Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,563.0 |
3,537.0 |
-26.0 |
-0.7% |
3,579.0 |
High |
3,564.0 |
3,559.0 |
-5.0 |
-0.1% |
3,587.0 |
Low |
3,522.0 |
3,535.0 |
13.0 |
0.4% |
3,526.0 |
Close |
3,536.0 |
3,546.0 |
10.0 |
0.3% |
3,570.0 |
Range |
42.0 |
24.0 |
-18.0 |
-42.9% |
61.0 |
ATR |
34.2 |
33.5 |
-0.7 |
-2.1% |
0.0 |
Volume |
1,059,079 |
1,820,644 |
761,565 |
71.9% |
1,104,426 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,618.7 |
3,606.3 |
3,559.2 |
|
R3 |
3,594.7 |
3,582.3 |
3,552.6 |
|
R2 |
3,570.7 |
3,570.7 |
3,550.4 |
|
R1 |
3,558.3 |
3,558.3 |
3,548.2 |
3,564.5 |
PP |
3,546.7 |
3,546.7 |
3,546.7 |
3,549.8 |
S1 |
3,534.3 |
3,534.3 |
3,543.8 |
3,540.5 |
S2 |
3,522.7 |
3,522.7 |
3,541.6 |
|
S3 |
3,498.7 |
3,510.3 |
3,539.4 |
|
S4 |
3,474.7 |
3,486.3 |
3,532.8 |
|
|
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% |
33.8 |
1.0% |
37% |
False |
False |
779,895 |
10 |
3,601.0 |
3,522.0 |
79.0 |
2.2% |
31.7 |
0.9% |
30% |
False |
False |
403,196 |
20 |
3,605.0 |
3,500.0 |
105.0 |
3.0% |
32.2 |
0.9% |
44% |
False |
False |
203,353 |
40 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
31.8 |
0.9% |
72% |
False |
False |
102,024 |
60 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
31.9 |
0.9% |
73% |
False |
False |
68,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,661.0 |
2.618 |
3,621.8 |
1.618 |
3,597.8 |
1.000 |
3,583.0 |
0.618 |
3,573.8 |
HIGH |
3,559.0 |
0.618 |
3,549.8 |
0.500 |
3,547.0 |
0.382 |
3,544.2 |
LOW |
3,535.0 |
0.618 |
3,520.2 |
1.000 |
3,511.0 |
1.618 |
3,496.2 |
2.618 |
3,472.2 |
4.250 |
3,433.0 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,547.0 |
3,554.5 |
PP |
3,546.7 |
3,551.7 |
S1 |
3,546.3 |
3,548.8 |
|