Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,411.19 |
21,372.36 |
-38.83 |
-0.2% |
21,444.75 |
High |
21,440.60 |
21,478.75 |
38.15 |
0.2% |
21,535.03 |
Low |
21,310.66 |
21,372.36 |
61.70 |
0.3% |
21,333.89 |
Close |
21,310.66 |
21,454.61 |
143.95 |
0.7% |
21,394.76 |
Range |
129.94 |
106.39 |
-23.55 |
-18.1% |
201.14 |
ATR |
105.82 |
110.27 |
4.45 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,754.41 |
21,710.90 |
21,513.12 |
|
R3 |
21,648.02 |
21,604.51 |
21,483.87 |
|
R2 |
21,541.63 |
21,541.63 |
21,474.11 |
|
R1 |
21,498.12 |
21,498.12 |
21,464.36 |
21,519.88 |
PP |
21,435.24 |
21,435.24 |
21,435.24 |
21,446.12 |
S1 |
21,391.73 |
21,391.73 |
21,444.86 |
21,413.49 |
S2 |
21,328.85 |
21,328.85 |
21,435.11 |
|
S3 |
21,222.46 |
21,285.34 |
21,425.35 |
|
S4 |
21,116.07 |
21,178.95 |
21,396.10 |
|
|
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% |
102.17 |
0.5% |
74% |
False |
False |
|
10 |
21,535.03 |
21,261.87 |
273.16 |
1.3% |
95.90 |
0.4% |
71% |
False |
False |
|
20 |
21,535.03 |
20,994.22 |
540.81 |
2.5% |
96.84 |
0.5% |
85% |
False |
False |
|
40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
99.53 |
0.5% |
92% |
False |
False |
|
60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
107.42 |
0.5% |
93% |
False |
False |
|
80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
111.72 |
0.5% |
93% |
False |
False |
|
100 |
21,535.03 |
20,002.81 |
1,532.22 |
7.1% |
109.62 |
0.5% |
95% |
False |
False |
|
120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
110.08 |
0.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,930.91 |
2.618 |
21,757.28 |
1.618 |
21,650.89 |
1.000 |
21,585.14 |
0.618 |
21,544.50 |
HIGH |
21,478.75 |
0.618 |
21,438.11 |
0.500 |
21,425.56 |
0.382 |
21,413.00 |
LOW |
21,372.36 |
0.618 |
21,306.61 |
1.000 |
21,265.97 |
1.618 |
21,200.22 |
2.618 |
21,093.83 |
4.250 |
20,920.20 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,444.93 |
21,439.22 |
PP |
21,435.24 |
21,423.83 |
S1 |
21,425.56 |
21,408.44 |
|