Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,289.5 |
1,283.5 |
-6.0 |
-0.5% |
1,282.6 |
High |
1,291.5 |
1,284.6 |
-6.9 |
-0.5% |
1,298.8 |
Low |
1,273.5 |
1,266.7 |
-6.8 |
-0.5% |
1,266.7 |
Close |
1,279.5 |
1,271.4 |
-8.1 |
-0.6% |
1,271.4 |
Range |
18.0 |
17.9 |
-0.1 |
-0.6% |
32.1 |
ATR |
13.6 |
13.9 |
0.3 |
2.3% |
0.0 |
Volume |
257,436 |
219,214 |
-38,222 |
-14.8% |
1,093,090 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.9 |
1,317.6 |
1,281.2 |
|
R3 |
1,310.0 |
1,299.7 |
1,276.3 |
|
R2 |
1,292.1 |
1,292.1 |
1,274.7 |
|
R1 |
1,281.8 |
1,281.8 |
1,273.0 |
1,278.0 |
PP |
1,274.2 |
1,274.2 |
1,274.2 |
1,272.4 |
S1 |
1,263.9 |
1,263.9 |
1,269.8 |
1,260.1 |
S2 |
1,256.3 |
1,256.3 |
1,268.1 |
|
S3 |
1,238.4 |
1,246.0 |
1,266.5 |
|
S4 |
1,220.5 |
1,228.1 |
1,261.6 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.3 |
1,355.4 |
1,289.1 |
|
R3 |
1,343.2 |
1,323.3 |
1,280.2 |
|
R2 |
1,311.1 |
1,311.1 |
1,277.3 |
|
R1 |
1,291.2 |
1,291.2 |
1,274.3 |
1,285.1 |
PP |
1,279.0 |
1,279.0 |
1,279.0 |
1,275.9 |
S1 |
1,259.1 |
1,259.1 |
1,268.5 |
1,253.0 |
S2 |
1,246.9 |
1,246.9 |
1,265.5 |
|
S3 |
1,214.8 |
1,227.0 |
1,262.6 |
|
S4 |
1,182.7 |
1,194.9 |
1,253.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,298.8 |
1,266.7 |
32.1 |
2.5% |
14.2 |
1.1% |
15% |
False |
True |
218,618 |
10 |
1,298.8 |
1,256.2 |
42.6 |
3.4% |
14.4 |
1.1% |
36% |
False |
False |
219,607 |
20 |
1,298.8 |
1,227.9 |
70.9 |
5.6% |
13.3 |
1.0% |
61% |
False |
False |
126,663 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.6 |
1.0% |
65% |
False |
False |
69,519 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.3 |
1.0% |
65% |
False |
False |
47,469 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
71% |
False |
False |
36,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.7 |
2.618 |
1,331.5 |
1.618 |
1,313.6 |
1.000 |
1,302.5 |
0.618 |
1,295.7 |
HIGH |
1,284.6 |
0.618 |
1,277.8 |
0.500 |
1,275.7 |
0.382 |
1,273.5 |
LOW |
1,266.7 |
0.618 |
1,255.6 |
1.000 |
1,248.8 |
1.618 |
1,237.7 |
2.618 |
1,219.8 |
4.250 |
1,190.6 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,275.7 |
1,282.2 |
PP |
1,274.2 |
1,278.6 |
S1 |
1,272.8 |
1,275.0 |
|