Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,415.2 |
1,404.1 |
-11.1 |
-0.8% |
1,410.0 |
High |
1,421.0 |
1,431.0 |
10.0 |
0.7% |
1,421.4 |
Low |
1,402.2 |
1,401.0 |
-1.2 |
-0.1% |
1,393.5 |
Close |
1,404.9 |
1,426.8 |
21.9 |
1.6% |
1,412.6 |
Range |
18.8 |
30.0 |
11.2 |
59.6% |
27.9 |
ATR |
16.0 |
17.0 |
1.0 |
6.3% |
0.0 |
Volume |
133,728 |
149,345 |
15,617 |
11.7% |
554,249 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.5 |
1,498.3 |
1,443.3 |
|
R3 |
1,479.5 |
1,468.3 |
1,435.0 |
|
R2 |
1,449.5 |
1,449.5 |
1,432.3 |
|
R1 |
1,438.3 |
1,438.3 |
1,429.5 |
1,444.0 |
PP |
1,419.5 |
1,419.5 |
1,419.5 |
1,422.5 |
S1 |
1,408.3 |
1,408.3 |
1,424.0 |
1,414.0 |
S2 |
1,389.5 |
1,389.5 |
1,421.3 |
|
S3 |
1,359.5 |
1,378.3 |
1,418.5 |
|
S4 |
1,329.5 |
1,348.3 |
1,410.3 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.8 |
1,480.8 |
1,428.0 |
|
R3 |
1,465.0 |
1,452.8 |
1,420.3 |
|
R2 |
1,437.0 |
1,437.0 |
1,417.8 |
|
R1 |
1,424.8 |
1,424.8 |
1,415.3 |
1,431.0 |
PP |
1,409.3 |
1,409.3 |
1,409.3 |
1,412.3 |
S1 |
1,397.0 |
1,397.0 |
1,410.0 |
1,403.0 |
S2 |
1,381.3 |
1,381.3 |
1,407.5 |
|
S3 |
1,353.3 |
1,369.0 |
1,405.0 |
|
S4 |
1,325.5 |
1,341.3 |
1,397.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,431.0 |
1,393.5 |
37.5 |
2.6% |
18.8 |
1.3% |
89% |
True |
False |
126,306 |
10 |
1,431.0 |
1,393.5 |
37.5 |
2.6% |
17.5 |
1.2% |
89% |
True |
False |
123,706 |
20 |
1,434.6 |
1,368.7 |
65.9 |
4.6% |
18.0 |
1.3% |
88% |
False |
False |
118,836 |
40 |
1,434.6 |
1,344.3 |
90.3 |
6.3% |
14.0 |
1.0% |
91% |
False |
False |
59,488 |
60 |
1,434.6 |
1,339.5 |
95.1 |
6.7% |
12.8 |
0.9% |
92% |
False |
False |
39,663 |
80 |
1,434.6 |
1,332.3 |
102.3 |
7.2% |
11.3 |
0.8% |
92% |
False |
False |
29,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,558.5 |
2.618 |
1,509.5 |
1.618 |
1,479.5 |
1.000 |
1,461.0 |
0.618 |
1,449.5 |
HIGH |
1,431.0 |
0.618 |
1,419.5 |
0.500 |
1,416.0 |
0.382 |
1,412.5 |
LOW |
1,401.0 |
0.618 |
1,382.5 |
1.000 |
1,371.0 |
1.618 |
1,352.5 |
2.618 |
1,322.5 |
4.250 |
1,273.5 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,423.3 |
1,423.3 |
PP |
1,419.5 |
1,419.5 |
S1 |
1,416.0 |
1,416.0 |
|