Trading Metrics calculated at close of trading on 21-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,245.4 |
1,243.9 |
-1.5 |
-0.1% |
1,269.7 |
High |
1,249.4 |
1,248.8 |
-0.6 |
0.0% |
1,284.2 |
Low |
1,242.4 |
1,241.7 |
-0.7 |
-0.1% |
1,252.7 |
Close |
1,243.5 |
1,245.8 |
2.3 |
0.2% |
1,256.5 |
Range |
7.0 |
7.1 |
0.1 |
1.4% |
31.5 |
ATR |
13.4 |
13.0 |
-0.5 |
-3.4% |
0.0 |
Volume |
185,394 |
170,459 |
-14,935 |
-8.1% |
1,101,198 |
|
Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.7 |
1,263.4 |
1,249.7 |
|
R3 |
1,259.6 |
1,256.3 |
1,247.8 |
|
R2 |
1,252.5 |
1,252.5 |
1,247.1 |
|
R1 |
1,249.2 |
1,249.2 |
1,246.5 |
1,250.9 |
PP |
1,245.4 |
1,245.4 |
1,245.4 |
1,246.3 |
S1 |
1,242.1 |
1,242.1 |
1,245.1 |
1,243.8 |
S2 |
1,238.3 |
1,238.3 |
1,244.5 |
|
S3 |
1,231.2 |
1,235.0 |
1,243.8 |
|
S4 |
1,224.1 |
1,227.9 |
1,241.9 |
|
|
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 |
1,268.5 |
1,241.7 |
26.8 |
2.2% |
9.7 |
0.8% |
15% |
False |
True |
187,951 |
10 |
1,291.5 |
1,241.7 |
49.8 |
4.0% |
12.7 |
1.0% |
8% |
False |
True |
211,335 |
20 |
1,298.8 |
1,241.7 |
57.1 |
4.6% |
12.6 |
1.0% |
7% |
False |
True |
197,234 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.4 |
1.0% |
35% |
False |
False |
109,456 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.4 |
1.0% |
34% |
False |
False |
74,356 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
45% |
False |
False |
56,496 |
100 |
1,300.3 |
1,197.0 |
103.3 |
8.3% |
12.2 |
1.0% |
47% |
False |
False |
45,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.0 |
2.618 |
1,267.4 |
1.618 |
1,260.3 |
1.000 |
1,255.9 |
0.618 |
1,253.2 |
HIGH |
1,248.8 |
0.618 |
1,246.1 |
0.500 |
1,245.3 |
0.382 |
1,244.4 |
LOW |
1,241.7 |
0.618 |
1,237.3 |
1.000 |
1,234.6 |
1.618 |
1,230.2 |
2.618 |
1,223.1 |
4.250 |
1,211.5 |
|
|
Fisher Pivots for day following 21-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,245.6 |
1,249.5 |
PP |
1,245.4 |
1,248.3 |
S1 |
1,245.3 |
1,247.0 |
|