Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,208.96 |
21,259.95 |
50.99 |
0.2% |
21,195.03 |
High |
21,305.35 |
21,277.08 |
-28.27 |
-0.1% |
21,305.35 |
Low |
21,159.45 |
21,186.15 |
26.70 |
0.1% |
21,113.31 |
Close |
21,271.97 |
21,235.67 |
-36.30 |
-0.2% |
21,271.97 |
Range |
145.90 |
90.93 |
-54.97 |
-37.7% |
192.04 |
ATR |
112.61 |
111.07 |
-1.55 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,505.76 |
21,461.64 |
21,285.68 |
|
R3 |
21,414.83 |
21,370.71 |
21,260.68 |
|
R2 |
21,323.90 |
21,323.90 |
21,252.34 |
|
R1 |
21,279.78 |
21,279.78 |
21,244.01 |
21,256.38 |
PP |
21,232.97 |
21,232.97 |
21,232.97 |
21,221.26 |
S1 |
21,188.85 |
21,188.85 |
21,227.33 |
21,165.45 |
S2 |
21,142.04 |
21,142.04 |
21,219.00 |
|
S3 |
21,051.11 |
21,097.92 |
21,210.66 |
|
S4 |
20,960.18 |
21,006.99 |
21,185.66 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,806.33 |
21,731.19 |
21,377.59 |
|
R3 |
21,614.29 |
21,539.15 |
21,324.78 |
|
R2 |
21,422.25 |
21,422.25 |
21,307.18 |
|
R1 |
21,347.11 |
21,347.11 |
21,289.57 |
21,384.68 |
PP |
21,230.21 |
21,230.21 |
21,230.21 |
21,249.00 |
S1 |
21,155.07 |
21,155.07 |
21,254.37 |
21,192.64 |
S2 |
21,038.17 |
21,038.17 |
21,236.76 |
|
S3 |
20,846.13 |
20,963.03 |
21,219.16 |
|
S4 |
20,654.09 |
20,770.99 |
21,166.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,305.35 |
21,113.31 |
192.04 |
0.9% |
100.58 |
0.5% |
64% |
False |
False |
|
10 |
21,305.35 |
20,942.57 |
362.78 |
1.7% |
96.72 |
0.5% |
81% |
False |
False |
|
20 |
21,305.35 |
20,553.45 |
751.90 |
3.5% |
103.83 |
0.5% |
91% |
False |
False |
|
40 |
21,305.35 |
20,379.55 |
925.80 |
4.4% |
104.58 |
0.5% |
92% |
False |
False |
|
60 |
21,305.35 |
20,379.55 |
925.80 |
4.4% |
116.51 |
0.5% |
92% |
False |
False |
|
80 |
21,305.35 |
20,379.55 |
925.80 |
4.4% |
112.32 |
0.5% |
92% |
False |
False |
|
100 |
21,305.35 |
19,677.94 |
1,627.41 |
7.7% |
111.35 |
0.5% |
96% |
False |
False |
|
120 |
21,305.35 |
19,677.94 |
1,627.41 |
7.7% |
109.63 |
0.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,663.53 |
2.618 |
21,515.13 |
1.618 |
21,424.20 |
1.000 |
21,368.01 |
0.618 |
21,333.27 |
HIGH |
21,277.08 |
0.618 |
21,242.34 |
0.500 |
21,231.62 |
0.382 |
21,220.89 |
LOW |
21,186.15 |
0.618 |
21,129.96 |
1.000 |
21,095.22 |
1.618 |
21,039.03 |
2.618 |
20,948.10 |
4.250 |
20,799.70 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,234.32 |
21,231.03 |
PP |
21,232.97 |
21,226.39 |
S1 |
21,231.62 |
21,221.76 |
|