Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,427 |
21,264 |
-163 |
-0.8% |
21,320 |
High |
21,451 |
21,366 |
-85 |
-0.4% |
21,454 |
Low |
21,138 |
21,232 |
94 |
0.4% |
21,138 |
Close |
21,255 |
21,300 |
45 |
0.2% |
21,300 |
Range |
313 |
134 |
-179 |
-57.2% |
316 |
ATR |
134 |
134 |
0 |
0.0% |
0 |
Volume |
239,968 |
147,374 |
-92,594 |
-38.6% |
827,271 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,701 |
21,635 |
21,374 |
|
R3 |
21,567 |
21,501 |
21,337 |
|
R2 |
21,433 |
21,433 |
21,325 |
|
R1 |
21,367 |
21,367 |
21,312 |
21,400 |
PP |
21,299 |
21,299 |
21,299 |
21,316 |
S1 |
21,233 |
21,233 |
21,288 |
21,266 |
S2 |
21,165 |
21,165 |
21,276 |
|
S3 |
21,031 |
21,099 |
21,263 |
|
S4 |
20,897 |
20,965 |
21,226 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,245 |
22,089 |
21,474 |
|
R3 |
21,929 |
21,773 |
21,387 |
|
R2 |
21,613 |
21,613 |
21,358 |
|
R1 |
21,457 |
21,457 |
21,329 |
21,377 |
PP |
21,297 |
21,297 |
21,297 |
21,258 |
S1 |
21,141 |
21,141 |
21,271 |
21,061 |
S2 |
20,981 |
20,981 |
21,242 |
|
S3 |
20,665 |
20,825 |
21,213 |
|
S4 |
20,349 |
20,509 |
21,126 |
|
|
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% |
180 |
0.8% |
51% |
False |
False |
165,454 |
10 |
21,494 |
21,138 |
356 |
1.7% |
138 |
0.6% |
46% |
False |
False |
140,068 |
20 |
21,494 |
21,064 |
430 |
2.0% |
123 |
0.6% |
55% |
False |
False |
122,793 |
40 |
21,494 |
20,433 |
1,061 |
5.0% |
126 |
0.6% |
82% |
False |
False |
61,508 |
60 |
21,494 |
20,267 |
1,227 |
5.8% |
130 |
0.6% |
84% |
False |
False |
41,027 |
80 |
21,494 |
20,267 |
1,227 |
5.8% |
131 |
0.6% |
84% |
False |
False |
30,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,936 |
2.618 |
21,717 |
1.618 |
21,583 |
1.000 |
21,500 |
0.618 |
21,449 |
HIGH |
21,366 |
0.618 |
21,315 |
0.500 |
21,299 |
0.382 |
21,283 |
LOW |
21,232 |
0.618 |
21,149 |
1.000 |
21,098 |
1.618 |
21,015 |
2.618 |
20,881 |
4.250 |
20,663 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,300 |
21,298 |
PP |
21,299 |
21,296 |
S1 |
21,299 |
21,295 |
|