Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,407.98 |
21,380.92 |
-27.06 |
-0.1% |
21,444.75 |
High |
21,456.47 |
21,421.79 |
-34.68 |
-0.2% |
21,535.03 |
Low |
21,394.81 |
21,333.89 |
-60.92 |
-0.3% |
21,333.89 |
Close |
21,397.29 |
21,394.76 |
-2.53 |
0.0% |
21,394.76 |
Range |
61.66 |
87.90 |
26.24 |
42.6% |
201.14 |
ATR |
103.46 |
102.35 |
-1.11 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,647.18 |
21,608.87 |
21,443.11 |
|
R3 |
21,559.28 |
21,520.97 |
21,418.93 |
|
R2 |
21,471.38 |
21,471.38 |
21,410.88 |
|
R1 |
21,433.07 |
21,433.07 |
21,402.82 |
21,452.23 |
PP |
21,383.48 |
21,383.48 |
21,383.48 |
21,393.06 |
S1 |
21,345.17 |
21,345.17 |
21,386.70 |
21,364.33 |
S2 |
21,295.58 |
21,295.58 |
21,378.65 |
|
S3 |
21,207.68 |
21,257.27 |
21,370.59 |
|
S4 |
21,119.78 |
21,169.37 |
21,346.42 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,024.65 |
21,910.84 |
21,505.39 |
|
R3 |
21,823.51 |
21,709.70 |
21,450.07 |
|
R2 |
21,622.37 |
21,622.37 |
21,431.64 |
|
R1 |
21,508.56 |
21,508.56 |
21,413.20 |
21,464.90 |
PP |
21,421.23 |
21,421.23 |
21,421.23 |
21,399.39 |
S1 |
21,307.42 |
21,307.42 |
21,376.32 |
21,263.76 |
S2 |
21,220.09 |
21,220.09 |
21,357.88 |
|
S3 |
21,018.95 |
21,106.28 |
21,339.45 |
|
S4 |
20,817.81 |
20,905.14 |
21,284.13 |
|
|
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 |
21,333.89 |
201.14 |
0.9% |
83.18 |
0.4% |
30% |
False |
True |
|
10 |
21,535.03 |
21,186.15 |
348.88 |
1.6% |
86.25 |
0.4% |
60% |
False |
False |
|
20 |
21,535.03 |
20,942.57 |
592.46 |
2.8% |
89.05 |
0.4% |
76% |
False |
False |
|
40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
95.40 |
0.4% |
86% |
False |
False |
|
60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
107.17 |
0.5% |
88% |
False |
False |
|
80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
110.86 |
0.5% |
88% |
False |
False |
|
100 |
21,535.03 |
19,831.09 |
1,703.94 |
8.0% |
109.31 |
0.5% |
92% |
False |
False |
|
120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
110.22 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,795.37 |
2.618 |
21,651.91 |
1.618 |
21,564.01 |
1.000 |
21,509.69 |
0.618 |
21,476.11 |
HIGH |
21,421.79 |
0.618 |
21,388.21 |
0.500 |
21,377.84 |
0.382 |
21,367.47 |
LOW |
21,333.89 |
0.618 |
21,279.57 |
1.000 |
21,245.99 |
1.618 |
21,191.67 |
2.618 |
21,103.77 |
4.250 |
20,960.32 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,389.12 |
21,413.26 |
PP |
21,383.48 |
21,407.09 |
S1 |
21,377.84 |
21,400.93 |
|