Trading Metrics calculated at close of trading on 21-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,586.0 |
3,543.0 |
-43.0 |
-1.2% |
3,563.0 |
High |
3,592.0 |
3,555.0 |
-37.0 |
-1.0% |
3,581.0 |
Low |
3,543.0 |
3,512.0 |
-31.0 |
-0.9% |
3,490.0 |
Close |
3,555.0 |
3,546.0 |
-9.0 |
-0.3% |
3,530.0 |
Range |
49.0 |
43.0 |
-6.0 |
-12.2% |
91.0 |
ATR |
37.7 |
38.1 |
0.4 |
1.0% |
0.0 |
Volume |
751,993 |
836,072 |
84,079 |
11.2% |
6,696,412 |
|
Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,666.7 |
3,649.3 |
3,569.7 |
|
R3 |
3,623.7 |
3,606.3 |
3,557.8 |
|
R2 |
3,580.7 |
3,580.7 |
3,553.9 |
|
R1 |
3,563.3 |
3,563.3 |
3,549.9 |
3,572.0 |
PP |
3,537.7 |
3,537.7 |
3,537.7 |
3,542.0 |
S1 |
3,520.3 |
3,520.3 |
3,542.1 |
3,529.0 |
S2 |
3,494.7 |
3,494.7 |
3,538.1 |
|
S3 |
3,451.7 |
3,477.3 |
3,534.2 |
|
S4 |
3,408.7 |
3,434.3 |
3,522.4 |
|
|
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 |
3,592.0 |
3,490.0 |
102.0 |
2.9% |
41.8 |
1.2% |
55% |
False |
False |
899,996 |
10 |
3,592.0 |
3,490.0 |
102.0 |
2.9% |
38.9 |
1.1% |
55% |
False |
False |
978,961 |
20 |
3,601.0 |
3,490.0 |
111.0 |
3.1% |
33.7 |
1.0% |
50% |
False |
False |
506,544 |
40 |
3,634.0 |
3,487.0 |
147.0 |
4.1% |
32.3 |
0.9% |
40% |
False |
False |
253,952 |
60 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
33.1 |
0.9% |
72% |
False |
False |
169,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,737.8 |
2.618 |
3,667.6 |
1.618 |
3,624.6 |
1.000 |
3,598.0 |
0.618 |
3,581.6 |
HIGH |
3,555.0 |
0.618 |
3,538.6 |
0.500 |
3,533.5 |
0.382 |
3,528.4 |
LOW |
3,512.0 |
0.618 |
3,485.4 |
1.000 |
3,469.0 |
1.618 |
3,442.4 |
2.618 |
3,399.4 |
4.250 |
3,329.3 |
|
|
Fisher Pivots for day following 21-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,541.8 |
3,552.0 |
PP |
3,537.7 |
3,550.0 |
S1 |
3,533.5 |
3,548.0 |
|