Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,268 |
21,427 |
159 |
0.7% |
21,367 |
High |
21,437 |
21,451 |
14 |
0.1% |
21,494 |
Low |
21,253 |
21,138 |
-115 |
-0.5% |
21,282 |
Close |
21,402 |
21,255 |
-147 |
-0.7% |
21,339 |
Range |
184 |
313 |
129 |
70.1% |
212 |
ATR |
120 |
134 |
14 |
11.5% |
0 |
Volume |
157,387 |
239,968 |
82,581 |
52.5% |
573,413 |
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,220 |
22,051 |
21,427 |
|
R3 |
21,907 |
21,738 |
21,341 |
|
R2 |
21,594 |
21,594 |
21,313 |
|
R1 |
21,425 |
21,425 |
21,284 |
21,353 |
PP |
21,281 |
21,281 |
21,281 |
21,246 |
S1 |
21,112 |
21,112 |
21,226 |
21,040 |
S2 |
20,968 |
20,968 |
21,198 |
|
S3 |
20,655 |
20,799 |
21,169 |
|
S4 |
20,342 |
20,486 |
21,083 |
|
|
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 |
21,138 |
316 |
1.5% |
172 |
0.8% |
37% |
False |
True |
157,216 |
10 |
21,494 |
21,138 |
356 |
1.7% |
135 |
0.6% |
33% |
False |
True |
136,968 |
20 |
21,494 |
21,064 |
430 |
2.0% |
121 |
0.6% |
44% |
False |
False |
115,481 |
40 |
21,494 |
20,433 |
1,061 |
5.0% |
127 |
0.6% |
77% |
False |
False |
57,825 |
60 |
21,494 |
20,267 |
1,227 |
5.8% |
132 |
0.6% |
81% |
False |
False |
38,573 |
80 |
21,494 |
20,267 |
1,227 |
5.8% |
130 |
0.6% |
81% |
False |
False |
28,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,781 |
2.618 |
22,271 |
1.618 |
21,958 |
1.000 |
21,764 |
0.618 |
21,645 |
HIGH |
21,451 |
0.618 |
21,332 |
0.500 |
21,295 |
0.382 |
21,258 |
LOW |
21,138 |
0.618 |
20,945 |
1.000 |
20,825 |
1.618 |
20,632 |
2.618 |
20,319 |
4.250 |
19,808 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,295 |
21,295 |
PP |
21,281 |
21,281 |
S1 |
21,268 |
21,268 |
|