Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,251.6 |
1,248.5 |
-3.1 |
-0.2% |
1,252.1 |
High |
1,251.8 |
1,248.5 |
-3.3 |
-0.3% |
1,273.6 |
Low |
1,245.9 |
1,248.0 |
2.1 |
0.2% |
1,240.0 |
Close |
1,246.4 |
1,248.0 |
1.6 |
0.1% |
1,256.2 |
Range |
5.9 |
0.5 |
-5.4 |
-91.5% |
33.6 |
ATR |
12.7 |
11.9 |
-0.8 |
-6.0% |
0.0 |
Volume |
111 |
7 |
-104 |
-93.7% |
813 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.7 |
1,249.3 |
1,248.3 |
|
R3 |
1,249.2 |
1,248.8 |
1,248.1 |
|
R2 |
1,248.7 |
1,248.7 |
1,248.1 |
|
R1 |
1,248.3 |
1,248.3 |
1,248.0 |
1,248.3 |
PP |
1,248.2 |
1,248.2 |
1,248.2 |
1,248.1 |
S1 |
1,247.8 |
1,247.8 |
1,248.0 |
1,247.8 |
S2 |
1,247.7 |
1,247.7 |
1,247.9 |
|
S3 |
1,247.2 |
1,247.3 |
1,247.9 |
|
S4 |
1,246.7 |
1,246.8 |
1,247.7 |
|
|
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 |
1,241.6 |
32.0 |
2.6% |
11.0 |
0.9% |
20% |
False |
False |
147 |
10 |
1,273.6 |
1,240.0 |
33.6 |
2.7% |
9.4 |
0.8% |
24% |
False |
False |
190 |
20 |
1,295.2 |
1,240.0 |
55.2 |
4.4% |
11.0 |
0.9% |
14% |
False |
False |
400 |
40 |
1,295.2 |
1,214.3 |
80.9 |
6.5% |
12.0 |
1.0% |
42% |
False |
False |
116,022 |
60 |
1,297.4 |
1,214.3 |
83.1 |
6.7% |
12.2 |
1.0% |
41% |
False |
False |
155,147 |
80 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.2 |
1.0% |
50% |
False |
False |
132,087 |
100 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.4 |
1.0% |
50% |
False |
False |
107,298 |
120 |
1,297.4 |
1,177.0 |
120.4 |
9.6% |
12.8 |
1.0% |
59% |
False |
False |
90,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,250.6 |
2.618 |
1,249.8 |
1.618 |
1,249.3 |
1.000 |
1,249.0 |
0.618 |
1,248.8 |
HIGH |
1,248.5 |
0.618 |
1,248.3 |
0.500 |
1,248.3 |
0.382 |
1,248.2 |
LOW |
1,248.0 |
0.618 |
1,247.7 |
1.000 |
1,247.5 |
1.618 |
1,247.2 |
2.618 |
1,246.7 |
4.250 |
1,245.9 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,248.3 |
1,250.9 |
PP |
1,248.2 |
1,249.9 |
S1 |
1,248.1 |
1,249.0 |
|