Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,259.95 |
21,256.83 |
-3.12 |
0.0% |
21,195.03 |
High |
21,277.08 |
21,332.77 |
55.69 |
0.3% |
21,305.35 |
Low |
21,186.15 |
21,256.83 |
70.68 |
0.3% |
21,113.31 |
Close |
21,235.67 |
21,328.47 |
92.80 |
0.4% |
21,271.97 |
Range |
90.93 |
75.94 |
-14.99 |
-16.5% |
192.04 |
ATR |
111.07 |
110.07 |
-1.00 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,533.84 |
21,507.10 |
21,370.24 |
|
R3 |
21,457.90 |
21,431.16 |
21,349.35 |
|
R2 |
21,381.96 |
21,381.96 |
21,342.39 |
|
R1 |
21,355.22 |
21,355.22 |
21,335.43 |
21,368.59 |
PP |
21,306.02 |
21,306.02 |
21,306.02 |
21,312.71 |
S1 |
21,279.28 |
21,279.28 |
21,321.51 |
21,292.65 |
S2 |
21,230.08 |
21,230.08 |
21,314.55 |
|
S3 |
21,154.14 |
21,203.34 |
21,307.59 |
|
S4 |
21,078.20 |
21,127.40 |
21,286.70 |
|
|
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 |
21,332.77 |
21,113.31 |
219.46 |
1.0% |
103.37 |
0.5% |
98% |
True |
False |
|
10 |
21,332.77 |
20,942.57 |
390.20 |
1.8% |
98.91 |
0.5% |
99% |
True |
False |
|
20 |
21,332.77 |
20,553.45 |
779.32 |
3.7% |
103.77 |
0.5% |
99% |
True |
False |
|
40 |
21,332.77 |
20,379.55 |
953.22 |
4.5% |
102.49 |
0.5% |
100% |
True |
False |
|
60 |
21,332.77 |
20,379.55 |
953.22 |
4.5% |
116.62 |
0.5% |
100% |
True |
False |
|
80 |
21,332.77 |
20,379.55 |
953.22 |
4.5% |
112.24 |
0.5% |
100% |
True |
False |
|
100 |
21,332.77 |
19,732.36 |
1,600.41 |
7.5% |
110.65 |
0.5% |
100% |
True |
False |
|
120 |
21,332.77 |
19,677.94 |
1,654.83 |
7.8% |
109.55 |
0.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,655.52 |
2.618 |
21,531.58 |
1.618 |
21,455.64 |
1.000 |
21,408.71 |
0.618 |
21,379.70 |
HIGH |
21,332.77 |
0.618 |
21,303.76 |
0.500 |
21,294.80 |
0.382 |
21,285.84 |
LOW |
21,256.83 |
0.618 |
21,209.90 |
1.000 |
21,180.89 |
1.618 |
21,133.96 |
2.618 |
21,058.02 |
4.250 |
20,934.09 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,317.25 |
21,301.02 |
PP |
21,306.02 |
21,273.56 |
S1 |
21,294.80 |
21,246.11 |
|