Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,285.4 |
1,277.9 |
-7.5 |
-0.6% |
1,279.2 |
High |
1,287.6 |
1,277.9 |
-9.7 |
-0.8% |
1,295.2 |
Low |
1,268.1 |
1,264.6 |
-3.5 |
-0.3% |
1,264.6 |
Close |
1,276.3 |
1,268.5 |
-7.8 |
-0.6% |
1,268.5 |
Range |
19.5 |
13.3 |
-6.2 |
-31.8% |
30.6 |
ATR |
13.6 |
13.6 |
0.0 |
-0.1% |
0.0 |
Volume |
319 |
467 |
148 |
46.4% |
2,802 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.2 |
1,302.7 |
1,275.8 |
|
R3 |
1,296.9 |
1,289.4 |
1,272.2 |
|
R2 |
1,283.6 |
1,283.6 |
1,270.9 |
|
R1 |
1,276.1 |
1,276.1 |
1,269.7 |
1,273.2 |
PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,268.9 |
S1 |
1,262.8 |
1,262.8 |
1,267.3 |
1,259.9 |
S2 |
1,257.0 |
1,257.0 |
1,266.1 |
|
S3 |
1,243.7 |
1,249.5 |
1,264.8 |
|
S4 |
1,230.4 |
1,236.2 |
1,261.2 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.9 |
1,348.8 |
1,285.3 |
|
R3 |
1,337.3 |
1,318.2 |
1,276.9 |
|
R2 |
1,306.7 |
1,306.7 |
1,274.1 |
|
R1 |
1,287.6 |
1,287.6 |
1,271.3 |
1,281.9 |
PP |
1,276.1 |
1,276.1 |
1,276.1 |
1,273.2 |
S1 |
1,257.0 |
1,257.0 |
1,265.7 |
1,251.3 |
S2 |
1,245.5 |
1,245.5 |
1,262.9 |
|
S3 |
1,214.9 |
1,226.4 |
1,260.1 |
|
S4 |
1,184.3 |
1,195.8 |
1,251.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,295.2 |
1,264.6 |
30.6 |
2.4% |
12.5 |
1.0% |
13% |
False |
True |
560 |
10 |
1,295.2 |
1,252.6 |
42.6 |
3.4% |
13.4 |
1.1% |
37% |
False |
False |
40,934 |
20 |
1,295.2 |
1,224.4 |
70.8 |
5.6% |
12.9 |
1.0% |
62% |
False |
False |
145,144 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.6 |
1.0% |
65% |
False |
False |
191,125 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.6 |
1.0% |
65% |
False |
False |
173,480 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.7 |
1.0% |
71% |
False |
False |
133,590 |
100 |
1,297.4 |
1,186.0 |
111.4 |
8.8% |
13.0 |
1.0% |
74% |
False |
False |
108,021 |
120 |
1,297.4 |
1,133.5 |
163.9 |
12.9% |
13.0 |
1.0% |
82% |
False |
False |
90,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.4 |
2.618 |
1,312.7 |
1.618 |
1,299.4 |
1.000 |
1,291.2 |
0.618 |
1,286.1 |
HIGH |
1,277.9 |
0.618 |
1,272.8 |
0.500 |
1,271.3 |
0.382 |
1,269.7 |
LOW |
1,264.6 |
0.618 |
1,256.4 |
1.000 |
1,251.3 |
1.618 |
1,243.1 |
2.618 |
1,229.8 |
4.250 |
1,208.1 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,271.3 |
1,278.9 |
PP |
1,270.3 |
1,275.4 |
S1 |
1,269.4 |
1,272.0 |
|