Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,545.0 |
3,560.0 |
15.0 |
0.4% |
3,587.0 |
High |
3,568.0 |
3,590.0 |
22.0 |
0.6% |
3,595.0 |
Low |
3,543.0 |
3,540.0 |
-3.0 |
-0.1% |
3,533.0 |
Close |
3,555.0 |
3,553.0 |
-2.0 |
-0.1% |
3,579.0 |
Range |
25.0 |
50.0 |
25.0 |
100.0% |
62.0 |
ATR |
35.8 |
36.8 |
1.0 |
2.8% |
0.0 |
Volume |
2,367,982 |
2,155,797 |
-212,185 |
-9.0% |
4,606,213 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,711.0 |
3,682.0 |
3,580.5 |
|
R3 |
3,661.0 |
3,632.0 |
3,566.8 |
|
R2 |
3,611.0 |
3,611.0 |
3,562.2 |
|
R1 |
3,582.0 |
3,582.0 |
3,557.6 |
3,571.5 |
PP |
3,561.0 |
3,561.0 |
3,561.0 |
3,555.8 |
S1 |
3,532.0 |
3,532.0 |
3,548.4 |
3,521.5 |
S2 |
3,511.0 |
3,511.0 |
3,543.8 |
|
S3 |
3,461.0 |
3,482.0 |
3,539.3 |
|
S4 |
3,411.0 |
3,432.0 |
3,525.5 |
|
|
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% |
36.8 |
1.0% |
34% |
False |
False |
1,752,121 |
10 |
3,610.0 |
3,531.0 |
79.0 |
2.2% |
34.4 |
1.0% |
28% |
False |
False |
1,280,045 |
20 |
3,610.0 |
3,507.0 |
103.0 |
2.9% |
33.4 |
0.9% |
45% |
False |
False |
1,053,698 |
40 |
3,645.0 |
3,335.0 |
310.0 |
8.7% |
35.3 |
1.0% |
70% |
False |
False |
1,039,130 |
60 |
3,645.0 |
3,321.0 |
324.0 |
9.1% |
36.1 |
1.0% |
72% |
False |
False |
1,007,813 |
80 |
3,645.0 |
3,200.0 |
445.0 |
12.5% |
34.9 |
1.0% |
79% |
False |
False |
868,942 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
34.2 |
1.0% |
82% |
False |
False |
696,918 |
120 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
32.2 |
0.9% |
82% |
False |
False |
581,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,802.5 |
2.618 |
3,720.9 |
1.618 |
3,670.9 |
1.000 |
3,640.0 |
0.618 |
3,620.9 |
HIGH |
3,590.0 |
0.618 |
3,570.9 |
0.500 |
3,565.0 |
0.382 |
3,559.1 |
LOW |
3,540.0 |
0.618 |
3,509.1 |
1.000 |
3,490.0 |
1.618 |
3,459.1 |
2.618 |
3,409.1 |
4.250 |
3,327.5 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,565.0 |
3,560.5 |
PP |
3,561.0 |
3,558.0 |
S1 |
3,557.0 |
3,555.5 |
|