2 |
21,180 |
21,180 |
21,368 |
|
S3 |
20,996 |
21,107 |
21,352 |
|
S4 |
20,812 |
20,923 |
21,301 |
|
|
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 |
21,253 |
201 |
0.9% |
123 |
0.6% |
74% |
False |
True |
129,283 |
10 |
21,494 |
21,218 |
276 |
1.3% |
115 |
0.5% |
67% |
False |
False |
131,734 |
20 |
21,494 |
20,937 |
557 |
2.6% |
113 |
0.5% |
83% |
False |
False |
103,524 |
40 |
21,494 |
20,433 |
1,061 |
5.0% |
121 |
0.6% |
91% |
False |
False |
51,826 |
60 |
21,494 |
20,267 |
1,227 |
5.7% |
129 |
0.6% |
93% |
False |
False |
34,573 |
80 |
21,494 |
20,267 |
1,227 |
5.7% |
127 |
0.6% |
93% |
False |
False |
25,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,219 |
2.618 |
21,919 |
1.618 |
21,735 |
1.000 |
21,621 |
0.618 |
21,551 |
HIGH |
21,437 |
0.618 |
21,367 |
0.500 |
21,345 |
0.382 |
21,323 |
LOW |
21,253 |
0.618 |
21,139 |
1.000 |
21,069 |
1.618 |
20,955 |
2.618 |
20,771 |
4.250 |
20,471 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,383 |
21,386 |
PP |
21,364 |
21,370 |
S1 |
21,345 |
21,354 |
|