Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1,263.3 |
1,252.3 |
-11.0 |
-0.9% |
1,276.5 |
High |
1,263.3 |
1,256.2 |
-7.1 |
-0.6% |
1,290.0 |
Low |
1,251.3 |
1,249.4 |
-1.9 |
-0.2% |
1,259.9 |
Close |
1,253.7 |
1,250.6 |
-3.1 |
-0.2% |
1,263.4 |
Range |
12.0 |
6.8 |
-5.2 |
-43.3% |
30.1 |
ATR |
13.5 |
13.0 |
-0.5 |
-3.5% |
0.0 |
Volume |
6,677 |
8,211 |
1,534 |
23.0% |
19,760 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.5 |
1,268.3 |
1,254.3 |
|
R3 |
1,265.7 |
1,261.5 |
1,252.5 |
|
R2 |
1,258.9 |
1,258.9 |
1,251.8 |
|
R1 |
1,254.7 |
1,254.7 |
1,251.2 |
1,253.4 |
PP |
1,252.1 |
1,252.1 |
1,252.1 |
1,251.4 |
S1 |
1,247.9 |
1,247.9 |
1,250.0 |
1,246.6 |
S2 |
1,245.3 |
1,245.3 |
1,249.4 |
|
S3 |
1,238.5 |
1,241.1 |
1,248.7 |
|
S4 |
1,231.7 |
1,234.3 |
1,246.9 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.4 |
1,342.5 |
1,280.0 |
|
R3 |
1,331.3 |
1,312.4 |
1,271.7 |
|
R2 |
1,301.2 |
1,301.2 |
1,268.9 |
|
R1 |
1,282.3 |
1,282.3 |
1,266.2 |
1,276.7 |
PP |
1,271.1 |
1,271.1 |
1,271.1 |
1,268.3 |
S1 |
1,252.2 |
1,252.2 |
1,260.6 |
1,246.6 |
S2 |
1,241.0 |
1,241.0 |
1,257.9 |
|
S3 |
1,210.9 |
1,222.1 |
1,255.1 |
|
S4 |
1,180.8 |
1,192.0 |
1,246.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,290.0 |
1,249.4 |
40.6 |
3.2% |
12.7 |
1.0% |
3% |
False |
True |
5,589 |
10 |
1,304.2 |
1,249.4 |
54.8 |
4.4% |
12.6 |
1.0% |
2% |
False |
True |
4,487 |
20 |
1,305.5 |
1,249.4 |
56.1 |
4.5% |
12.4 |
1.0% |
2% |
False |
True |
4,868 |
40 |
1,305.5 |
1,224.5 |
81.0 |
6.5% |
12.2 |
1.0% |
32% |
False |
False |
4,491 |
60 |
1,307.0 |
1,224.5 |
82.5 |
6.6% |
12.0 |
1.0% |
32% |
False |
False |
4,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.1 |
2.618 |
1,274.0 |
1.618 |
1,267.2 |
1.000 |
1,263.0 |
0.618 |
1,260.4 |
HIGH |
1,256.2 |
0.618 |
1,253.6 |
0.500 |
1,252.8 |
0.382 |
1,252.0 |
LOW |
1,249.4 |
0.618 |
1,245.2 |
1.000 |
1,242.6 |
1.618 |
1,238.4 |
2.618 |
1,231.6 |
4.250 |
1,220.5 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,252.8 |
1,257.5 |
PP |
1,252.1 |
1,255.2 |
S1 |
1,251.3 |
1,252.9 |
|