Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,249.6 |
1,245.2 |
-4.4 |
-0.4% |
1,258.1 |
High |
1,253.2 |
1,248.2 |
-5.0 |
-0.4% |
1,259.0 |
Low |
1,239.7 |
1,239.0 |
-0.7 |
-0.1% |
1,236.5 |
Close |
1,245.8 |
1,242.3 |
-3.5 |
-0.3% |
1,242.3 |
Range |
13.5 |
9.2 |
-4.3 |
-31.9% |
22.5 |
ATR |
13.0 |
12.7 |
-0.3 |
-2.1% |
0.0 |
Volume |
277,752 |
222,756 |
-54,996 |
-19.8% |
1,136,473 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.8 |
1,265.7 |
1,247.4 |
|
R3 |
1,261.6 |
1,256.5 |
1,244.8 |
|
R2 |
1,252.4 |
1,252.4 |
1,244.0 |
|
R1 |
1,247.3 |
1,247.3 |
1,243.1 |
1,245.3 |
PP |
1,243.2 |
1,243.2 |
1,243.2 |
1,242.1 |
S1 |
1,238.1 |
1,238.1 |
1,241.5 |
1,236.1 |
S2 |
1,234.0 |
1,234.0 |
1,240.6 |
|
S3 |
1,224.8 |
1,228.9 |
1,239.8 |
|
S4 |
1,215.6 |
1,219.7 |
1,237.2 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.4 |
1,300.4 |
1,254.7 |
|
R3 |
1,290.9 |
1,277.9 |
1,248.5 |
|
R2 |
1,268.4 |
1,268.4 |
1,246.4 |
|
R1 |
1,255.4 |
1,255.4 |
1,244.4 |
1,250.7 |
PP |
1,245.9 |
1,245.9 |
1,245.9 |
1,243.6 |
S1 |
1,232.9 |
1,232.9 |
1,240.2 |
1,228.2 |
S2 |
1,223.4 |
1,223.4 |
1,238.2 |
|
S3 |
1,200.9 |
1,210.4 |
1,236.1 |
|
S4 |
1,178.4 |
1,187.9 |
1,229.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,259.0 |
1,236.5 |
22.5 |
1.8% |
13.2 |
1.1% |
26% |
False |
False |
227,294 |
10 |
1,260.0 |
1,236.5 |
23.5 |
1.9% |
11.2 |
0.9% |
25% |
False |
False |
202,203 |
20 |
1,298.8 |
1,236.5 |
62.3 |
5.0% |
12.4 |
1.0% |
9% |
False |
False |
210,815 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.5 |
1.0% |
30% |
False |
False |
144,877 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.6 |
1.0% |
30% |
False |
False |
98,661 |
80 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
12.1 |
1.0% |
41% |
False |
False |
74,846 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
12.2 |
1.0% |
41% |
False |
False |
60,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.3 |
2.618 |
1,272.3 |
1.618 |
1,263.1 |
1.000 |
1,257.4 |
0.618 |
1,253.9 |
HIGH |
1,248.2 |
0.618 |
1,244.7 |
0.500 |
1,243.6 |
0.382 |
1,242.5 |
LOW |
1,239.0 |
0.618 |
1,233.3 |
1.000 |
1,229.8 |
1.618 |
1,224.1 |
2.618 |
1,214.9 |
4.250 |
1,199.9 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,243.6 |
1,247.4 |
PP |
1,243.2 |
1,245.7 |
S1 |
1,242.7 |
1,244.0 |
|