Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,243.9 |
1,246.4 |
2.5 |
0.2% |
1,269.7 |
High |
1,248.8 |
1,256.0 |
7.2 |
0.6% |
1,284.2 |
Low |
1,241.7 |
1,246.4 |
4.7 |
0.4% |
1,252.7 |
Close |
1,245.8 |
1,249.4 |
3.6 |
0.3% |
1,256.5 |
Range |
7.1 |
9.6 |
2.5 |
35.2% |
31.5 |
ATR |
13.0 |
12.8 |
-0.2 |
-1.5% |
0.0 |
Volume |
170,459 |
187,385 |
16,926 |
9.9% |
1,101,198 |
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.4 |
1,274.0 |
1,254.7 |
|
R3 |
1,269.8 |
1,264.4 |
1,252.0 |
|
R2 |
1,260.2 |
1,260.2 |
1,251.2 |
|
R1 |
1,254.8 |
1,254.8 |
1,250.3 |
1,257.5 |
PP |
1,250.6 |
1,250.6 |
1,250.6 |
1,252.0 |
S1 |
1,245.2 |
1,245.2 |
1,248.5 |
1,247.9 |
S2 |
1,241.0 |
1,241.0 |
1,247.6 |
|
S3 |
1,231.4 |
1,235.6 |
1,246.8 |
|
S4 |
1,221.8 |
1,226.0 |
1,244.1 |
|
|
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 |
1,258.6 |
1,241.7 |
16.9 |
1.4% |
8.4 |
0.7% |
46% |
False |
False |
174,398 |
10 |
1,284.6 |
1,241.7 |
42.9 |
3.4% |
11.8 |
0.9% |
18% |
False |
False |
204,330 |
20 |
1,298.8 |
1,241.7 |
57.1 |
4.6% |
12.5 |
1.0% |
13% |
False |
False |
204,166 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.4 |
1.0% |
39% |
False |
False |
114,007 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.4 |
1.0% |
38% |
False |
False |
77,423 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
49% |
False |
False |
58,804 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
49% |
False |
False |
47,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.8 |
2.618 |
1,281.1 |
1.618 |
1,271.5 |
1.000 |
1,265.6 |
0.618 |
1,261.9 |
HIGH |
1,256.0 |
0.618 |
1,252.3 |
0.500 |
1,251.2 |
0.382 |
1,250.1 |
LOW |
1,246.4 |
0.618 |
1,240.5 |
1.000 |
1,236.8 |
1.618 |
1,230.9 |
2.618 |
1,221.3 |
4.250 |
1,205.6 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,251.2 |
1,249.2 |
PP |
1,250.6 |
1,249.0 |
S1 |
1,250.0 |
1,248.9 |
|