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 |
1,265.3 |
1,252.2 |
-13.1 |
-1.0% |
1,263.3 |
High |
1,265.9 |
1,260.6 |
-5.3 |
-0.4% |
1,267.1 |
Low |
1,244.6 |
1,249.8 |
5.2 |
0.4% |
1,248.9 |
Close |
1,253.7 |
1,254.2 |
0.5 |
0.0% |
1,263.7 |
Range |
21.3 |
10.8 |
-10.5 |
-49.3% |
18.2 |
ATR |
12.9 |
12.7 |
-0.1 |
-1.1% |
0.0 |
Volume |
4,034 |
14,471 |
10,437 |
258.7% |
33,951 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.3 |
1,281.5 |
1,260.1 |
|
R3 |
1,276.5 |
1,270.7 |
1,257.2 |
|
R2 |
1,265.7 |
1,265.7 |
1,256.2 |
|
R1 |
1,259.9 |
1,259.9 |
1,255.2 |
1,262.8 |
PP |
1,254.9 |
1,254.9 |
1,254.9 |
1,256.3 |
S1 |
1,249.1 |
1,249.1 |
1,253.2 |
1,252.0 |
S2 |
1,244.1 |
1,244.1 |
1,252.2 |
|
S3 |
1,233.3 |
1,238.3 |
1,251.2 |
|
S4 |
1,222.5 |
1,227.5 |
1,248.3 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.5 |
1,307.3 |
1,273.7 |
|
R3 |
1,296.3 |
1,289.1 |
1,268.7 |
|
R2 |
1,278.1 |
1,278.1 |
1,267.0 |
|
R1 |
1,270.9 |
1,270.9 |
1,265.4 |
1,274.5 |
PP |
1,259.9 |
1,259.9 |
1,259.9 |
1,261.7 |
S1 |
1,252.7 |
1,252.7 |
1,262.0 |
1,256.3 |
S2 |
1,241.7 |
1,241.7 |
1,260.4 |
|
S3 |
1,223.5 |
1,234.5 |
1,258.7 |
|
S4 |
1,205.3 |
1,216.3 |
1,253.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,267.1 |
1,244.6 |
22.5 |
1.8% |
11.4 |
0.9% |
43% |
False |
False |
7,513 |
10 |
1,290.0 |
1,244.6 |
45.4 |
3.6% |
12.0 |
1.0% |
21% |
False |
False |
6,551 |
20 |
1,305.5 |
1,244.6 |
60.9 |
4.9% |
12.4 |
1.0% |
16% |
False |
False |
5,154 |
40 |
1,305.5 |
1,224.5 |
81.0 |
6.5% |
12.1 |
1.0% |
37% |
False |
False |
5,119 |
60 |
1,307.0 |
1,224.5 |
82.5 |
6.6% |
12.1 |
1.0% |
36% |
False |
False |
4,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.5 |
2.618 |
1,288.9 |
1.618 |
1,278.1 |
1.000 |
1,271.4 |
0.618 |
1,267.3 |
HIGH |
1,260.6 |
0.618 |
1,256.5 |
0.500 |
1,255.2 |
0.382 |
1,253.9 |
LOW |
1,249.8 |
0.618 |
1,243.1 |
1.000 |
1,239.0 |
1.618 |
1,232.3 |
2.618 |
1,221.5 |
4.250 |
1,203.9 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,255.2 |
1,255.9 |
PP |
1,254.9 |
1,255.3 |
S1 |
1,254.5 |
1,254.8 |
|