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 |
1,421.1 |
1,428.3 |
7.2 |
0.5% |
1,403.7 |
High |
1,429.1 |
1,430.0 |
0.9 |
0.1% |
1,435.2 |
Low |
1,420.5 |
1,410.0 |
-10.5 |
-0.7% |
1,383.0 |
Close |
1,427.4 |
1,416.3 |
-11.1 |
-0.8% |
1,422.4 |
Range |
8.6 |
20.0 |
11.4 |
132.6% |
52.2 |
ATR |
17.9 |
18.1 |
0.1 |
0.8% |
0.0 |
Volume |
154,318 |
97,299 |
-57,019 |
-36.9% |
837,013 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.8 |
1,467.5 |
1,427.3 |
|
R3 |
1,458.8 |
1,447.5 |
1,421.8 |
|
R2 |
1,438.8 |
1,438.8 |
1,420.0 |
|
R1 |
1,427.5 |
1,427.5 |
1,418.3 |
1,423.3 |
PP |
1,418.8 |
1,418.8 |
1,418.8 |
1,416.5 |
S1 |
1,407.5 |
1,407.5 |
1,414.5 |
1,403.3 |
S2 |
1,398.8 |
1,398.8 |
1,412.8 |
|
S3 |
1,378.8 |
1,387.5 |
1,410.8 |
|
S4 |
1,358.8 |
1,367.5 |
1,405.3 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,570.3 |
1,548.5 |
1,451.0 |
|
R3 |
1,518.0 |
1,496.3 |
1,436.8 |
|
R2 |
1,465.8 |
1,465.8 |
1,432.0 |
|
R1 |
1,444.0 |
1,444.0 |
1,427.3 |
1,455.0 |
PP |
1,413.5 |
1,413.5 |
1,413.5 |
1,419.0 |
S1 |
1,391.8 |
1,391.8 |
1,417.5 |
1,402.8 |
S2 |
1,361.3 |
1,361.3 |
1,412.8 |
|
S3 |
1,309.3 |
1,339.8 |
1,408.0 |
|
S4 |
1,257.0 |
1,287.5 |
1,393.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,435.2 |
1,393.2 |
42.0 |
3.0% |
19.0 |
1.3% |
55% |
False |
False |
190,029 |
10 |
1,435.2 |
1,367.6 |
67.6 |
4.8% |
19.3 |
1.4% |
72% |
False |
False |
167,606 |
20 |
1,435.2 |
1,344.1 |
91.1 |
6.4% |
18.3 |
1.3% |
79% |
False |
False |
156,753 |
40 |
1,435.2 |
1,344.1 |
91.1 |
6.4% |
17.5 |
1.2% |
79% |
False |
False |
143,315 |
60 |
1,435.2 |
1,331.8 |
103.4 |
7.3% |
19.0 |
1.3% |
82% |
False |
False |
149,011 |
80 |
1,435.2 |
1,331.8 |
103.4 |
7.3% |
18.3 |
1.3% |
82% |
False |
False |
130,916 |
100 |
1,435.2 |
1,331.8 |
103.4 |
7.3% |
16.5 |
1.2% |
82% |
False |
False |
104,738 |
120 |
1,435.2 |
1,331.8 |
103.4 |
7.3% |
14.5 |
1.0% |
82% |
False |
False |
87,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.0 |
2.618 |
1,482.3 |
1.618 |
1,462.3 |
1.000 |
1,450.0 |
0.618 |
1,442.3 |
HIGH |
1,430.0 |
0.618 |
1,422.3 |
0.500 |
1,420.0 |
0.382 |
1,417.8 |
LOW |
1,410.0 |
0.618 |
1,397.8 |
1.000 |
1,390.0 |
1.618 |
1,377.8 |
2.618 |
1,357.8 |
4.250 |
1,325.0 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,420.0 |
1,420.0 |
PP |
1,418.8 |
1,418.8 |
S1 |
1,417.5 |
1,417.5 |
|