Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,255.8 |
1,245.4 |
-10.4 |
-0.8% |
1,269.7 |
High |
1,257.3 |
1,249.4 |
-7.9 |
-0.6% |
1,284.2 |
Low |
1,244.3 |
1,242.4 |
-1.9 |
-0.2% |
1,252.7 |
Close |
1,246.7 |
1,243.5 |
-3.2 |
-0.3% |
1,256.5 |
Range |
13.0 |
7.0 |
-6.0 |
-46.2% |
31.5 |
ATR |
13.9 |
13.4 |
-0.5 |
-3.6% |
0.0 |
Volume |
179,650 |
185,394 |
5,744 |
3.2% |
1,101,198 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.1 |
1,261.8 |
1,247.4 |
|
R3 |
1,259.1 |
1,254.8 |
1,245.4 |
|
R2 |
1,252.1 |
1,252.1 |
1,244.8 |
|
R1 |
1,247.8 |
1,247.8 |
1,244.1 |
1,246.5 |
PP |
1,245.1 |
1,245.1 |
1,245.1 |
1,244.4 |
S1 |
1,240.8 |
1,240.8 |
1,242.9 |
1,239.5 |
S2 |
1,238.1 |
1,238.1 |
1,242.2 |
|
S3 |
1,231.1 |
1,233.8 |
1,241.6 |
|
S4 |
1,224.1 |
1,226.8 |
1,239.7 |
|
|
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 |
1,242.4 |
41.8 |
3.4% |
13.3 |
1.1% |
3% |
False |
True |
223,527 |
10 |
1,297.6 |
1,242.4 |
55.2 |
4.4% |
13.2 |
1.1% |
2% |
False |
True |
216,174 |
20 |
1,298.8 |
1,242.4 |
56.4 |
4.5% |
12.9 |
1.0% |
2% |
False |
True |
191,417 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.7 |
1.0% |
32% |
False |
False |
105,326 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.5 |
1.0% |
31% |
False |
False |
71,566 |
80 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
12.2 |
1.0% |
43% |
False |
False |
54,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.2 |
2.618 |
1,267.7 |
1.618 |
1,260.7 |
1.000 |
1,256.4 |
0.618 |
1,253.7 |
HIGH |
1,249.4 |
0.618 |
1,246.7 |
0.500 |
1,245.9 |
0.382 |
1,245.1 |
LOW |
1,242.4 |
0.618 |
1,238.1 |
1.000 |
1,235.4 |
1.618 |
1,231.1 |
2.618 |
1,224.1 |
4.250 |
1,212.7 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,245.9 |
1,250.5 |
PP |
1,245.1 |
1,248.2 |
S1 |
1,244.3 |
1,245.8 |
|