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 |
1,263.2 |
1,252.8 |
-10.4 |
-0.8% |
1,266.4 |
High |
1,264.2 |
1,255.3 |
-8.9 |
-0.7% |
1,278.0 |
Low |
1,250.3 |
1,251.3 |
1.0 |
0.1% |
1,250.3 |
Close |
1,252.2 |
1,254.0 |
1.8 |
0.1% |
1,254.0 |
Range |
13.9 |
4.0 |
-9.9 |
-71.2% |
27.7 |
ATR |
13.9 |
13.2 |
-0.7 |
-5.1% |
0.0 |
Volume |
743 |
34 |
-709 |
-95.4% |
1,518 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.5 |
1,263.8 |
1,256.2 |
|
R3 |
1,261.5 |
1,259.8 |
1,255.1 |
|
R2 |
1,257.5 |
1,257.5 |
1,254.7 |
|
R1 |
1,255.8 |
1,255.8 |
1,254.4 |
1,256.7 |
PP |
1,253.5 |
1,253.5 |
1,253.5 |
1,254.0 |
S1 |
1,251.8 |
1,251.8 |
1,253.6 |
1,252.7 |
S2 |
1,249.5 |
1,249.5 |
1,253.3 |
|
S3 |
1,245.5 |
1,247.8 |
1,252.9 |
|
S4 |
1,241.5 |
1,243.8 |
1,251.8 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.9 |
1,326.6 |
1,269.2 |
|
R3 |
1,316.2 |
1,298.9 |
1,261.6 |
|
R2 |
1,288.5 |
1,288.5 |
1,259.1 |
|
R1 |
1,271.2 |
1,271.2 |
1,256.5 |
1,266.0 |
PP |
1,260.8 |
1,260.8 |
1,260.8 |
1,258.2 |
S1 |
1,243.5 |
1,243.5 |
1,251.5 |
1,238.3 |
S2 |
1,233.1 |
1,233.1 |
1,248.9 |
|
S3 |
1,205.4 |
1,215.8 |
1,246.4 |
|
S4 |
1,177.7 |
1,188.1 |
1,238.8 |
|
|
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% |
10.5 |
0.8% |
13% |
False |
False |
303 |
10 |
1,295.2 |
1,250.3 |
44.9 |
3.6% |
11.5 |
0.9% |
8% |
False |
False |
432 |
20 |
1,295.2 |
1,246.1 |
49.1 |
3.9% |
11.9 |
0.9% |
16% |
False |
False |
78,215 |
40 |
1,295.2 |
1,214.3 |
80.9 |
6.5% |
12.5 |
1.0% |
49% |
False |
False |
160,808 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.5 |
1.0% |
48% |
False |
False |
171,203 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.6 |
1.0% |
56% |
False |
False |
133,347 |
100 |
1,297.4 |
1,186.0 |
111.4 |
8.9% |
12.9 |
1.0% |
61% |
False |
False |
107,746 |
120 |
1,297.4 |
1,135.7 |
161.7 |
12.9% |
13.1 |
1.0% |
73% |
False |
False |
90,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.3 |
2.618 |
1,265.8 |
1.618 |
1,261.8 |
1.000 |
1,259.3 |
0.618 |
1,257.8 |
HIGH |
1,255.3 |
0.618 |
1,253.8 |
0.500 |
1,253.3 |
0.382 |
1,252.8 |
LOW |
1,251.3 |
0.618 |
1,248.8 |
1.000 |
1,247.3 |
1.618 |
1,244.8 |
2.618 |
1,240.8 |
4.250 |
1,234.3 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,253.8 |
1,264.2 |
PP |
1,253.5 |
1,260.8 |
S1 |
1,253.3 |
1,257.4 |
|