Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,255.6 |
1,255.8 |
0.2 |
0.0% |
1,269.7 |
High |
1,258.6 |
1,257.3 |
-1.3 |
-0.1% |
1,284.2 |
Low |
1,253.2 |
1,244.3 |
-8.9 |
-0.7% |
1,252.7 |
Close |
1,256.5 |
1,246.7 |
-9.8 |
-0.8% |
1,256.5 |
Range |
5.4 |
13.0 |
7.6 |
140.7% |
31.5 |
ATR |
14.0 |
13.9 |
-0.1 |
-0.5% |
0.0 |
Volume |
149,106 |
179,650 |
30,544 |
20.5% |
1,101,198 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.4 |
1,280.6 |
1,253.9 |
|
R3 |
1,275.4 |
1,267.6 |
1,250.3 |
|
R2 |
1,262.4 |
1,262.4 |
1,249.1 |
|
R1 |
1,254.6 |
1,254.6 |
1,247.9 |
1,252.0 |
PP |
1,249.4 |
1,249.4 |
1,249.4 |
1,248.2 |
S1 |
1,241.6 |
1,241.6 |
1,245.5 |
1,239.0 |
S2 |
1,236.4 |
1,236.4 |
1,244.3 |
|
S3 |
1,223.4 |
1,228.6 |
1,243.1 |
|
S4 |
1,210.4 |
1,215.6 |
1,239.6 |
|
|
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 |
1,244.3 |
39.9 |
3.2% |
14.0 |
1.1% |
6% |
False |
True |
221,568 |
10 |
1,298.8 |
1,244.3 |
54.5 |
4.4% |
14.2 |
1.1% |
4% |
False |
True |
223,413 |
20 |
1,298.8 |
1,244.3 |
54.5 |
4.4% |
13.1 |
1.1% |
4% |
False |
True |
184,426 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.9 |
1.0% |
36% |
False |
False |
100,925 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.5 |
1.0% |
35% |
False |
False |
68,511 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.3 |
1.0% |
46% |
False |
False |
52,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.6 |
2.618 |
1,291.3 |
1.618 |
1,278.3 |
1.000 |
1,270.3 |
0.618 |
1,265.3 |
HIGH |
1,257.3 |
0.618 |
1,252.3 |
0.500 |
1,250.8 |
0.382 |
1,249.3 |
LOW |
1,244.3 |
0.618 |
1,236.3 |
1.000 |
1,231.3 |
1.618 |
1,223.3 |
2.618 |
1,210.3 |
4.250 |
1,189.1 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,250.8 |
1,256.4 |
PP |
1,249.4 |
1,253.2 |
S1 |
1,248.1 |
1,249.9 |
|