Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,277.9 |
1,266.4 |
-11.5 |
-0.9% |
1,279.2 |
High |
1,277.9 |
1,269.3 |
-8.6 |
-0.7% |
1,295.2 |
Low |
1,264.6 |
1,263.2 |
-1.4 |
-0.1% |
1,264.6 |
Close |
1,268.5 |
1,266.1 |
-2.4 |
-0.2% |
1,268.5 |
Range |
13.3 |
6.1 |
-7.2 |
-54.1% |
30.6 |
ATR |
13.6 |
13.0 |
-0.5 |
-3.9% |
0.0 |
Volume |
467 |
255 |
-212 |
-45.4% |
2,802 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.5 |
1,281.4 |
1,269.5 |
|
R3 |
1,278.4 |
1,275.3 |
1,267.8 |
|
R2 |
1,272.3 |
1,272.3 |
1,267.2 |
|
R1 |
1,269.2 |
1,269.2 |
1,266.7 |
1,267.7 |
PP |
1,266.2 |
1,266.2 |
1,266.2 |
1,265.5 |
S1 |
1,263.1 |
1,263.1 |
1,265.5 |
1,261.6 |
S2 |
1,260.1 |
1,260.1 |
1,265.0 |
|
S3 |
1,254.0 |
1,257.0 |
1,264.4 |
|
S4 |
1,247.9 |
1,250.9 |
1,262.7 |
|
|
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 |
1,263.2 |
32.0 |
2.5% |
12.7 |
1.0% |
9% |
False |
True |
524 |
10 |
1,295.2 |
1,258.4 |
36.8 |
2.9% |
12.4 |
1.0% |
21% |
False |
False |
13,814 |
20 |
1,295.2 |
1,226.8 |
68.4 |
5.4% |
12.8 |
1.0% |
57% |
False |
False |
135,163 |
40 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.6 |
1.0% |
62% |
False |
False |
185,245 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.4 |
1.0% |
62% |
False |
False |
173,188 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.6 |
1.0% |
69% |
False |
False |
133,539 |
100 |
1,297.4 |
1,186.0 |
111.4 |
8.8% |
12.9 |
1.0% |
72% |
False |
False |
107,984 |
120 |
1,297.4 |
1,133.5 |
163.9 |
12.9% |
13.0 |
1.0% |
81% |
False |
False |
90,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.2 |
2.618 |
1,285.3 |
1.618 |
1,279.2 |
1.000 |
1,275.4 |
0.618 |
1,273.1 |
HIGH |
1,269.3 |
0.618 |
1,267.0 |
0.500 |
1,266.3 |
0.382 |
1,265.5 |
LOW |
1,263.2 |
0.618 |
1,259.4 |
1.000 |
1,257.1 |
1.618 |
1,253.3 |
2.618 |
1,247.2 |
4.250 |
1,237.3 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,266.3 |
1,275.4 |
PP |
1,266.2 |
1,272.3 |
S1 |
1,266.2 |
1,269.2 |
|