Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,244.1 |
1,251.0 |
6.9 |
0.6% |
1,266.4 |
High |
1,245.0 |
1,252.7 |
7.7 |
0.6% |
1,278.0 |
Low |
1,240.0 |
1,246.3 |
6.3 |
0.5% |
1,250.3 |
Close |
1,243.4 |
1,247.6 |
4.2 |
0.3% |
1,254.0 |
Range |
5.0 |
6.4 |
1.4 |
28.0% |
27.7 |
ATR |
12.0 |
11.8 |
-0.2 |
-1.6% |
0.0 |
Volume |
205 |
156 |
-49 |
-23.9% |
1,518 |
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.1 |
1,264.2 |
1,251.1 |
|
R3 |
1,261.7 |
1,257.8 |
1,249.4 |
|
R2 |
1,255.3 |
1,255.3 |
1,248.8 |
|
R1 |
1,251.4 |
1,251.4 |
1,248.2 |
1,250.2 |
PP |
1,248.9 |
1,248.9 |
1,248.9 |
1,248.2 |
S1 |
1,245.0 |
1,245.0 |
1,247.0 |
1,243.8 |
S2 |
1,242.5 |
1,242.5 |
1,246.4 |
|
S3 |
1,236.1 |
1,238.6 |
1,245.8 |
|
S4 |
1,229.7 |
1,232.2 |
1,244.1 |
|
|
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 |
1,255.3 |
1,240.0 |
15.3 |
1.2% |
6.2 |
0.5% |
50% |
False |
False |
115 |
10 |
1,278.0 |
1,240.0 |
38.0 |
3.0% |
9.3 |
0.7% |
20% |
False |
False |
252 |
20 |
1,295.2 |
1,240.0 |
55.2 |
4.4% |
11.0 |
0.9% |
14% |
False |
False |
30,712 |
40 |
1,295.2 |
1,214.3 |
80.9 |
6.5% |
11.8 |
0.9% |
41% |
False |
False |
135,140 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.7% |
12.1 |
1.0% |
40% |
False |
False |
166,667 |
80 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.3 |
1.0% |
50% |
False |
False |
132,860 |
100 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.6 |
1.0% |
50% |
False |
False |
107,480 |
120 |
1,297.4 |
1,152.2 |
145.2 |
11.6% |
12.9 |
1.0% |
66% |
False |
False |
90,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.9 |
2.618 |
1,269.5 |
1.618 |
1,263.1 |
1.000 |
1,259.1 |
0.618 |
1,256.7 |
HIGH |
1,252.7 |
0.618 |
1,250.3 |
0.500 |
1,249.5 |
0.382 |
1,248.7 |
LOW |
1,246.3 |
0.618 |
1,242.3 |
1.000 |
1,239.9 |
1.618 |
1,235.9 |
2.618 |
1,229.5 |
4.250 |
1,219.1 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,249.5 |
1,247.2 |
PP |
1,248.9 |
1,246.8 |
S1 |
1,248.2 |
1,246.4 |
|