Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
8.20 |
8.13 |
-0.07 |
-0.9% |
8.15 |
High |
8.20 |
8.19 |
-0.01 |
-0.1% |
8.32 |
Low |
7.99 |
7.96 |
-0.03 |
-0.4% |
7.96 |
Close |
8.11 |
8.05 |
-0.06 |
-0.7% |
8.05 |
Range |
0.21 |
0.23 |
0.02 |
9.5% |
0.36 |
ATR |
0.24 |
0.24 |
0.00 |
-0.3% |
0.00 |
Volume |
970,500 |
241,300 |
-729,200 |
-75.1% |
2,125,100 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.76 |
8.63 |
8.18 |
|
R3 |
8.53 |
8.40 |
8.11 |
|
R2 |
8.30 |
8.30 |
8.09 |
|
R1 |
8.17 |
8.17 |
8.07 |
8.12 |
PP |
8.07 |
8.07 |
8.07 |
8.04 |
S1 |
7.94 |
7.94 |
8.03 |
7.89 |
S2 |
7.84 |
7.84 |
8.01 |
|
S3 |
7.61 |
7.71 |
7.99 |
|
S4 |
7.38 |
7.48 |
7.92 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.19 |
8.98 |
8.25 |
|
R3 |
8.83 |
8.62 |
8.15 |
|
R2 |
8.47 |
8.47 |
8.12 |
|
R1 |
8.26 |
8.26 |
8.08 |
8.19 |
PP |
8.11 |
8.11 |
8.11 |
8.07 |
S1 |
7.90 |
7.90 |
8.02 |
7.83 |
S2 |
7.75 |
7.75 |
7.98 |
|
S3 |
7.39 |
7.54 |
7.95 |
|
S4 |
7.03 |
7.18 |
7.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.32 |
7.96 |
0.36 |
4.5% |
0.19 |
2.3% |
25% |
False |
True |
425,020 |
10 |
8.43 |
7.96 |
0.47 |
5.8% |
0.19 |
2.4% |
19% |
False |
True |
262,000 |
20 |
8.43 |
7.86 |
0.57 |
7.1% |
0.23 |
2.9% |
33% |
False |
False |
192,320 |
40 |
9.23 |
7.86 |
1.37 |
17.0% |
0.26 |
3.2% |
14% |
False |
False |
139,750 |
60 |
9.74 |
7.86 |
1.88 |
23.4% |
0.30 |
3.7% |
10% |
False |
False |
115,131 |
80 |
9.74 |
7.86 |
1.88 |
23.4% |
0.30 |
3.7% |
10% |
False |
False |
95,742 |
100 |
9.74 |
7.86 |
1.88 |
23.4% |
0.29 |
3.6% |
10% |
False |
False |
86,683 |
120 |
9.74 |
7.86 |
1.88 |
23.4% |
0.29 |
3.6% |
10% |
False |
False |
79,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.17 |
2.618 |
8.79 |
1.618 |
8.56 |
1.000 |
8.42 |
0.618 |
8.33 |
HIGH |
8.19 |
0.618 |
8.10 |
0.500 |
8.08 |
0.382 |
8.05 |
LOW |
7.96 |
0.618 |
7.82 |
1.000 |
7.73 |
1.618 |
7.59 |
2.618 |
7.36 |
4.250 |
6.98 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
8.08 |
8.14 |
PP |
8.07 |
8.11 |
S1 |
8.06 |
8.08 |
|