Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,466.39 |
21,407.98 |
-58.41 |
-0.3% |
21,259.95 |
High |
21,492.62 |
21,456.47 |
-36.15 |
-0.2% |
21,391.97 |
Low |
21,390.00 |
21,394.81 |
4.81 |
0.0% |
21,186.15 |
Close |
21,410.03 |
21,397.29 |
-12.74 |
-0.1% |
21,384.28 |
Range |
102.62 |
61.66 |
-40.96 |
-39.9% |
205.82 |
ATR |
106.68 |
103.46 |
-3.22 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,601.17 |
21,560.89 |
21,431.20 |
|
R3 |
21,539.51 |
21,499.23 |
21,414.25 |
|
R2 |
21,477.85 |
21,477.85 |
21,408.59 |
|
R1 |
21,437.57 |
21,437.57 |
21,402.94 |
21,426.88 |
PP |
21,416.19 |
21,416.19 |
21,416.19 |
21,410.85 |
S1 |
21,375.91 |
21,375.91 |
21,391.64 |
21,365.22 |
S2 |
21,354.53 |
21,354.53 |
21,385.99 |
|
S3 |
21,292.87 |
21,314.25 |
21,380.33 |
|
S4 |
21,231.21 |
21,252.59 |
21,363.38 |
|
|
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 |
21,308.01 |
227.02 |
1.1% |
80.88 |
0.4% |
39% |
False |
False |
|
10 |
21,535.03 |
21,159.45 |
375.58 |
1.8% |
92.05 |
0.4% |
63% |
False |
False |
|
20 |
21,535.03 |
20,942.57 |
592.46 |
2.8% |
87.70 |
0.4% |
77% |
False |
False |
|
40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
94.96 |
0.4% |
86% |
False |
False |
|
60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
106.70 |
0.5% |
88% |
False |
False |
|
80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
112.41 |
0.5% |
88% |
False |
False |
|
100 |
21,535.03 |
19,784.77 |
1,750.26 |
8.2% |
109.77 |
0.5% |
92% |
False |
False |
|
120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
110.60 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,718.53 |
2.618 |
21,617.90 |
1.618 |
21,556.24 |
1.000 |
21,518.13 |
0.618 |
21,494.58 |
HIGH |
21,456.47 |
0.618 |
21,432.92 |
0.500 |
21,425.64 |
0.382 |
21,418.36 |
LOW |
21,394.81 |
0.618 |
21,356.70 |
1.000 |
21,333.15 |
1.618 |
21,295.04 |
2.618 |
21,233.38 |
4.250 |
21,132.76 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,425.64 |
21,462.52 |
PP |
21,416.19 |
21,440.77 |
S1 |
21,406.74 |
21,419.03 |
|