Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,250.0 |
1,260.2 |
10.2 |
0.8% |
1,252.1 |
High |
1,273.6 |
1,260.2 |
-13.4 |
-1.1% |
1,273.6 |
Low |
1,249.8 |
1,241.6 |
-8.2 |
-0.7% |
1,240.0 |
Close |
1,256.2 |
1,246.3 |
-9.9 |
-0.8% |
1,256.2 |
Range |
23.8 |
18.6 |
-5.2 |
-21.8% |
33.6 |
ATR |
12.8 |
13.2 |
0.4 |
3.2% |
0.0 |
Volume |
269 |
194 |
-75 |
-27.9% |
813 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.2 |
1,294.3 |
1,256.5 |
|
R3 |
1,286.6 |
1,275.7 |
1,251.4 |
|
R2 |
1,268.0 |
1,268.0 |
1,249.7 |
|
R1 |
1,257.1 |
1,257.1 |
1,248.0 |
1,253.3 |
PP |
1,249.4 |
1,249.4 |
1,249.4 |
1,247.4 |
S1 |
1,238.5 |
1,238.5 |
1,244.6 |
1,234.7 |
S2 |
1,230.8 |
1,230.8 |
1,242.9 |
|
S3 |
1,212.2 |
1,219.9 |
1,241.2 |
|
S4 |
1,193.6 |
1,201.3 |
1,236.1 |
|
|
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% |
11.8 |
0.9% |
19% |
False |
False |
179 |
10 |
1,278.0 |
1,240.0 |
38.0 |
3.0% |
11.6 |
0.9% |
17% |
False |
False |
227 |
20 |
1,295.2 |
1,240.0 |
55.2 |
4.4% |
12.0 |
1.0% |
11% |
False |
False |
7,020 |
40 |
1,295.2 |
1,214.3 |
80.9 |
6.5% |
12.5 |
1.0% |
40% |
False |
False |
125,551 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.7% |
12.5 |
1.0% |
39% |
False |
False |
160,269 |
80 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.4 |
1.0% |
49% |
False |
False |
132,431 |
100 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.7 |
1.0% |
49% |
False |
False |
107,382 |
120 |
1,297.4 |
1,162.4 |
135.0 |
10.8% |
13.0 |
1.0% |
62% |
False |
False |
90,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.3 |
2.618 |
1,308.9 |
1.618 |
1,290.3 |
1.000 |
1,278.8 |
0.618 |
1,271.7 |
HIGH |
1,260.2 |
0.618 |
1,253.1 |
0.500 |
1,250.9 |
0.382 |
1,248.7 |
LOW |
1,241.6 |
0.618 |
1,230.1 |
1.000 |
1,223.0 |
1.618 |
1,211.5 |
2.618 |
1,192.9 |
4.250 |
1,162.6 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,250.9 |
1,257.6 |
PP |
1,249.4 |
1,253.8 |
S1 |
1,247.8 |
1,250.1 |
|