Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,548.0 |
3,534.0 |
-14.0 |
-0.4% |
3,568.0 |
High |
3,550.0 |
3,553.0 |
3.0 |
0.1% |
3,590.0 |
Low |
3,499.0 |
3,533.0 |
34.0 |
1.0% |
3,499.0 |
Close |
3,528.0 |
3,537.1 |
9.1 |
0.3% |
3,537.1 |
Range |
51.0 |
20.0 |
-31.0 |
-60.8% |
91.0 |
ATR |
38.0 |
37.1 |
-0.9 |
-2.4% |
0.0 |
Volume |
1,421,668 |
212,779 |
-1,208,889 |
-85.0% |
8,035,778 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,601.0 |
3,589.1 |
3,548.1 |
|
R3 |
3,581.0 |
3,569.1 |
3,542.6 |
|
R2 |
3,561.0 |
3,561.0 |
3,540.8 |
|
R1 |
3,549.1 |
3,549.1 |
3,538.9 |
3,555.1 |
PP |
3,541.0 |
3,541.0 |
3,541.0 |
3,544.0 |
S1 |
3,529.1 |
3,529.1 |
3,535.3 |
3,535.1 |
S2 |
3,521.0 |
3,521.0 |
3,533.4 |
|
S3 |
3,501.0 |
3,509.1 |
3,531.6 |
|
S4 |
3,481.0 |
3,489.1 |
3,526.1 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,815.0 |
3,767.1 |
3,587.2 |
|
R3 |
3,724.0 |
3,676.1 |
3,562.1 |
|
R2 |
3,633.0 |
3,633.0 |
3,553.8 |
|
R1 |
3,585.1 |
3,585.1 |
3,545.4 |
3,563.6 |
PP |
3,542.0 |
3,542.0 |
3,542.0 |
3,531.3 |
S1 |
3,494.1 |
3,494.1 |
3,528.8 |
3,472.6 |
S2 |
3,451.0 |
3,451.0 |
3,520.4 |
|
S3 |
3,360.0 |
3,403.1 |
3,512.1 |
|
S4 |
3,269.0 |
3,312.1 |
3,487.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,590.0 |
3,499.0 |
91.0 |
2.6% |
37.6 |
1.1% |
42% |
False |
False |
1,607,155 |
10 |
3,595.0 |
3,499.0 |
96.0 |
2.7% |
35.4 |
1.0% |
40% |
False |
False |
1,264,199 |
20 |
3,610.0 |
3,499.0 |
111.0 |
3.1% |
32.8 |
0.9% |
34% |
False |
False |
1,005,484 |
40 |
3,645.0 |
3,352.0 |
293.0 |
8.3% |
35.3 |
1.0% |
63% |
False |
False |
1,030,152 |
60 |
3,645.0 |
3,321.0 |
324.0 |
9.2% |
35.9 |
1.0% |
67% |
False |
False |
993,569 |
80 |
3,645.0 |
3,200.0 |
445.0 |
12.6% |
35.0 |
1.0% |
76% |
False |
False |
888,999 |
100 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
34.3 |
1.0% |
79% |
False |
False |
713,087 |
120 |
3,645.0 |
3,135.0 |
510.0 |
14.4% |
32.7 |
0.9% |
79% |
False |
False |
595,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,638.0 |
2.618 |
3,605.4 |
1.618 |
3,585.4 |
1.000 |
3,573.0 |
0.618 |
3,565.4 |
HIGH |
3,553.0 |
0.618 |
3,545.4 |
0.500 |
3,543.0 |
0.382 |
3,540.6 |
LOW |
3,533.0 |
0.618 |
3,520.6 |
1.000 |
3,513.0 |
1.618 |
3,500.6 |
2.618 |
3,480.6 |
4.250 |
3,448.0 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,543.0 |
3,544.5 |
PP |
3,541.0 |
3,542.0 |
S1 |
3,539.1 |
3,539.6 |
|