Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,291.69 |
21,335.93 |
44.24 |
0.2% |
21,259.95 |
High |
21,367.28 |
21,384.42 |
17.14 |
0.1% |
21,391.97 |
Low |
21,261.87 |
21,308.01 |
46.14 |
0.2% |
21,186.15 |
Close |
21,359.90 |
21,384.28 |
24.38 |
0.1% |
21,384.28 |
Range |
105.41 |
76.41 |
-29.00 |
-27.5% |
205.82 |
ATR |
109.45 |
107.09 |
-2.36 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,588.13 |
21,562.62 |
21,426.31 |
|
R3 |
21,511.72 |
21,486.21 |
21,405.29 |
|
R2 |
21,435.31 |
21,435.31 |
21,398.29 |
|
R1 |
21,409.80 |
21,409.80 |
21,391.28 |
21,422.56 |
PP |
21,358.90 |
21,358.90 |
21,358.90 |
21,365.28 |
S1 |
21,333.39 |
21,333.39 |
21,377.28 |
21,346.15 |
S2 |
21,282.49 |
21,282.49 |
21,370.27 |
|
S3 |
21,206.08 |
21,256.98 |
21,363.27 |
|
S4 |
21,129.67 |
21,180.57 |
21,342.25 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,938.26 |
21,867.09 |
21,497.48 |
|
R3 |
21,732.44 |
21,661.27 |
21,440.88 |
|
R2 |
21,526.62 |
21,526.62 |
21,422.01 |
|
R1 |
21,455.45 |
21,455.45 |
21,403.15 |
21,491.04 |
PP |
21,320.80 |
21,320.80 |
21,320.80 |
21,338.59 |
S1 |
21,249.63 |
21,249.63 |
21,365.41 |
21,285.22 |
S2 |
21,114.98 |
21,114.98 |
21,346.55 |
|
S3 |
20,909.16 |
21,043.81 |
21,327.68 |
|
S4 |
20,703.34 |
20,837.99 |
21,271.08 |
|
|
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 |
21,186.15 |
205.82 |
1.0% |
89.31 |
0.4% |
96% |
False |
False |
|
10 |
21,391.97 |
21,113.31 |
278.66 |
1.3% |
91.43 |
0.4% |
97% |
False |
False |
|
20 |
21,391.97 |
20,687.94 |
704.03 |
3.3% |
90.18 |
0.4% |
99% |
False |
False |
|
40 |
21,391.97 |
20,505.33 |
886.64 |
4.1% |
96.28 |
0.5% |
99% |
False |
False |
|
60 |
21,391.97 |
20,379.55 |
1,012.42 |
4.7% |
113.05 |
0.5% |
99% |
False |
False |
|
80 |
21,391.97 |
20,379.55 |
1,012.42 |
4.7% |
112.30 |
0.5% |
99% |
False |
False |
|
100 |
21,391.97 |
19,784.77 |
1,607.20 |
7.5% |
109.96 |
0.5% |
100% |
False |
False |
|
120 |
21,391.97 |
19,677.94 |
1,714.03 |
8.0% |
110.52 |
0.5% |
100% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,709.16 |
2.618 |
21,584.46 |
1.618 |
21,508.05 |
1.000 |
21,460.83 |
0.618 |
21,431.64 |
HIGH |
21,384.42 |
0.618 |
21,355.23 |
0.500 |
21,346.22 |
0.382 |
21,337.20 |
LOW |
21,308.01 |
0.618 |
21,260.79 |
1.000 |
21,231.60 |
1.618 |
21,184.38 |
2.618 |
21,107.97 |
4.250 |
20,983.27 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,371.59 |
21,365.16 |
PP |
21,358.90 |
21,346.04 |
S1 |
21,346.22 |
21,326.92 |
|