Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,380.92 |
21,434.68 |
53.76 |
0.3% |
21,444.75 |
High |
21,421.79 |
21,506.21 |
84.42 |
0.4% |
21,535.03 |
Low |
21,333.89 |
21,381.25 |
47.36 |
0.2% |
21,333.89 |
Close |
21,394.76 |
21,409.55 |
14.79 |
0.1% |
21,394.76 |
Range |
87.90 |
124.96 |
37.06 |
42.2% |
201.14 |
ATR |
102.35 |
103.97 |
1.61 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,807.22 |
21,733.34 |
21,478.28 |
|
R3 |
21,682.26 |
21,608.38 |
21,443.91 |
|
R2 |
21,557.30 |
21,557.30 |
21,432.46 |
|
R1 |
21,483.42 |
21,483.42 |
21,421.00 |
21,457.88 |
PP |
21,432.34 |
21,432.34 |
21,432.34 |
21,419.57 |
S1 |
21,358.46 |
21,358.46 |
21,398.10 |
21,332.92 |
S2 |
21,307.38 |
21,307.38 |
21,386.64 |
|
S3 |
21,182.42 |
21,233.50 |
21,375.19 |
|
S4 |
21,057.46 |
21,108.54 |
21,340.82 |
|
|
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% |
89.59 |
0.4% |
38% |
False |
False |
|
10 |
21,535.03 |
21,256.83 |
278.20 |
1.3% |
89.65 |
0.4% |
55% |
False |
False |
|
20 |
21,535.03 |
20,942.57 |
592.46 |
2.8% |
93.18 |
0.4% |
79% |
False |
False |
|
40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
97.00 |
0.5% |
87% |
False |
False |
|
60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
107.42 |
0.5% |
89% |
False |
False |
|
80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
110.77 |
0.5% |
89% |
False |
False |
|
100 |
21,535.03 |
19,831.09 |
1,703.94 |
8.0% |
109.35 |
0.5% |
93% |
False |
False |
|
120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
109.90 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,037.29 |
2.618 |
21,833.36 |
1.618 |
21,708.40 |
1.000 |
21,631.17 |
0.618 |
21,583.44 |
HIGH |
21,506.21 |
0.618 |
21,458.48 |
0.500 |
21,443.73 |
0.382 |
21,428.98 |
LOW |
21,381.25 |
0.618 |
21,304.02 |
1.000 |
21,256.29 |
1.618 |
21,179.06 |
2.618 |
21,054.10 |
4.250 |
20,850.17 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,443.73 |
21,420.05 |
PP |
21,432.34 |
21,416.55 |
S1 |
21,420.94 |
21,413.05 |
|