Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,283.5 |
1,269.7 |
-13.8 |
-1.1% |
1,282.6 |
High |
1,284.6 |
1,272.4 |
-12.2 |
-0.9% |
1,298.8 |
Low |
1,266.7 |
1,265.6 |
-1.1 |
-0.1% |
1,266.7 |
Close |
1,271.4 |
1,268.9 |
-2.5 |
-0.2% |
1,271.4 |
Range |
17.9 |
6.8 |
-11.1 |
-62.0% |
32.1 |
ATR |
13.9 |
13.4 |
-0.5 |
-3.6% |
0.0 |
Volume |
219,214 |
173,005 |
-46,209 |
-21.1% |
1,093,090 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.4 |
1,285.9 |
1,272.6 |
|
R3 |
1,282.6 |
1,279.1 |
1,270.8 |
|
R2 |
1,275.8 |
1,275.8 |
1,270.1 |
|
R1 |
1,272.3 |
1,272.3 |
1,269.5 |
1,270.7 |
PP |
1,269.0 |
1,269.0 |
1,269.0 |
1,268.1 |
S1 |
1,265.5 |
1,265.5 |
1,268.3 |
1,263.9 |
S2 |
1,262.2 |
1,262.2 |
1,267.7 |
|
S3 |
1,255.4 |
1,258.7 |
1,267.0 |
|
S4 |
1,248.6 |
1,251.9 |
1,265.2 |
|
|
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 |
1,265.6 |
33.2 |
2.6% |
14.4 |
1.1% |
10% |
False |
True |
225,258 |
10 |
1,298.8 |
1,261.3 |
37.5 |
3.0% |
13.4 |
1.1% |
20% |
False |
False |
221,008 |
20 |
1,298.8 |
1,230.2 |
68.6 |
5.4% |
13.3 |
1.0% |
56% |
False |
False |
134,207 |
40 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.6 |
1.0% |
62% |
False |
False |
73,772 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.1 |
1.0% |
62% |
False |
False |
50,308 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.1 |
1.0% |
68% |
False |
False |
38,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.3 |
2.618 |
1,290.2 |
1.618 |
1,283.4 |
1.000 |
1,279.2 |
0.618 |
1,276.6 |
HIGH |
1,272.4 |
0.618 |
1,269.8 |
0.500 |
1,269.0 |
0.382 |
1,268.2 |
LOW |
1,265.6 |
0.618 |
1,261.4 |
1.000 |
1,258.8 |
1.618 |
1,254.6 |
2.618 |
1,247.8 |
4.250 |
1,236.7 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,269.0 |
1,278.6 |
PP |
1,269.0 |
1,275.3 |
S1 |
1,268.9 |
1,272.1 |
|