Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,537.0 |
3,553.0 |
16.0 |
0.5% |
3,579.0 |
High |
3,559.0 |
3,581.0 |
22.0 |
0.6% |
3,587.0 |
Low |
3,535.0 |
3,531.0 |
-4.0 |
-0.1% |
3,526.0 |
Close |
3,546.0 |
3,544.0 |
-2.0 |
-0.1% |
3,570.0 |
Range |
24.0 |
50.0 |
26.0 |
108.3% |
61.0 |
ATR |
33.5 |
34.7 |
1.2 |
3.5% |
0.0 |
Volume |
1,820,644 |
1,580,734 |
-239,910 |
-13.2% |
1,104,426 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,702.0 |
3,673.0 |
3,571.5 |
|
R3 |
3,652.0 |
3,623.0 |
3,557.8 |
|
R2 |
3,602.0 |
3,602.0 |
3,553.2 |
|
R1 |
3,573.0 |
3,573.0 |
3,548.6 |
3,562.5 |
PP |
3,552.0 |
3,552.0 |
3,552.0 |
3,546.8 |
S1 |
3,523.0 |
3,523.0 |
3,539.4 |
3,512.5 |
S2 |
3,502.0 |
3,502.0 |
3,534.8 |
|
S3 |
3,452.0 |
3,473.0 |
3,530.3 |
|
S4 |
3,402.0 |
3,423.0 |
3,516.5 |
|
|
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% |
36.0 |
1.0% |
34% |
False |
False |
1,057,926 |
10 |
3,601.0 |
3,522.0 |
79.0 |
2.2% |
33.2 |
0.9% |
28% |
False |
False |
560,235 |
20 |
3,601.0 |
3,500.0 |
101.0 |
2.8% |
30.8 |
0.9% |
44% |
False |
False |
282,362 |
40 |
3,634.0 |
3,330.0 |
304.0 |
8.6% |
31.5 |
0.9% |
70% |
False |
False |
141,540 |
60 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
32.2 |
0.9% |
72% |
False |
False |
94,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,793.5 |
2.618 |
3,711.9 |
1.618 |
3,661.9 |
1.000 |
3,631.0 |
0.618 |
3,611.9 |
HIGH |
3,581.0 |
0.618 |
3,561.9 |
0.500 |
3,556.0 |
0.382 |
3,550.1 |
LOW |
3,531.0 |
0.618 |
3,500.1 |
1.000 |
3,481.0 |
1.618 |
3,450.1 |
2.618 |
3,400.1 |
4.250 |
3,318.5 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,556.0 |
3,551.5 |
PP |
3,552.0 |
3,549.0 |
S1 |
3,548.0 |
3,546.5 |
|