Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,543.0 |
3,545.0 |
2.0 |
0.1% |
3,547.0 |
High |
3,551.0 |
3,547.0 |
-4.0 |
-0.1% |
3,592.0 |
Low |
3,517.0 |
3,518.0 |
1.0 |
0.0% |
3,512.0 |
Close |
3,550.0 |
3,534.0 |
-16.0 |
-0.5% |
3,534.0 |
Range |
34.0 |
29.0 |
-5.0 |
-14.7% |
80.0 |
ATR |
37.8 |
37.4 |
-0.4 |
-1.1% |
0.0 |
Volume |
656,223 |
673,345 |
17,122 |
2.6% |
3,593,597 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,620.0 |
3,606.0 |
3,550.0 |
|
R3 |
3,591.0 |
3,577.0 |
3,542.0 |
|
R2 |
3,562.0 |
3,562.0 |
3,539.3 |
|
R1 |
3,548.0 |
3,548.0 |
3,536.7 |
3,540.5 |
PP |
3,533.0 |
3,533.0 |
3,533.0 |
3,529.3 |
S1 |
3,519.0 |
3,519.0 |
3,531.3 |
3,511.5 |
S2 |
3,504.0 |
3,504.0 |
3,528.7 |
|
S3 |
3,475.0 |
3,490.0 |
3,526.0 |
|
S4 |
3,446.0 |
3,461.0 |
3,518.1 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,786.0 |
3,740.0 |
3,578.0 |
|
R3 |
3,706.0 |
3,660.0 |
3,556.0 |
|
R2 |
3,626.0 |
3,626.0 |
3,548.7 |
|
R1 |
3,580.0 |
3,580.0 |
3,541.3 |
3,563.0 |
PP |
3,546.0 |
3,546.0 |
3,546.0 |
3,537.5 |
S1 |
3,500.0 |
3,500.0 |
3,526.7 |
3,483.0 |
S2 |
3,466.0 |
3,466.0 |
3,519.3 |
|
S3 |
3,386.0 |
3,420.0 |
3,512.0 |
|
S4 |
3,306.0 |
3,340.0 |
3,490.0 |
|
|
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 |
3,512.0 |
80.0 |
2.3% |
38.6 |
1.1% |
28% |
False |
False |
718,719 |
10 |
3,592.0 |
3,490.0 |
102.0 |
2.9% |
38.8 |
1.1% |
43% |
False |
False |
1,029,000 |
20 |
3,601.0 |
3,490.0 |
111.0 |
3.1% |
33.7 |
1.0% |
40% |
False |
False |
572,883 |
40 |
3,634.0 |
3,487.0 |
147.0 |
4.2% |
33.1 |
0.9% |
32% |
False |
False |
287,187 |
60 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
33.1 |
0.9% |
68% |
False |
False |
191,575 |
80 |
3,634.0 |
3,256.0 |
378.0 |
10.7% |
31.6 |
0.9% |
74% |
False |
False |
144,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,670.3 |
2.618 |
3,622.9 |
1.618 |
3,593.9 |
1.000 |
3,576.0 |
0.618 |
3,564.9 |
HIGH |
3,547.0 |
0.618 |
3,535.9 |
0.500 |
3,532.5 |
0.382 |
3,529.1 |
LOW |
3,518.0 |
0.618 |
3,500.1 |
1.000 |
3,489.0 |
1.618 |
3,471.1 |
2.618 |
3,442.1 |
4.250 |
3,394.8 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,533.5 |
3,533.8 |
PP |
3,533.0 |
3,533.7 |
S1 |
3,532.5 |
3,533.5 |
|