Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,562.0 |
3,568.0 |
6.0 |
0.2% |
3,587.0 |
High |
3,595.0 |
3,573.0 |
-22.0 |
-0.6% |
3,595.0 |
Low |
3,556.0 |
3,531.0 |
-25.0 |
-0.7% |
3,533.0 |
Close |
3,579.0 |
3,545.0 |
-34.0 |
-0.9% |
3,579.0 |
Range |
39.0 |
42.0 |
3.0 |
7.7% |
62.0 |
ATR |
35.7 |
36.6 |
0.9 |
2.5% |
0.0 |
Volume |
1,346,084 |
1,877,552 |
531,468 |
39.5% |
4,606,213 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,675.7 |
3,652.3 |
3,568.1 |
|
R3 |
3,633.7 |
3,610.3 |
3,556.6 |
|
R2 |
3,591.7 |
3,591.7 |
3,552.7 |
|
R1 |
3,568.3 |
3,568.3 |
3,548.9 |
3,559.0 |
PP |
3,549.7 |
3,549.7 |
3,549.7 |
3,545.0 |
S1 |
3,526.3 |
3,526.3 |
3,541.2 |
3,517.0 |
S2 |
3,507.7 |
3,507.7 |
3,537.3 |
|
S3 |
3,465.7 |
3,484.3 |
3,533.5 |
|
S4 |
3,423.7 |
3,442.3 |
3,521.9 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,755.0 |
3,729.0 |
3,613.1 |
|
R3 |
3,693.0 |
3,667.0 |
3,596.1 |
|
R2 |
3,631.0 |
3,631.0 |
3,590.4 |
|
R1 |
3,605.0 |
3,605.0 |
3,584.7 |
3,587.0 |
PP |
3,569.0 |
3,569.0 |
3,569.0 |
3,560.0 |
S1 |
3,543.0 |
3,543.0 |
3,573.3 |
3,525.0 |
S2 |
3,507.0 |
3,507.0 |
3,567.6 |
|
S3 |
3,445.0 |
3,481.0 |
3,562.0 |
|
S4 |
3,383.0 |
3,419.0 |
3,544.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,595.0 |
3,531.0 |
64.0 |
1.8% |
36.2 |
1.0% |
22% |
False |
True |
1,230,935 |
10 |
3,610.0 |
3,531.0 |
79.0 |
2.2% |
33.1 |
0.9% |
18% |
False |
True |
1,031,892 |
20 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
34.7 |
1.0% |
31% |
False |
False |
938,209 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
36.0 |
1.0% |
69% |
False |
False |
980,691 |
60 |
3,645.0 |
3,321.0 |
324.0 |
9.1% |
35.7 |
1.0% |
69% |
False |
False |
961,356 |
80 |
3,645.0 |
3,200.0 |
445.0 |
12.6% |
34.7 |
1.0% |
78% |
False |
False |
812,504 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
33.9 |
1.0% |
80% |
False |
False |
651,683 |
120 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
31.8 |
0.9% |
80% |
False |
False |
544,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,751.5 |
2.618 |
3,683.0 |
1.618 |
3,641.0 |
1.000 |
3,615.0 |
0.618 |
3,599.0 |
HIGH |
3,573.0 |
0.618 |
3,557.0 |
0.500 |
3,552.0 |
0.382 |
3,547.0 |
LOW |
3,531.0 |
0.618 |
3,505.0 |
1.000 |
3,489.0 |
1.618 |
3,463.0 |
2.618 |
3,421.0 |
4.250 |
3,352.5 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,552.0 |
3,563.0 |
PP |
3,549.7 |
3,557.0 |
S1 |
3,547.3 |
3,551.0 |
|