Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,545.0 |
3,540.0 |
-5.0 |
-0.1% |
3,547.0 |
High |
3,547.0 |
3,574.0 |
27.0 |
0.8% |
3,592.0 |
Low |
3,518.0 |
3,540.0 |
22.0 |
0.6% |
3,512.0 |
Close |
3,534.0 |
3,556.0 |
22.0 |
0.6% |
3,534.0 |
Range |
29.0 |
34.0 |
5.0 |
17.2% |
80.0 |
ATR |
37.4 |
37.6 |
0.2 |
0.5% |
0.0 |
Volume |
673,345 |
662,821 |
-10,524 |
-1.6% |
3,593,597 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,658.7 |
3,641.3 |
3,574.7 |
|
R3 |
3,624.7 |
3,607.3 |
3,565.4 |
|
R2 |
3,590.7 |
3,590.7 |
3,562.2 |
|
R1 |
3,573.3 |
3,573.3 |
3,559.1 |
3,582.0 |
PP |
3,556.7 |
3,556.7 |
3,556.7 |
3,561.0 |
S1 |
3,539.3 |
3,539.3 |
3,552.9 |
3,548.0 |
S2 |
3,522.7 |
3,522.7 |
3,549.8 |
|
S3 |
3,488.7 |
3,505.3 |
3,546.7 |
|
S4 |
3,454.7 |
3,471.3 |
3,537.3 |
|
|
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 |
2.2% |
37.8 |
1.1% |
55% |
False |
False |
716,090 |
10 |
3,592.0 |
3,490.0 |
102.0 |
2.9% |
38.0 |
1.1% |
65% |
False |
False |
989,375 |
20 |
3,601.0 |
3,490.0 |
111.0 |
3.1% |
34.7 |
1.0% |
59% |
False |
False |
606,014 |
40 |
3,634.0 |
3,490.0 |
144.0 |
4.0% |
33.6 |
0.9% |
46% |
False |
False |
303,756 |
60 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
33.3 |
0.9% |
75% |
False |
False |
202,600 |
80 |
3,634.0 |
3,289.0 |
345.0 |
9.7% |
31.3 |
0.9% |
77% |
False |
False |
152,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,718.5 |
2.618 |
3,663.0 |
1.618 |
3,629.0 |
1.000 |
3,608.0 |
0.618 |
3,595.0 |
HIGH |
3,574.0 |
0.618 |
3,561.0 |
0.500 |
3,557.0 |
0.382 |
3,553.0 |
LOW |
3,540.0 |
0.618 |
3,519.0 |
1.000 |
3,506.0 |
1.618 |
3,485.0 |
2.618 |
3,451.0 |
4.250 |
3,395.5 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,557.0 |
3,552.5 |
PP |
3,556.7 |
3,549.0 |
S1 |
3,556.3 |
3,545.5 |
|