Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,245.2 |
1,247.3 |
2.1 |
0.2% |
1,255.8 |
High |
1,253.8 |
1,255.7 |
1.9 |
0.2% |
1,260.0 |
Low |
1,241.8 |
1,246.7 |
4.9 |
0.4% |
1,241.7 |
Close |
1,246.9 |
1,249.1 |
2.2 |
0.2% |
1,256.4 |
Range |
12.0 |
9.0 |
-3.0 |
-25.0% |
18.3 |
ATR |
13.2 |
12.9 |
-0.3 |
-2.3% |
0.0 |
Volume |
213,423 |
195,073 |
-18,350 |
-8.6% |
885,558 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.5 |
1,272.3 |
1,254.1 |
|
R3 |
1,268.5 |
1,263.3 |
1,251.6 |
|
R2 |
1,259.5 |
1,259.5 |
1,250.8 |
|
R1 |
1,254.3 |
1,254.3 |
1,249.9 |
1,256.9 |
PP |
1,250.5 |
1,250.5 |
1,250.5 |
1,251.8 |
S1 |
1,245.3 |
1,245.3 |
1,248.3 |
1,247.9 |
S2 |
1,241.5 |
1,241.5 |
1,247.5 |
|
S3 |
1,232.5 |
1,236.3 |
1,246.6 |
|
S4 |
1,223.5 |
1,227.3 |
1,244.2 |
|
|
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 |
1,236.5 |
23.5 |
1.9% |
12.5 |
1.0% |
54% |
False |
False |
197,204 |
10 |
1,268.5 |
1,236.5 |
32.0 |
2.6% |
11.1 |
0.9% |
39% |
False |
False |
192,577 |
20 |
1,298.8 |
1,236.5 |
62.3 |
5.0% |
12.7 |
1.0% |
20% |
False |
False |
208,464 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.8 |
1.0% |
39% |
False |
False |
133,338 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.6 |
1.0% |
38% |
False |
False |
90,491 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
48% |
False |
False |
68,684 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
48% |
False |
False |
55,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.0 |
2.618 |
1,279.3 |
1.618 |
1,270.3 |
1.000 |
1,264.7 |
0.618 |
1,261.3 |
HIGH |
1,255.7 |
0.618 |
1,252.3 |
0.500 |
1,251.2 |
0.382 |
1,250.1 |
LOW |
1,246.7 |
0.618 |
1,241.1 |
1.000 |
1,237.7 |
1.618 |
1,232.1 |
2.618 |
1,223.1 |
4.250 |
1,208.5 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,251.2 |
1,248.7 |
PP |
1,250.5 |
1,248.2 |
S1 |
1,249.8 |
1,247.8 |
|