Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3,544.0 |
3,453.0 |
-91.0 |
-2.6% |
3,540.0 |
High |
3,548.0 |
3,482.0 |
-66.0 |
-1.9% |
3,574.0 |
Low |
3,438.0 |
3,425.0 |
-13.0 |
-0.4% |
3,425.0 |
Close |
3,461.0 |
3,431.0 |
-30.0 |
-0.9% |
3,431.0 |
Range |
110.0 |
57.0 |
-53.0 |
-48.2% |
149.0 |
ATR |
44.2 |
45.1 |
0.9 |
2.1% |
0.0 |
Volume |
1,503,527 |
1,171,671 |
-331,856 |
-22.1% |
5,199,911 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,617.0 |
3,581.0 |
3,462.4 |
|
R3 |
3,560.0 |
3,524.0 |
3,446.7 |
|
R2 |
3,503.0 |
3,503.0 |
3,441.5 |
|
R1 |
3,467.0 |
3,467.0 |
3,436.2 |
3,456.5 |
PP |
3,446.0 |
3,446.0 |
3,446.0 |
3,440.8 |
S1 |
3,410.0 |
3,410.0 |
3,425.8 |
3,399.5 |
S2 |
3,389.0 |
3,389.0 |
3,420.6 |
|
S3 |
3,332.0 |
3,353.0 |
3,415.3 |
|
S4 |
3,275.0 |
3,296.0 |
3,399.7 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,923.7 |
3,826.3 |
3,513.0 |
|
R3 |
3,774.7 |
3,677.3 |
3,472.0 |
|
R2 |
3,625.7 |
3,625.7 |
3,458.3 |
|
R1 |
3,528.3 |
3,528.3 |
3,444.7 |
3,502.5 |
PP |
3,476.7 |
3,476.7 |
3,476.7 |
3,463.8 |
S1 |
3,379.3 |
3,379.3 |
3,417.3 |
3,353.5 |
S2 |
3,327.7 |
3,327.7 |
3,403.7 |
|
S3 |
3,178.7 |
3,230.3 |
3,390.0 |
|
S4 |
3,029.7 |
3,081.3 |
3,349.1 |
|
|
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 |
3,425.0 |
149.0 |
4.3% |
59.2 |
1.7% |
4% |
False |
True |
1,039,982 |
10 |
3,592.0 |
3,425.0 |
167.0 |
4.9% |
48.9 |
1.4% |
4% |
False |
True |
879,350 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.9% |
42.1 |
1.2% |
4% |
False |
True |
829,717 |
40 |
3,634.0 |
3,425.0 |
209.0 |
6.1% |
36.3 |
1.1% |
3% |
False |
True |
417,140 |
60 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
35.3 |
1.0% |
36% |
False |
False |
278,209 |
80 |
3,634.0 |
3,290.0 |
344.0 |
10.0% |
33.7 |
1.0% |
41% |
False |
False |
209,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,724.3 |
2.618 |
3,631.2 |
1.618 |
3,574.2 |
1.000 |
3,539.0 |
0.618 |
3,517.2 |
HIGH |
3,482.0 |
0.618 |
3,460.2 |
0.500 |
3,453.5 |
0.382 |
3,446.8 |
LOW |
3,425.0 |
0.618 |
3,389.8 |
1.000 |
3,368.0 |
1.618 |
3,332.8 |
2.618 |
3,275.8 |
4.250 |
3,182.8 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3,453.5 |
3,486.5 |
PP |
3,446.0 |
3,468.0 |
S1 |
3,438.5 |
3,449.5 |
|