Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,260.2 |
1,251.6 |
-8.6 |
-0.7% |
1,252.1 |
High |
1,260.2 |
1,251.8 |
-8.4 |
-0.7% |
1,273.6 |
Low |
1,241.6 |
1,245.9 |
4.3 |
0.3% |
1,240.0 |
Close |
1,246.3 |
1,246.4 |
0.1 |
0.0% |
1,256.2 |
Range |
18.6 |
5.9 |
-12.7 |
-68.3% |
33.6 |
ATR |
13.2 |
12.7 |
-0.5 |
-4.0% |
0.0 |
Volume |
194 |
111 |
-83 |
-42.8% |
813 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.7 |
1,262.0 |
1,249.6 |
|
R3 |
1,259.8 |
1,256.1 |
1,248.0 |
|
R2 |
1,253.9 |
1,253.9 |
1,247.5 |
|
R1 |
1,250.2 |
1,250.2 |
1,246.9 |
1,249.1 |
PP |
1,248.0 |
1,248.0 |
1,248.0 |
1,247.5 |
S1 |
1,244.3 |
1,244.3 |
1,245.9 |
1,243.2 |
S2 |
1,242.1 |
1,242.1 |
1,245.3 |
|
S3 |
1,236.2 |
1,238.4 |
1,244.8 |
|
S4 |
1,230.3 |
1,232.5 |
1,243.2 |
|
|
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% |
11.9 |
1.0% |
19% |
False |
False |
187 |
10 |
1,278.0 |
1,240.0 |
38.0 |
3.0% |
11.4 |
0.9% |
17% |
False |
False |
223 |
20 |
1,295.2 |
1,240.0 |
55.2 |
4.4% |
11.7 |
0.9% |
12% |
False |
False |
535 |
40 |
1,295.2 |
1,214.3 |
80.9 |
6.5% |
12.2 |
1.0% |
40% |
False |
False |
120,559 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.7% |
12.4 |
1.0% |
39% |
False |
False |
157,517 |
80 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.3 |
1.0% |
49% |
False |
False |
132,177 |
100 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.6 |
1.0% |
49% |
False |
False |
107,328 |
120 |
1,297.4 |
1,169.5 |
127.9 |
10.3% |
13.0 |
1.0% |
60% |
False |
False |
90,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.9 |
2.618 |
1,267.2 |
1.618 |
1,261.3 |
1.000 |
1,257.7 |
0.618 |
1,255.4 |
HIGH |
1,251.8 |
0.618 |
1,249.5 |
0.500 |
1,248.9 |
0.382 |
1,248.2 |
LOW |
1,245.9 |
0.618 |
1,242.3 |
1.000 |
1,240.0 |
1.618 |
1,236.4 |
2.618 |
1,230.5 |
4.250 |
1,220.8 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,248.9 |
1,257.6 |
PP |
1,248.0 |
1,253.9 |
S1 |
1,247.2 |
1,250.1 |
|