Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,434.68 |
21,411.19 |
-23.49 |
-0.1% |
21,444.75 |
High |
21,506.21 |
21,440.60 |
-65.61 |
-0.3% |
21,535.03 |
Low |
21,381.25 |
21,310.66 |
-70.59 |
-0.3% |
21,333.89 |
Close |
21,409.55 |
21,310.66 |
-98.89 |
-0.5% |
21,394.76 |
Range |
124.96 |
129.94 |
4.98 |
4.0% |
201.14 |
ATR |
103.97 |
105.82 |
1.86 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,743.79 |
21,657.17 |
21,382.13 |
|
R3 |
21,613.85 |
21,527.23 |
21,346.39 |
|
R2 |
21,483.91 |
21,483.91 |
21,334.48 |
|
R1 |
21,397.29 |
21,397.29 |
21,322.57 |
21,375.63 |
PP |
21,353.97 |
21,353.97 |
21,353.97 |
21,343.15 |
S1 |
21,267.35 |
21,267.35 |
21,298.75 |
21,245.69 |
S2 |
21,224.03 |
21,224.03 |
21,286.84 |
|
S3 |
21,094.09 |
21,137.41 |
21,274.93 |
|
S4 |
20,964.15 |
21,007.47 |
21,239.19 |
|
|
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 |
21,506.21 |
21,310.66 |
195.55 |
0.9% |
101.42 |
0.5% |
0% |
False |
True |
|
10 |
21,535.03 |
21,261.87 |
273.16 |
1.3% |
95.05 |
0.4% |
18% |
False |
False |
|
20 |
21,535.03 |
20,942.57 |
592.46 |
2.8% |
96.98 |
0.5% |
62% |
False |
False |
|
40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
98.30 |
0.5% |
77% |
False |
False |
|
60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
108.55 |
0.5% |
81% |
False |
False |
|
80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
111.31 |
0.5% |
81% |
False |
False |
|
100 |
21,535.03 |
19,964.21 |
1,570.82 |
7.4% |
109.73 |
0.5% |
86% |
False |
False |
|
120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
110.34 |
0.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,992.85 |
2.618 |
21,780.78 |
1.618 |
21,650.84 |
1.000 |
21,570.54 |
0.618 |
21,520.90 |
HIGH |
21,440.60 |
0.618 |
21,390.96 |
0.500 |
21,375.63 |
0.382 |
21,360.30 |
LOW |
21,310.66 |
0.618 |
21,230.36 |
1.000 |
21,180.72 |
1.618 |
21,100.42 |
2.618 |
20,970.48 |
4.250 |
20,758.42 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,375.63 |
21,408.44 |
PP |
21,353.97 |
21,375.84 |
S1 |
21,332.32 |
21,343.25 |
|