Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,560.0 |
3,548.0 |
-12.0 |
-0.3% |
3,587.0 |
High |
3,590.0 |
3,550.0 |
-40.0 |
-1.1% |
3,595.0 |
Low |
3,540.0 |
3,499.0 |
-41.0 |
-1.2% |
3,533.0 |
Close |
3,553.0 |
3,528.0 |
-25.0 |
-0.7% |
3,579.0 |
Range |
50.0 |
51.0 |
1.0 |
2.0% |
62.0 |
ATR |
36.8 |
38.0 |
1.2 |
3.3% |
0.0 |
Volume |
2,155,797 |
1,421,668 |
-734,129 |
-34.1% |
4,606,213 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,678.7 |
3,654.3 |
3,556.1 |
|
R3 |
3,627.7 |
3,603.3 |
3,542.0 |
|
R2 |
3,576.7 |
3,576.7 |
3,537.4 |
|
R1 |
3,552.3 |
3,552.3 |
3,532.7 |
3,539.0 |
PP |
3,525.7 |
3,525.7 |
3,525.7 |
3,519.0 |
S1 |
3,501.3 |
3,501.3 |
3,523.3 |
3,488.0 |
S2 |
3,474.7 |
3,474.7 |
3,518.7 |
|
S3 |
3,423.7 |
3,450.3 |
3,514.0 |
|
S4 |
3,372.7 |
3,399.3 |
3,500.0 |
|
|
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 |
3,499.0 |
96.0 |
2.7% |
41.4 |
1.2% |
30% |
False |
True |
1,833,816 |
10 |
3,610.0 |
3,499.0 |
111.0 |
3.1% |
36.7 |
1.0% |
26% |
False |
True |
1,347,345 |
20 |
3,610.0 |
3,499.0 |
111.0 |
3.1% |
33.1 |
0.9% |
26% |
False |
True |
1,045,681 |
40 |
3,645.0 |
3,338.0 |
307.0 |
8.7% |
35.9 |
1.0% |
62% |
False |
False |
1,053,647 |
60 |
3,645.0 |
3,321.0 |
324.0 |
9.2% |
36.6 |
1.0% |
64% |
False |
False |
1,009,229 |
80 |
3,645.0 |
3,200.0 |
445.0 |
12.6% |
35.2 |
1.0% |
74% |
False |
False |
886,357 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.5% |
34.4 |
1.0% |
77% |
False |
False |
711,092 |
120 |
3,645.0 |
3,135.0 |
510.0 |
14.5% |
32.6 |
0.9% |
77% |
False |
False |
593,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,766.8 |
2.618 |
3,683.5 |
1.618 |
3,632.5 |
1.000 |
3,601.0 |
0.618 |
3,581.5 |
HIGH |
3,550.0 |
0.618 |
3,530.5 |
0.500 |
3,524.5 |
0.382 |
3,518.5 |
LOW |
3,499.0 |
0.618 |
3,467.5 |
1.000 |
3,448.0 |
1.618 |
3,416.5 |
2.618 |
3,365.5 |
4.250 |
3,282.3 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,526.8 |
3,544.5 |
PP |
3,525.7 |
3,539.0 |
S1 |
3,524.5 |
3,533.5 |
|