Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,568.0 |
3,545.0 |
-23.0 |
-0.6% |
3,587.0 |
High |
3,573.0 |
3,568.0 |
-5.0 |
-0.1% |
3,595.0 |
Low |
3,531.0 |
3,543.0 |
12.0 |
0.3% |
3,533.0 |
Close |
3,545.0 |
3,555.0 |
10.0 |
0.3% |
3,579.0 |
Range |
42.0 |
25.0 |
-17.0 |
-40.5% |
62.0 |
ATR |
36.6 |
35.8 |
-0.8 |
-2.3% |
0.0 |
Volume |
1,877,552 |
2,367,982 |
490,430 |
26.1% |
4,606,213 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,630.3 |
3,617.7 |
3,568.8 |
|
R3 |
3,605.3 |
3,592.7 |
3,561.9 |
|
R2 |
3,580.3 |
3,580.3 |
3,559.6 |
|
R1 |
3,567.7 |
3,567.7 |
3,557.3 |
3,574.0 |
PP |
3,555.3 |
3,555.3 |
3,555.3 |
3,558.5 |
S1 |
3,542.7 |
3,542.7 |
3,552.7 |
3,549.0 |
S2 |
3,530.3 |
3,530.3 |
3,550.4 |
|
S3 |
3,505.3 |
3,517.7 |
3,548.1 |
|
S4 |
3,480.3 |
3,492.7 |
3,541.3 |
|
|
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% |
35.0 |
1.0% |
38% |
False |
False |
1,533,759 |
10 |
3,610.0 |
3,531.0 |
79.0 |
2.2% |
33.2 |
0.9% |
30% |
False |
False |
1,186,073 |
20 |
3,615.0 |
3,507.0 |
108.0 |
3.0% |
34.9 |
1.0% |
44% |
False |
False |
1,020,074 |
40 |
3,645.0 |
3,326.0 |
319.0 |
9.0% |
35.8 |
1.0% |
72% |
False |
False |
1,016,681 |
60 |
3,645.0 |
3,321.0 |
324.0 |
9.1% |
35.8 |
1.0% |
72% |
False |
False |
981,894 |
80 |
3,645.0 |
3,200.0 |
445.0 |
12.5% |
34.8 |
1.0% |
80% |
False |
False |
842,026 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
34.0 |
1.0% |
82% |
False |
False |
675,361 |
120 |
3,645.0 |
3,135.0 |
510.0 |
14.3% |
31.9 |
0.9% |
82% |
False |
False |
563,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,674.3 |
2.618 |
3,633.5 |
1.618 |
3,608.5 |
1.000 |
3,593.0 |
0.618 |
3,583.5 |
HIGH |
3,568.0 |
0.618 |
3,558.5 |
0.500 |
3,555.5 |
0.382 |
3,552.6 |
LOW |
3,543.0 |
0.618 |
3,527.6 |
1.000 |
3,518.0 |
1.618 |
3,502.6 |
2.618 |
3,477.6 |
4.250 |
3,436.8 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,555.5 |
3,563.0 |
PP |
3,555.3 |
3,560.3 |
S1 |
3,555.2 |
3,557.7 |
|