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 |
1,262.7 |
1,255.6 |
-7.1 |
-0.6% |
1,269.7 |
High |
1,268.5 |
1,258.6 |
-9.9 |
-0.8% |
1,284.2 |
Low |
1,252.7 |
1,253.2 |
0.5 |
0.0% |
1,252.7 |
Close |
1,254.6 |
1,256.5 |
1.9 |
0.2% |
1,256.5 |
Range |
15.8 |
5.4 |
-10.4 |
-65.8% |
31.5 |
ATR |
14.7 |
14.0 |
-0.7 |
-4.5% |
0.0 |
Volume |
255,149 |
149,106 |
-106,043 |
-41.6% |
1,101,198 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.3 |
1,269.8 |
1,259.5 |
|
R3 |
1,266.9 |
1,264.4 |
1,258.0 |
|
R2 |
1,261.5 |
1,261.5 |
1,257.5 |
|
R1 |
1,259.0 |
1,259.0 |
1,257.0 |
1,260.3 |
PP |
1,256.1 |
1,256.1 |
1,256.1 |
1,256.7 |
S1 |
1,253.6 |
1,253.6 |
1,256.0 |
1,254.9 |
S2 |
1,250.7 |
1,250.7 |
1,255.5 |
|
S3 |
1,245.3 |
1,248.2 |
1,255.0 |
|
S4 |
1,239.9 |
1,242.8 |
1,253.5 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.0 |
1,339.2 |
1,273.8 |
|
R3 |
1,327.5 |
1,307.7 |
1,265.2 |
|
R2 |
1,296.0 |
1,296.0 |
1,262.3 |
|
R1 |
1,276.2 |
1,276.2 |
1,259.4 |
1,270.4 |
PP |
1,264.5 |
1,264.5 |
1,264.5 |
1,261.5 |
S1 |
1,244.7 |
1,244.7 |
1,253.6 |
1,238.9 |
S2 |
1,233.0 |
1,233.0 |
1,250.7 |
|
S3 |
1,201.5 |
1,213.2 |
1,247.8 |
|
S4 |
1,170.0 |
1,181.7 |
1,239.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,284.2 |
1,252.7 |
31.5 |
2.5% |
12.7 |
1.0% |
12% |
False |
False |
220,239 |
10 |
1,298.8 |
1,252.7 |
46.1 |
3.7% |
13.5 |
1.1% |
8% |
False |
False |
219,428 |
20 |
1,298.8 |
1,249.5 |
49.3 |
3.9% |
12.9 |
1.0% |
14% |
False |
False |
176,643 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.4% |
12.8 |
1.0% |
48% |
False |
False |
96,498 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.5 |
1.0% |
47% |
False |
False |
65,612 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.3 |
1.0% |
56% |
False |
False |
49,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.6 |
2.618 |
1,272.7 |
1.618 |
1,267.3 |
1.000 |
1,264.0 |
0.618 |
1,261.9 |
HIGH |
1,258.6 |
0.618 |
1,256.5 |
0.500 |
1,255.9 |
0.382 |
1,255.3 |
LOW |
1,253.2 |
0.618 |
1,249.9 |
1.000 |
1,247.8 |
1.618 |
1,244.5 |
2.618 |
1,239.1 |
4.250 |
1,230.3 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,256.3 |
1,268.5 |
PP |
1,256.1 |
1,264.5 |
S1 |
1,255.9 |
1,260.5 |
|