Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,553.0 |
3,541.0 |
-12.0 |
-0.3% |
3,579.0 |
High |
3,581.0 |
3,542.0 |
-39.0 |
-1.1% |
3,587.0 |
Low |
3,531.0 |
3,490.0 |
-41.0 |
-1.2% |
3,526.0 |
Close |
3,544.0 |
3,520.0 |
-24.0 |
-0.7% |
3,570.0 |
Range |
50.0 |
52.0 |
2.0 |
4.0% |
61.0 |
ATR |
34.7 |
36.1 |
1.4 |
4.0% |
0.0 |
Volume |
1,580,734 |
1,163,133 |
-417,601 |
-26.4% |
1,104,426 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.3 |
3,648.7 |
3,548.6 |
|
R3 |
3,621.3 |
3,596.7 |
3,534.3 |
|
R2 |
3,569.3 |
3,569.3 |
3,529.5 |
|
R1 |
3,544.7 |
3,544.7 |
3,524.8 |
3,531.0 |
PP |
3,517.3 |
3,517.3 |
3,517.3 |
3,510.5 |
S1 |
3,492.7 |
3,492.7 |
3,515.2 |
3,479.0 |
S2 |
3,465.3 |
3,465.3 |
3,510.5 |
|
S3 |
3,413.3 |
3,440.7 |
3,505.7 |
|
S4 |
3,361.3 |
3,388.7 |
3,491.4 |
|
|
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 |
3,490.0 |
97.0 |
2.8% |
41.4 |
1.2% |
31% |
False |
True |
1,233,763 |
10 |
3,601.0 |
3,490.0 |
111.0 |
3.2% |
35.8 |
1.0% |
27% |
False |
True |
675,827 |
20 |
3,601.0 |
3,490.0 |
111.0 |
3.2% |
30.8 |
0.9% |
27% |
False |
True |
340,488 |
40 |
3,634.0 |
3,335.0 |
299.0 |
8.5% |
32.3 |
0.9% |
62% |
False |
False |
170,580 |
60 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
32.9 |
0.9% |
64% |
False |
False |
113,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,763.0 |
2.618 |
3,678.1 |
1.618 |
3,626.1 |
1.000 |
3,594.0 |
0.618 |
3,574.1 |
HIGH |
3,542.0 |
0.618 |
3,522.1 |
0.500 |
3,516.0 |
0.382 |
3,509.9 |
LOW |
3,490.0 |
0.618 |
3,457.9 |
1.000 |
3,438.0 |
1.618 |
3,405.9 |
2.618 |
3,353.9 |
4.250 |
3,269.0 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,518.7 |
3,535.5 |
PP |
3,517.3 |
3,530.3 |
S1 |
3,516.0 |
3,525.2 |
|