Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,256.83 |
21,342.71 |
85.88 |
0.4% |
21,195.03 |
High |
21,332.77 |
21,391.97 |
59.20 |
0.3% |
21,305.35 |
Low |
21,256.83 |
21,294.09 |
37.26 |
0.2% |
21,113.31 |
Close |
21,328.47 |
21,374.56 |
46.09 |
0.2% |
21,271.97 |
Range |
75.94 |
97.88 |
21.94 |
28.9% |
192.04 |
ATR |
110.07 |
109.20 |
-0.87 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,647.18 |
21,608.75 |
21,428.39 |
|
R3 |
21,549.30 |
21,510.87 |
21,401.48 |
|
R2 |
21,451.42 |
21,451.42 |
21,392.50 |
|
R1 |
21,412.99 |
21,412.99 |
21,383.53 |
21,432.21 |
PP |
21,353.54 |
21,353.54 |
21,353.54 |
21,363.15 |
S1 |
21,315.11 |
21,315.11 |
21,365.59 |
21,334.33 |
S2 |
21,255.66 |
21,255.66 |
21,356.62 |
|
S3 |
21,157.78 |
21,217.23 |
21,347.64 |
|
S4 |
21,059.90 |
21,119.35 |
21,320.73 |
|
|
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 |
21,391.97 |
21,138.16 |
253.81 |
1.2% |
107.64 |
0.5% |
93% |
True |
False |
|
10 |
21,391.97 |
20,994.22 |
397.75 |
1.9% |
97.79 |
0.5% |
96% |
True |
False |
|
20 |
21,391.97 |
20,553.45 |
838.52 |
3.9% |
103.63 |
0.5% |
98% |
True |
False |
|
40 |
21,391.97 |
20,379.55 |
1,012.42 |
4.7% |
101.49 |
0.5% |
98% |
True |
False |
|
60 |
21,391.97 |
20,379.55 |
1,012.42 |
4.7% |
117.09 |
0.5% |
98% |
True |
False |
|
80 |
21,391.97 |
20,379.55 |
1,012.42 |
4.7% |
112.32 |
0.5% |
98% |
True |
False |
|
100 |
21,391.97 |
19,732.36 |
1,659.61 |
7.8% |
110.78 |
0.5% |
99% |
True |
False |
|
120 |
21,391.97 |
19,677.94 |
1,714.03 |
8.0% |
109.81 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,807.96 |
2.618 |
21,648.22 |
1.618 |
21,550.34 |
1.000 |
21,489.85 |
0.618 |
21,452.46 |
HIGH |
21,391.97 |
0.618 |
21,354.58 |
0.500 |
21,343.03 |
0.382 |
21,331.48 |
LOW |
21,294.09 |
0.618 |
21,233.60 |
1.000 |
21,196.21 |
1.618 |
21,135.72 |
2.618 |
21,037.84 |
4.250 |
20,878.10 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,364.05 |
21,346.06 |
PP |
21,353.54 |
21,317.56 |
S1 |
21,343.03 |
21,289.06 |
|