Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,250.9 |
1,258.1 |
7.2 |
0.6% |
1,255.8 |
High |
1,260.0 |
1,259.0 |
-1.0 |
-0.1% |
1,260.0 |
Low |
1,250.6 |
1,236.5 |
-14.1 |
-1.1% |
1,241.7 |
Close |
1,256.4 |
1,246.4 |
-10.0 |
-0.8% |
1,256.4 |
Range |
9.4 |
22.5 |
13.1 |
139.4% |
18.3 |
ATR |
12.6 |
13.3 |
0.7 |
5.6% |
0.0 |
Volume |
162,670 |
227,469 |
64,799 |
39.8% |
885,558 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.8 |
1,303.1 |
1,258.8 |
|
R3 |
1,292.3 |
1,280.6 |
1,252.6 |
|
R2 |
1,269.8 |
1,269.8 |
1,250.5 |
|
R1 |
1,258.1 |
1,258.1 |
1,248.5 |
1,252.7 |
PP |
1,247.3 |
1,247.3 |
1,247.3 |
1,244.6 |
S1 |
1,235.6 |
1,235.6 |
1,244.3 |
1,230.2 |
S2 |
1,224.8 |
1,224.8 |
1,242.3 |
|
S3 |
1,202.3 |
1,213.1 |
1,240.2 |
|
S4 |
1,179.8 |
1,190.6 |
1,234.0 |
|
|
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 |
1,236.5 |
23.5 |
1.9% |
11.1 |
0.9% |
42% |
False |
True |
186,675 |
10 |
1,284.2 |
1,236.5 |
47.7 |
3.8% |
12.6 |
1.0% |
21% |
False |
True |
204,122 |
20 |
1,298.8 |
1,236.5 |
62.3 |
5.0% |
13.0 |
1.0% |
16% |
False |
True |
212,565 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.9 |
1.0% |
35% |
False |
False |
123,541 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.6 |
1.0% |
35% |
False |
False |
83,787 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
46% |
False |
False |
63,625 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
46% |
False |
False |
51,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.6 |
2.618 |
1,317.9 |
1.618 |
1,295.4 |
1.000 |
1,281.5 |
0.618 |
1,272.9 |
HIGH |
1,259.0 |
0.618 |
1,250.4 |
0.500 |
1,247.8 |
0.382 |
1,245.1 |
LOW |
1,236.5 |
0.618 |
1,222.6 |
1.000 |
1,214.0 |
1.618 |
1,200.1 |
2.618 |
1,177.6 |
4.250 |
1,140.9 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,247.8 |
1,248.3 |
PP |
1,247.3 |
1,247.6 |
S1 |
1,246.9 |
1,247.0 |
|