Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,269.4 |
1,263.2 |
-6.2 |
-0.5% |
1,279.2 |
High |
1,278.0 |
1,264.2 |
-13.8 |
-1.1% |
1,295.2 |
Low |
1,256.8 |
1,250.3 |
-6.5 |
-0.5% |
1,264.6 |
Close |
1,272.8 |
1,252.2 |
-20.6 |
-1.6% |
1,268.5 |
Range |
21.2 |
13.9 |
-7.3 |
-34.4% |
30.6 |
ATR |
13.2 |
13.9 |
0.7 |
5.0% |
0.0 |
Volume |
336 |
743 |
407 |
121.1% |
2,802 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.3 |
1,288.6 |
1,259.8 |
|
R3 |
1,283.4 |
1,274.7 |
1,256.0 |
|
R2 |
1,269.5 |
1,269.5 |
1,254.7 |
|
R1 |
1,260.8 |
1,260.8 |
1,253.5 |
1,258.2 |
PP |
1,255.6 |
1,255.6 |
1,255.6 |
1,254.3 |
S1 |
1,246.9 |
1,246.9 |
1,250.9 |
1,244.3 |
S2 |
1,241.7 |
1,241.7 |
1,249.7 |
|
S3 |
1,227.8 |
1,233.0 |
1,248.4 |
|
S4 |
1,213.9 |
1,219.1 |
1,244.6 |
|
|
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 |
1,278.0 |
1,250.3 |
27.7 |
2.2% |
12.3 |
1.0% |
7% |
False |
True |
390 |
10 |
1,295.2 |
1,250.3 |
44.9 |
3.6% |
13.1 |
1.0% |
4% |
False |
True |
601 |
20 |
1,295.2 |
1,245.7 |
49.5 |
4.0% |
12.7 |
1.0% |
13% |
False |
False |
96,659 |
40 |
1,295.2 |
1,214.3 |
80.9 |
6.5% |
12.5 |
1.0% |
47% |
False |
False |
166,948 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.6 |
1.0% |
46% |
False |
False |
171,731 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.7 |
1.0% |
55% |
False |
False |
133,388 |
100 |
1,297.4 |
1,186.0 |
111.4 |
8.9% |
13.0 |
1.0% |
59% |
False |
False |
107,837 |
120 |
1,297.4 |
1,134.6 |
162.8 |
13.0% |
13.1 |
1.0% |
72% |
False |
False |
90,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.3 |
2.618 |
1,300.6 |
1.618 |
1,286.7 |
1.000 |
1,278.1 |
0.618 |
1,272.8 |
HIGH |
1,264.2 |
0.618 |
1,258.9 |
0.500 |
1,257.3 |
0.382 |
1,255.6 |
LOW |
1,250.3 |
0.618 |
1,241.7 |
1.000 |
1,236.4 |
1.618 |
1,227.8 |
2.618 |
1,213.9 |
4.250 |
1,191.2 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,257.3 |
1,264.2 |
PP |
1,255.6 |
1,260.2 |
S1 |
1,253.9 |
1,256.2 |
|