Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
21,372.36 |
21,487.38 |
115.02 |
0.5% |
21,444.75 |
High |
21,478.75 |
21,487.38 |
8.63 |
0.0% |
21,535.03 |
Low |
21,372.36 |
21,197.08 |
-175.28 |
-0.8% |
21,333.89 |
Close |
21,454.61 |
21,287.03 |
-167.58 |
-0.8% |
21,394.76 |
Range |
106.39 |
290.30 |
183.91 |
172.9% |
201.14 |
ATR |
110.27 |
123.13 |
12.86 |
11.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,194.73 |
22,031.18 |
21,446.70 |
|
R3 |
21,904.43 |
21,740.88 |
21,366.86 |
|
R2 |
21,614.13 |
21,614.13 |
21,340.25 |
|
R1 |
21,450.58 |
21,450.58 |
21,313.64 |
21,387.21 |
PP |
21,323.83 |
21,323.83 |
21,323.83 |
21,292.14 |
S1 |
21,160.28 |
21,160.28 |
21,260.42 |
21,096.91 |
S2 |
21,033.53 |
21,033.53 |
21,233.81 |
|
S3 |
20,743.23 |
20,869.98 |
21,207.20 |
|
S4 |
20,452.93 |
20,579.68 |
21,127.37 |
|
|
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 |
21,197.08 |
309.13 |
1.5% |
147.90 |
0.7% |
29% |
False |
True |
|
10 |
21,535.03 |
21,197.08 |
337.95 |
1.6% |
114.39 |
0.5% |
27% |
False |
True |
|
20 |
21,535.03 |
21,113.31 |
421.72 |
2.0% |
103.86 |
0.5% |
41% |
False |
False |
|
40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
104.33 |
0.5% |
75% |
False |
False |
|
60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
110.65 |
0.5% |
79% |
False |
False |
|
80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
114.48 |
0.5% |
79% |
False |
False |
|
100 |
21,535.03 |
20,015.33 |
1,519.70 |
7.1% |
111.60 |
0.5% |
84% |
False |
False |
|
120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
111.12 |
0.5% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,721.16 |
2.618 |
22,247.39 |
1.618 |
21,957.09 |
1.000 |
21,777.68 |
0.618 |
21,666.79 |
HIGH |
21,487.38 |
0.618 |
21,376.49 |
0.500 |
21,342.23 |
0.382 |
21,307.97 |
LOW |
21,197.08 |
0.618 |
21,017.67 |
1.000 |
20,906.78 |
1.618 |
20,727.37 |
2.618 |
20,437.07 |
4.250 |
19,963.31 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
21,342.23 |
21,342.23 |
PP |
21,323.83 |
21,323.83 |
S1 |
21,305.43 |
21,305.43 |
|