Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,551.0 |
3,563.0 |
12.0 |
0.3% |
3,579.0 |
High |
3,587.0 |
3,564.0 |
-23.0 |
-0.6% |
3,587.0 |
Low |
3,548.0 |
3,522.0 |
-26.0 |
-0.7% |
3,526.0 |
Close |
3,570.0 |
3,536.0 |
-34.0 |
-1.0% |
3,570.0 |
Range |
39.0 |
42.0 |
3.0 |
7.7% |
61.0 |
ATR |
33.2 |
34.2 |
1.1 |
3.2% |
0.0 |
Volume |
545,228 |
1,059,079 |
513,851 |
94.2% |
1,104,426 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,666.7 |
3,643.3 |
3,559.1 |
|
R3 |
3,624.7 |
3,601.3 |
3,547.6 |
|
R2 |
3,582.7 |
3,582.7 |
3,543.7 |
|
R1 |
3,559.3 |
3,559.3 |
3,539.9 |
3,550.0 |
PP |
3,540.7 |
3,540.7 |
3,540.7 |
3,536.0 |
S1 |
3,517.3 |
3,517.3 |
3,532.2 |
3,508.0 |
S2 |
3,498.7 |
3,498.7 |
3,528.3 |
|
S3 |
3,456.7 |
3,475.3 |
3,524.5 |
|
S4 |
3,414.7 |
3,433.3 |
3,512.9 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,744.0 |
3,718.0 |
3,603.6 |
|
R3 |
3,683.0 |
3,657.0 |
3,586.8 |
|
R2 |
3,622.0 |
3,622.0 |
3,581.2 |
|
R1 |
3,596.0 |
3,596.0 |
3,575.6 |
3,578.5 |
PP |
3,561.0 |
3,561.0 |
3,561.0 |
3,552.3 |
S1 |
3,535.0 |
3,535.0 |
3,564.4 |
3,517.5 |
S2 |
3,500.0 |
3,500.0 |
3,558.8 |
|
S3 |
3,439.0 |
3,474.0 |
3,553.2 |
|
S4 |
3,378.0 |
3,413.0 |
3,536.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,587.0 |
3,522.0 |
65.0 |
1.8% |
35.0 |
1.0% |
22% |
False |
True |
429,389 |
10 |
3,601.0 |
3,522.0 |
79.0 |
2.2% |
31.4 |
0.9% |
18% |
False |
True |
222,653 |
20 |
3,616.0 |
3,500.0 |
116.0 |
3.3% |
31.7 |
0.9% |
31% |
False |
False |
112,329 |
40 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
31.9 |
0.9% |
69% |
False |
False |
56,523 |
60 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
31.8 |
0.9% |
69% |
False |
False |
38,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,742.5 |
2.618 |
3,674.0 |
1.618 |
3,632.0 |
1.000 |
3,606.0 |
0.618 |
3,590.0 |
HIGH |
3,564.0 |
0.618 |
3,548.0 |
0.500 |
3,543.0 |
0.382 |
3,538.0 |
LOW |
3,522.0 |
0.618 |
3,496.0 |
1.000 |
3,480.0 |
1.618 |
3,454.0 |
2.618 |
3,412.0 |
4.250 |
3,343.5 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,543.0 |
3,554.5 |
PP |
3,540.7 |
3,548.3 |
S1 |
3,538.3 |
3,542.2 |
|