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 |
1,256.7 |
1,253.9 |
-2.8 |
-0.2% |
1,265.3 |
High |
1,260.3 |
1,255.5 |
-4.8 |
-0.4% |
1,265.9 |
Low |
1,247.1 |
1,246.6 |
-0.5 |
0.0% |
1,244.6 |
Close |
1,253.2 |
1,249.6 |
-3.6 |
-0.3% |
1,249.6 |
Range |
13.2 |
8.9 |
-4.3 |
-32.6% |
21.3 |
ATR |
12.5 |
12.2 |
-0.3 |
-2.1% |
0.0 |
Volume |
14,549 |
26,349 |
11,800 |
81.1% |
64,233 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.3 |
1,272.3 |
1,254.5 |
|
R3 |
1,268.4 |
1,263.4 |
1,252.0 |
|
R2 |
1,259.5 |
1,259.5 |
1,251.2 |
|
R1 |
1,254.5 |
1,254.5 |
1,250.4 |
1,252.6 |
PP |
1,250.6 |
1,250.6 |
1,250.6 |
1,249.6 |
S1 |
1,245.6 |
1,245.6 |
1,248.8 |
1,243.7 |
S2 |
1,241.7 |
1,241.7 |
1,248.0 |
|
S3 |
1,232.8 |
1,236.7 |
1,247.2 |
|
S4 |
1,223.9 |
1,227.8 |
1,244.7 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.3 |
1,304.7 |
1,261.3 |
|
R3 |
1,296.0 |
1,283.4 |
1,255.5 |
|
R2 |
1,274.7 |
1,274.7 |
1,253.5 |
|
R1 |
1,262.1 |
1,262.1 |
1,251.6 |
1,257.8 |
PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,251.2 |
S1 |
1,240.8 |
1,240.8 |
1,247.6 |
1,236.5 |
S2 |
1,232.1 |
1,232.1 |
1,245.7 |
|
S3 |
1,210.8 |
1,219.5 |
1,243.7 |
|
S4 |
1,189.5 |
1,198.2 |
1,237.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,265.9 |
1,244.6 |
21.3 |
1.7% |
12.3 |
1.0% |
23% |
False |
False |
12,846 |
10 |
1,267.1 |
1,244.6 |
22.5 |
1.8% |
10.5 |
0.8% |
22% |
False |
False |
9,818 |
20 |
1,305.5 |
1,244.6 |
60.9 |
4.9% |
11.7 |
0.9% |
8% |
False |
False |
6,748 |
40 |
1,305.5 |
1,224.5 |
81.0 |
6.5% |
11.8 |
0.9% |
31% |
False |
False |
5,818 |
60 |
1,307.0 |
1,224.5 |
82.5 |
6.6% |
12.1 |
1.0% |
30% |
False |
False |
4,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.3 |
2.618 |
1,278.8 |
1.618 |
1,269.9 |
1.000 |
1,264.4 |
0.618 |
1,261.0 |
HIGH |
1,255.5 |
0.618 |
1,252.1 |
0.500 |
1,251.1 |
0.382 |
1,250.0 |
LOW |
1,246.6 |
0.618 |
1,241.1 |
1.000 |
1,237.7 |
1.618 |
1,232.2 |
2.618 |
1,223.3 |
4.250 |
1,208.8 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1,251.1 |
1,254.8 |
PP |
1,250.6 |
1,253.0 |
S1 |
1,250.1 |
1,251.3 |
|