Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,246.4 |
1,250.9 |
4.5 |
0.4% |
1,255.8 |
High |
1,256.0 |
1,260.0 |
4.0 |
0.3% |
1,260.0 |
Low |
1,246.4 |
1,250.6 |
4.2 |
0.3% |
1,241.7 |
Close |
1,249.4 |
1,256.4 |
7.0 |
0.6% |
1,256.4 |
Range |
9.6 |
9.4 |
-0.2 |
-2.1% |
18.3 |
ATR |
12.8 |
12.6 |
-0.2 |
-1.2% |
0.0 |
Volume |
187,385 |
162,670 |
-24,715 |
-13.2% |
885,558 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.9 |
1,279.5 |
1,261.6 |
|
R3 |
1,274.5 |
1,270.1 |
1,259.0 |
|
R2 |
1,265.1 |
1,265.1 |
1,258.1 |
|
R1 |
1,260.7 |
1,260.7 |
1,257.3 |
1,262.9 |
PP |
1,255.7 |
1,255.7 |
1,255.7 |
1,256.8 |
S1 |
1,251.3 |
1,251.3 |
1,255.5 |
1,253.5 |
S2 |
1,246.3 |
1,246.3 |
1,254.7 |
|
S3 |
1,236.9 |
1,241.9 |
1,253.8 |
|
S4 |
1,227.5 |
1,232.5 |
1,251.2 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.6 |
1,300.3 |
1,266.5 |
|
R3 |
1,289.3 |
1,282.0 |
1,261.4 |
|
R2 |
1,271.0 |
1,271.0 |
1,259.8 |
|
R1 |
1,263.7 |
1,263.7 |
1,258.1 |
1,267.4 |
PP |
1,252.7 |
1,252.7 |
1,252.7 |
1,254.5 |
S1 |
1,245.4 |
1,245.4 |
1,254.7 |
1,249.1 |
S2 |
1,234.4 |
1,234.4 |
1,253.0 |
|
S3 |
1,216.1 |
1,227.1 |
1,251.4 |
|
S4 |
1,197.8 |
1,208.8 |
1,246.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,260.0 |
1,241.7 |
18.3 |
1.5% |
9.2 |
0.7% |
80% |
True |
False |
177,111 |
10 |
1,284.2 |
1,241.7 |
42.5 |
3.4% |
11.0 |
0.9% |
35% |
False |
False |
198,675 |
20 |
1,298.8 |
1,241.7 |
57.1 |
4.5% |
12.7 |
1.0% |
26% |
False |
False |
209,141 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.4% |
12.4 |
1.0% |
48% |
False |
False |
118,013 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.4 |
1.0% |
47% |
False |
False |
80,058 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.1 |
1.0% |
56% |
False |
False |
60,814 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.1 |
1.0% |
56% |
False |
False |
49,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.0 |
2.618 |
1,284.6 |
1.618 |
1,275.2 |
1.000 |
1,269.4 |
0.618 |
1,265.8 |
HIGH |
1,260.0 |
0.618 |
1,256.4 |
0.500 |
1,255.3 |
0.382 |
1,254.2 |
LOW |
1,250.6 |
0.618 |
1,244.8 |
1.000 |
1,241.2 |
1.618 |
1,235.4 |
2.618 |
1,226.0 |
4.250 |
1,210.7 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,256.0 |
1,254.6 |
PP |
1,255.7 |
1,252.7 |
S1 |
1,255.3 |
1,250.9 |
|