Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,252.8 |
1,252.1 |
-0.7 |
-0.1% |
1,266.4 |
High |
1,255.3 |
1,252.2 |
-3.1 |
-0.2% |
1,278.0 |
Low |
1,251.3 |
1,241.9 |
-9.4 |
-0.8% |
1,250.3 |
Close |
1,254.0 |
1,244.2 |
-9.8 |
-0.8% |
1,254.0 |
Range |
4.0 |
10.3 |
6.3 |
157.5% |
27.7 |
ATR |
13.2 |
13.1 |
-0.1 |
-0.6% |
0.0 |
Volume |
34 |
108 |
74 |
217.6% |
1,518 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.0 |
1,270.9 |
1,249.9 |
|
R3 |
1,266.7 |
1,260.6 |
1,247.0 |
|
R2 |
1,256.4 |
1,256.4 |
1,246.1 |
|
R1 |
1,250.3 |
1,250.3 |
1,245.1 |
1,248.2 |
PP |
1,246.1 |
1,246.1 |
1,246.1 |
1,245.1 |
S1 |
1,240.0 |
1,240.0 |
1,243.3 |
1,237.9 |
S2 |
1,235.8 |
1,235.8 |
1,242.3 |
|
S3 |
1,225.5 |
1,229.7 |
1,241.4 |
|
S4 |
1,215.2 |
1,219.4 |
1,238.5 |
|
|
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 |
1,241.9 |
36.1 |
2.9% |
11.3 |
0.9% |
6% |
False |
True |
274 |
10 |
1,295.2 |
1,241.9 |
53.3 |
4.3% |
12.0 |
1.0% |
4% |
False |
True |
399 |
20 |
1,295.2 |
1,241.9 |
53.3 |
4.3% |
11.9 |
1.0% |
4% |
False |
True |
67,575 |
40 |
1,295.2 |
1,214.3 |
80.9 |
6.5% |
12.5 |
1.0% |
37% |
False |
False |
155,071 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.7% |
12.5 |
1.0% |
36% |
False |
False |
170,542 |
80 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.5 |
1.0% |
46% |
False |
False |
133,172 |
100 |
1,297.4 |
1,186.0 |
111.4 |
9.0% |
12.8 |
1.0% |
52% |
False |
False |
107,655 |
120 |
1,297.4 |
1,138.9 |
158.5 |
12.7% |
13.1 |
1.1% |
66% |
False |
False |
90,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.0 |
2.618 |
1,279.2 |
1.618 |
1,268.9 |
1.000 |
1,262.5 |
0.618 |
1,258.6 |
HIGH |
1,252.2 |
0.618 |
1,248.3 |
0.500 |
1,247.1 |
0.382 |
1,245.8 |
LOW |
1,241.9 |
0.618 |
1,235.5 |
1.000 |
1,231.6 |
1.618 |
1,225.2 |
2.618 |
1,214.9 |
4.250 |
1,198.1 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,247.1 |
1,253.1 |
PP |
1,246.1 |
1,250.1 |
S1 |
1,245.2 |
1,247.2 |
|