Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,251.0 |
1,250.0 |
-1.0 |
-0.1% |
1,252.1 |
High |
1,252.7 |
1,273.6 |
20.9 |
1.7% |
1,273.6 |
Low |
1,246.3 |
1,249.8 |
3.5 |
0.3% |
1,240.0 |
Close |
1,247.6 |
1,256.2 |
8.6 |
0.7% |
1,256.2 |
Range |
6.4 |
23.8 |
17.4 |
271.9% |
33.6 |
ATR |
11.8 |
12.8 |
1.0 |
8.6% |
0.0 |
Volume |
156 |
269 |
113 |
72.4% |
813 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.3 |
1,317.5 |
1,269.3 |
|
R3 |
1,307.5 |
1,293.7 |
1,262.7 |
|
R2 |
1,283.7 |
1,283.7 |
1,260.6 |
|
R1 |
1,269.9 |
1,269.9 |
1,258.4 |
1,276.8 |
PP |
1,259.9 |
1,259.9 |
1,259.9 |
1,263.3 |
S1 |
1,246.1 |
1,246.1 |
1,254.0 |
1,253.0 |
S2 |
1,236.1 |
1,236.1 |
1,251.8 |
|
S3 |
1,212.3 |
1,222.3 |
1,249.7 |
|
S4 |
1,188.5 |
1,198.5 |
1,243.1 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.4 |
1,340.4 |
1,274.7 |
|
R3 |
1,323.8 |
1,306.8 |
1,265.4 |
|
R2 |
1,290.2 |
1,290.2 |
1,262.4 |
|
R1 |
1,273.2 |
1,273.2 |
1,259.3 |
1,281.7 |
PP |
1,256.6 |
1,256.6 |
1,256.6 |
1,260.9 |
S1 |
1,239.6 |
1,239.6 |
1,253.1 |
1,248.1 |
S2 |
1,223.0 |
1,223.0 |
1,250.0 |
|
S3 |
1,189.4 |
1,206.0 |
1,247.0 |
|
S4 |
1,155.8 |
1,172.4 |
1,237.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,273.6 |
1,240.0 |
33.6 |
2.7% |
10.1 |
0.8% |
48% |
True |
False |
162 |
10 |
1,278.0 |
1,240.0 |
38.0 |
3.0% |
10.3 |
0.8% |
43% |
False |
False |
233 |
20 |
1,295.2 |
1,240.0 |
55.2 |
4.4% |
11.9 |
0.9% |
29% |
False |
False |
20,583 |
40 |
1,295.2 |
1,214.3 |
80.9 |
6.4% |
12.2 |
1.0% |
52% |
False |
False |
129,879 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.6% |
12.4 |
1.0% |
50% |
False |
False |
163,893 |
80 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.4 |
1.0% |
59% |
False |
False |
132,698 |
100 |
1,297.4 |
1,198.0 |
99.4 |
7.9% |
12.6 |
1.0% |
59% |
False |
False |
107,440 |
120 |
1,297.4 |
1,152.2 |
145.2 |
11.6% |
13.0 |
1.0% |
72% |
False |
False |
90,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.8 |
2.618 |
1,335.9 |
1.618 |
1,312.1 |
1.000 |
1,297.4 |
0.618 |
1,288.3 |
HIGH |
1,273.6 |
0.618 |
1,264.5 |
0.500 |
1,261.7 |
0.382 |
1,258.9 |
LOW |
1,249.8 |
0.618 |
1,235.1 |
1.000 |
1,226.0 |
1.618 |
1,211.3 |
2.618 |
1,187.5 |
4.250 |
1,148.7 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,261.7 |
1,256.8 |
PP |
1,259.9 |
1,256.6 |
S1 |
1,258.0 |
1,256.4 |
|