Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,541.0 |
3,525.0 |
-16.0 |
-0.5% |
3,563.0 |
High |
3,542.0 |
3,545.0 |
3.0 |
0.1% |
3,581.0 |
Low |
3,490.0 |
3,518.0 |
28.0 |
0.8% |
3,490.0 |
Close |
3,520.0 |
3,530.0 |
10.0 |
0.3% |
3,530.0 |
Range |
52.0 |
27.0 |
-25.0 |
-48.1% |
91.0 |
ATR |
36.1 |
35.4 |
-0.6 |
-1.8% |
0.0 |
Volume |
1,163,133 |
1,072,822 |
-90,311 |
-7.8% |
6,696,412 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,612.0 |
3,598.0 |
3,544.9 |
|
R3 |
3,585.0 |
3,571.0 |
3,537.4 |
|
R2 |
3,558.0 |
3,558.0 |
3,535.0 |
|
R1 |
3,544.0 |
3,544.0 |
3,532.5 |
3,551.0 |
PP |
3,531.0 |
3,531.0 |
3,531.0 |
3,534.5 |
S1 |
3,517.0 |
3,517.0 |
3,527.5 |
3,524.0 |
S2 |
3,504.0 |
3,504.0 |
3,525.1 |
|
S3 |
3,477.0 |
3,490.0 |
3,522.6 |
|
S4 |
3,450.0 |
3,463.0 |
3,515.2 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,806.7 |
3,759.3 |
3,580.1 |
|
R3 |
3,715.7 |
3,668.3 |
3,555.0 |
|
R2 |
3,624.7 |
3,624.7 |
3,546.7 |
|
R1 |
3,577.3 |
3,577.3 |
3,538.3 |
3,555.5 |
PP |
3,533.7 |
3,533.7 |
3,533.7 |
3,522.8 |
S1 |
3,486.3 |
3,486.3 |
3,521.7 |
3,464.5 |
S2 |
3,442.7 |
3,442.7 |
3,513.3 |
|
S3 |
3,351.7 |
3,395.3 |
3,505.0 |
|
S4 |
3,260.7 |
3,304.3 |
3,480.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,581.0 |
3,490.0 |
91.0 |
2.6% |
39.0 |
1.1% |
44% |
False |
False |
1,339,282 |
10 |
3,587.0 |
3,490.0 |
97.0 |
2.7% |
35.3 |
1.0% |
41% |
False |
False |
780,083 |
20 |
3,601.0 |
3,490.0 |
111.0 |
3.1% |
31.1 |
0.9% |
36% |
False |
False |
393,868 |
40 |
3,634.0 |
3,343.0 |
291.0 |
8.2% |
32.1 |
0.9% |
64% |
False |
False |
197,398 |
60 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
32.4 |
0.9% |
68% |
False |
False |
131,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,659.8 |
2.618 |
3,615.7 |
1.618 |
3,588.7 |
1.000 |
3,572.0 |
0.618 |
3,561.7 |
HIGH |
3,545.0 |
0.618 |
3,534.7 |
0.500 |
3,531.5 |
0.382 |
3,528.3 |
LOW |
3,518.0 |
0.618 |
3,501.3 |
1.000 |
3,491.0 |
1.618 |
3,474.3 |
2.618 |
3,447.3 |
4.250 |
3,403.3 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,531.5 |
3,535.5 |
PP |
3,531.0 |
3,533.7 |
S1 |
3,530.5 |
3,531.8 |
|