Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,247.3 |
1,249.6 |
2.3 |
0.2% |
1,255.8 |
High |
1,255.7 |
1,253.2 |
-2.5 |
-0.2% |
1,260.0 |
Low |
1,246.7 |
1,239.7 |
-7.0 |
-0.6% |
1,241.7 |
Close |
1,249.1 |
1,245.8 |
-3.3 |
-0.3% |
1,256.4 |
Range |
9.0 |
13.5 |
4.5 |
50.0% |
18.3 |
ATR |
12.9 |
13.0 |
0.0 |
0.3% |
0.0 |
Volume |
195,073 |
277,752 |
82,679 |
42.4% |
885,558 |
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.7 |
1,279.8 |
1,253.2 |
|
R3 |
1,273.2 |
1,266.3 |
1,249.5 |
|
R2 |
1,259.7 |
1,259.7 |
1,248.3 |
|
R1 |
1,252.8 |
1,252.8 |
1,247.0 |
1,249.5 |
PP |
1,246.2 |
1,246.2 |
1,246.2 |
1,244.6 |
S1 |
1,239.3 |
1,239.3 |
1,244.6 |
1,236.0 |
S2 |
1,232.7 |
1,232.7 |
1,243.3 |
|
S3 |
1,219.2 |
1,225.8 |
1,242.1 |
|
S4 |
1,205.7 |
1,212.3 |
1,238.4 |
|
|
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% |
13.3 |
1.1% |
40% |
False |
False |
215,277 |
10 |
1,260.0 |
1,236.5 |
23.5 |
1.9% |
10.9 |
0.9% |
40% |
False |
False |
194,838 |
20 |
1,298.8 |
1,236.5 |
62.3 |
5.0% |
12.9 |
1.0% |
15% |
False |
False |
213,292 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.6 |
1.0% |
35% |
False |
False |
140,053 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.7 |
1.0% |
34% |
False |
False |
95,086 |
80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
45% |
False |
False |
72,109 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
45% |
False |
False |
58,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.6 |
2.618 |
1,288.5 |
1.618 |
1,275.0 |
1.000 |
1,266.7 |
0.618 |
1,261.5 |
HIGH |
1,253.2 |
0.618 |
1,248.0 |
0.500 |
1,246.5 |
0.382 |
1,244.9 |
LOW |
1,239.7 |
0.618 |
1,231.4 |
1.000 |
1,226.2 |
1.618 |
1,217.9 |
2.618 |
1,204.4 |
4.250 |
1,182.3 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,246.5 |
1,247.7 |
PP |
1,246.2 |
1,247.1 |
S1 |
1,246.0 |
1,246.4 |
|