Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,444.75 |
21,521.25 |
76.50 |
0.4% |
21,259.95 |
High |
21,528.99 |
21,535.03 |
6.04 |
0.0% |
21,391.97 |
Low |
21,436.08 |
21,464.24 |
28.16 |
0.1% |
21,186.15 |
Close |
21,528.99 |
21,467.14 |
-61.85 |
-0.3% |
21,384.28 |
Range |
92.91 |
70.79 |
-22.12 |
-23.8% |
205.82 |
ATR |
109.77 |
106.99 |
-2.78 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,701.17 |
21,654.95 |
21,506.07 |
|
R3 |
21,630.38 |
21,584.16 |
21,486.61 |
|
R2 |
21,559.59 |
21,559.59 |
21,480.12 |
|
R1 |
21,513.37 |
21,513.37 |
21,473.63 |
21,501.09 |
PP |
21,488.80 |
21,488.80 |
21,488.80 |
21,482.66 |
S1 |
21,442.58 |
21,442.58 |
21,460.65 |
21,430.30 |
S2 |
21,418.01 |
21,418.01 |
21,454.16 |
|
S3 |
21,347.22 |
21,371.79 |
21,447.67 |
|
S4 |
21,276.43 |
21,301.00 |
21,428.21 |
|
|
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 |
21,535.03 |
21,261.87 |
273.16 |
1.3% |
88.68 |
0.4% |
75% |
True |
False |
|
10 |
21,535.03 |
21,113.31 |
421.72 |
2.0% |
96.02 |
0.4% |
84% |
True |
False |
|
20 |
21,535.03 |
20,896.22 |
638.81 |
3.0% |
87.20 |
0.4% |
89% |
True |
False |
|
40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
96.26 |
0.4% |
93% |
True |
False |
|
60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
110.32 |
0.5% |
94% |
True |
False |
|
80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
112.07 |
0.5% |
94% |
True |
False |
|
100 |
21,535.03 |
19,784.77 |
1,750.26 |
8.2% |
110.14 |
0.5% |
96% |
True |
False |
|
120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
111.26 |
0.5% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,835.89 |
2.618 |
21,720.36 |
1.618 |
21,649.57 |
1.000 |
21,605.82 |
0.618 |
21,578.78 |
HIGH |
21,535.03 |
0.618 |
21,507.99 |
0.500 |
21,499.64 |
0.382 |
21,491.28 |
LOW |
21,464.24 |
0.618 |
21,420.49 |
1.000 |
21,393.45 |
1.618 |
21,349.70 |
2.618 |
21,278.91 |
4.250 |
21,163.38 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,499.64 |
21,451.93 |
PP |
21,488.80 |
21,436.73 |
S1 |
21,477.97 |
21,421.52 |
|