Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,335.93 |
21,444.75 |
108.82 |
0.5% |
21,259.95 |
High |
21,384.42 |
21,528.99 |
144.57 |
0.7% |
21,391.97 |
Low |
21,308.01 |
21,436.08 |
128.07 |
0.6% |
21,186.15 |
Close |
21,384.28 |
21,528.99 |
144.71 |
0.7% |
21,384.28 |
Range |
76.41 |
92.91 |
16.50 |
21.6% |
205.82 |
ATR |
107.09 |
109.77 |
2.69 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,776.75 |
21,745.78 |
21,580.09 |
|
R3 |
21,683.84 |
21,652.87 |
21,554.54 |
|
R2 |
21,590.93 |
21,590.93 |
21,546.02 |
|
R1 |
21,559.96 |
21,559.96 |
21,537.51 |
21,575.45 |
PP |
21,498.02 |
21,498.02 |
21,498.02 |
21,505.76 |
S1 |
21,467.05 |
21,467.05 |
21,520.47 |
21,482.54 |
S2 |
21,405.11 |
21,405.11 |
21,511.96 |
|
S3 |
21,312.20 |
21,374.14 |
21,503.44 |
|
S4 |
21,219.29 |
21,281.23 |
21,477.89 |
|
|
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 |
21,528.99 |
21,256.83 |
272.16 |
1.3% |
89.71 |
0.4% |
100% |
True |
False |
|
10 |
21,528.99 |
21,113.31 |
415.68 |
1.9% |
95.15 |
0.4% |
100% |
True |
False |
|
20 |
21,528.99 |
20,860.16 |
668.83 |
3.1% |
86.36 |
0.4% |
100% |
True |
False |
|
40 |
21,528.99 |
20,553.45 |
975.54 |
4.5% |
96.20 |
0.4% |
100% |
True |
False |
|
60 |
21,528.99 |
20,379.55 |
1,149.44 |
5.3% |
112.28 |
0.5% |
100% |
True |
False |
|
80 |
21,528.99 |
20,379.55 |
1,149.44 |
5.3% |
112.28 |
0.5% |
100% |
True |
False |
|
100 |
21,528.99 |
19,784.77 |
1,744.22 |
8.1% |
110.01 |
0.5% |
100% |
True |
False |
|
120 |
21,528.99 |
19,677.94 |
1,851.05 |
8.6% |
111.01 |
0.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,923.86 |
2.618 |
21,772.23 |
1.618 |
21,679.32 |
1.000 |
21,621.90 |
0.618 |
21,586.41 |
HIGH |
21,528.99 |
0.618 |
21,493.50 |
0.500 |
21,482.54 |
0.382 |
21,471.57 |
LOW |
21,436.08 |
0.618 |
21,378.66 |
1.000 |
21,343.17 |
1.618 |
21,285.75 |
2.618 |
21,192.84 |
4.250 |
21,041.21 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,513.51 |
21,484.47 |
PP |
21,498.02 |
21,439.95 |
S1 |
21,482.54 |
21,395.43 |
|