Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,540.0 |
3,551.0 |
11.0 |
0.3% |
3,547.0 |
High |
3,574.0 |
3,553.0 |
-21.0 |
-0.6% |
3,592.0 |
Low |
3,540.0 |
3,508.0 |
-32.0 |
-0.9% |
3,512.0 |
Close |
3,556.0 |
3,530.0 |
-26.0 |
-0.7% |
3,534.0 |
Range |
34.0 |
45.0 |
11.0 |
32.4% |
80.0 |
ATR |
37.6 |
38.3 |
0.7 |
2.0% |
0.0 |
Volume |
662,821 |
857,340 |
194,519 |
29.3% |
3,593,597 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,665.3 |
3,642.7 |
3,554.8 |
|
R3 |
3,620.3 |
3,597.7 |
3,542.4 |
|
R2 |
3,575.3 |
3,575.3 |
3,538.3 |
|
R1 |
3,552.7 |
3,552.7 |
3,534.1 |
3,541.5 |
PP |
3,530.3 |
3,530.3 |
3,530.3 |
3,524.8 |
S1 |
3,507.7 |
3,507.7 |
3,525.9 |
3,496.5 |
S2 |
3,485.3 |
3,485.3 |
3,521.8 |
|
S3 |
3,440.3 |
3,462.7 |
3,517.6 |
|
S4 |
3,395.3 |
3,417.7 |
3,505.3 |
|
|
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 |
3,574.0 |
3,508.0 |
66.0 |
1.9% |
37.0 |
1.0% |
33% |
False |
True |
737,160 |
10 |
3,592.0 |
3,490.0 |
102.0 |
2.9% |
40.1 |
1.1% |
39% |
False |
False |
893,044 |
20 |
3,601.0 |
3,490.0 |
111.0 |
3.1% |
35.9 |
1.0% |
36% |
False |
False |
648,120 |
40 |
3,634.0 |
3,490.0 |
144.0 |
4.1% |
34.1 |
1.0% |
28% |
False |
False |
325,188 |
60 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
33.8 |
1.0% |
67% |
False |
False |
216,887 |
80 |
3,634.0 |
3,289.0 |
345.0 |
9.8% |
31.8 |
0.9% |
70% |
False |
False |
163,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,744.3 |
2.618 |
3,670.8 |
1.618 |
3,625.8 |
1.000 |
3,598.0 |
0.618 |
3,580.8 |
HIGH |
3,553.0 |
0.618 |
3,535.8 |
0.500 |
3,530.5 |
0.382 |
3,525.2 |
LOW |
3,508.0 |
0.618 |
3,480.2 |
1.000 |
3,463.0 |
1.618 |
3,435.2 |
2.618 |
3,390.2 |
4.250 |
3,316.8 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,530.5 |
3,541.0 |
PP |
3,530.3 |
3,537.3 |
S1 |
3,530.2 |
3,533.7 |
|