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 |
1,428.3 |
1,414.8 |
-13.5 |
-0.9% |
1,403.7 |
High |
1,430.0 |
1,415.3 |
-14.7 |
-1.0% |
1,435.2 |
Low |
1,410.0 |
1,400.5 |
-9.5 |
-0.7% |
1,383.0 |
Close |
1,416.3 |
1,411.2 |
-5.1 |
-0.4% |
1,422.4 |
Range |
20.0 |
14.8 |
-5.2 |
-26.0% |
52.2 |
ATR |
18.1 |
17.9 |
-0.2 |
-0.9% |
0.0 |
Volume |
97,299 |
41,155 |
-56,144 |
-57.7% |
837,013 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.5 |
1,447.0 |
1,419.3 |
|
R3 |
1,438.5 |
1,432.3 |
1,415.3 |
|
R2 |
1,423.8 |
1,423.8 |
1,414.0 |
|
R1 |
1,417.5 |
1,417.5 |
1,412.5 |
1,413.3 |
PP |
1,409.0 |
1,409.0 |
1,409.0 |
1,407.0 |
S1 |
1,402.8 |
1,402.8 |
1,409.8 |
1,398.5 |
S2 |
1,394.3 |
1,394.3 |
1,408.5 |
|
S3 |
1,379.5 |
1,388.0 |
1,407.3 |
|
S4 |
1,364.5 |
1,373.0 |
1,403.0 |
|
|
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 |
1,400.5 |
34.7 |
2.5% |
16.5 |
1.2% |
31% |
False |
True |
148,080 |
10 |
1,435.2 |
1,383.0 |
52.2 |
3.7% |
17.5 |
1.2% |
54% |
False |
False |
152,982 |
20 |
1,435.2 |
1,344.1 |
91.1 |
6.5% |
17.5 |
1.2% |
74% |
False |
False |
145,752 |
40 |
1,435.2 |
1,344.1 |
91.1 |
6.5% |
17.5 |
1.2% |
74% |
False |
False |
140,754 |
60 |
1,435.2 |
1,331.8 |
103.4 |
7.3% |
18.5 |
1.3% |
77% |
False |
False |
145,307 |
80 |
1,435.2 |
1,331.8 |
103.4 |
7.3% |
18.3 |
1.3% |
77% |
False |
False |
131,430 |
100 |
1,435.2 |
1,331.8 |
103.4 |
7.3% |
16.5 |
1.2% |
77% |
False |
False |
105,150 |
120 |
1,435.2 |
1,331.8 |
103.4 |
7.3% |
14.8 |
1.0% |
77% |
False |
False |
87,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,478.3 |
2.618 |
1,454.0 |
1.618 |
1,439.3 |
1.000 |
1,430.0 |
0.618 |
1,424.5 |
HIGH |
1,415.3 |
0.618 |
1,409.8 |
0.500 |
1,408.0 |
0.382 |
1,406.3 |
LOW |
1,400.5 |
0.618 |
1,391.3 |
1.000 |
1,385.8 |
1.618 |
1,376.5 |
2.618 |
1,361.8 |
4.250 |
1,337.5 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,410.0 |
1,415.3 |
PP |
1,409.0 |
1,414.0 |
S1 |
1,408.0 |
1,412.5 |
|