Trading Metrics calculated at close of trading on 21-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
22,260 |
22,480 |
220 |
1.0% |
22,640 |
High |
22,585 |
22,765 |
180 |
0.8% |
23,005 |
Low |
22,155 |
22,395 |
240 |
1.1% |
22,600 |
Close |
22,520 |
22,425 |
-95 |
-0.4% |
22,800 |
Range |
430 |
370 |
-60 |
-14.0% |
405 |
ATR |
293 |
298 |
6 |
1.9% |
0 |
Volume |
10,003 |
10,832 |
829 |
8.3% |
39,679 |
|
Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,638 |
23,402 |
22,629 |
|
R3 |
23,268 |
23,032 |
22,527 |
|
R2 |
22,898 |
22,898 |
22,493 |
|
R1 |
22,662 |
22,662 |
22,459 |
22,595 |
PP |
22,528 |
22,528 |
22,528 |
22,495 |
S1 |
22,292 |
22,292 |
22,391 |
22,225 |
S2 |
22,158 |
22,158 |
22,357 |
|
S3 |
21,788 |
21,922 |
22,323 |
|
S4 |
21,418 |
21,552 |
22,222 |
|
|
Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,017 |
23,813 |
23,023 |
|
R3 |
23,612 |
23,408 |
22,912 |
|
R2 |
23,207 |
23,207 |
22,874 |
|
R1 |
23,003 |
23,003 |
22,837 |
23,105 |
PP |
22,802 |
22,802 |
22,802 |
22,853 |
S1 |
22,598 |
22,598 |
22,763 |
22,700 |
S2 |
22,397 |
22,397 |
22,726 |
|
S3 |
21,992 |
22,193 |
22,689 |
|
S4 |
21,587 |
21,788 |
22,577 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,900 |
22,105 |
795 |
3.5% |
384 |
1.7% |
40% |
False |
False |
10,582 |
10 |
23,005 |
22,105 |
900 |
4.0% |
325 |
1.4% |
36% |
False |
False |
8,851 |
20 |
23,005 |
21,920 |
1,085 |
4.8% |
323 |
1.4% |
47% |
False |
False |
7,308 |
40 |
23,040 |
21,920 |
1,120 |
5.0% |
231 |
1.0% |
45% |
False |
False |
3,661 |
60 |
23,040 |
20,860 |
2,180 |
9.7% |
236 |
1.1% |
72% |
False |
False |
2,441 |
80 |
23,040 |
20,180 |
2,860 |
12.8% |
233 |
1.0% |
78% |
False |
False |
1,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,338 |
2.618 |
23,734 |
1.618 |
23,364 |
1.000 |
23,135 |
0.618 |
22,994 |
HIGH |
22,765 |
0.618 |
22,624 |
0.500 |
22,580 |
0.382 |
22,536 |
LOW |
22,395 |
0.618 |
22,166 |
1.000 |
22,025 |
1.618 |
21,796 |
2.618 |
21,426 |
4.250 |
20,823 |
|
|
Fisher Pivots for day following 21-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
22,580 |
22,435 |
PP |
22,528 |
22,432 |
S1 |
22,477 |
22,428 |
|