Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
244.86 |
242.68 |
-2.18 |
-0.9% |
243.97 |
High |
244.87 |
243.91 |
-0.96 |
-0.4% |
245.01 |
Low |
243.29 |
242.36 |
-0.93 |
-0.4% |
241.95 |
Close |
244.24 |
243.77 |
-0.47 |
-0.2% |
243.41 |
Range |
1.58 |
1.55 |
-0.03 |
-1.9% |
3.06 |
ATR |
1.38 |
1.42 |
0.04 |
2.6% |
0.00 |
Volume |
78,602,304 |
66,464,800 |
-12,137,504 |
-15.4% |
347,425,404 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
248.00 |
247.43 |
244.62 |
|
R3 |
246.45 |
245.88 |
244.20 |
|
R2 |
244.90 |
244.90 |
244.05 |
|
R1 |
244.33 |
244.33 |
243.91 |
244.62 |
PP |
243.35 |
243.35 |
243.35 |
243.49 |
S1 |
242.78 |
242.78 |
243.63 |
243.07 |
S2 |
241.80 |
241.80 |
243.49 |
|
S3 |
240.25 |
241.23 |
243.34 |
|
S4 |
238.70 |
239.68 |
242.92 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
252.64 |
251.08 |
245.09 |
|
R3 |
249.58 |
248.02 |
244.25 |
|
R2 |
246.52 |
246.52 |
243.97 |
|
R1 |
244.96 |
244.96 |
243.69 |
244.21 |
PP |
243.46 |
243.46 |
243.46 |
243.08 |
S1 |
241.90 |
241.90 |
243.13 |
241.15 |
S2 |
240.40 |
240.40 |
242.85 |
|
S3 |
237.34 |
238.84 |
242.57 |
|
S4 |
234.28 |
235.78 |
241.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
245.01 |
241.95 |
3.06 |
1.3% |
1.65 |
0.7% |
59% |
False |
False |
84,699,680 |
10 |
245.01 |
241.95 |
3.06 |
1.3% |
1.32 |
0.5% |
59% |
False |
False |
72,733,360 |
20 |
245.01 |
235.43 |
9.58 |
3.9% |
1.25 |
0.5% |
87% |
False |
False |
70,729,354 |
40 |
245.01 |
233.78 |
11.23 |
4.6% |
1.25 |
0.5% |
89% |
False |
False |
72,390,264 |
60 |
245.01 |
231.61 |
13.40 |
5.5% |
1.40 |
0.6% |
91% |
False |
False |
75,408,478 |
80 |
245.01 |
231.61 |
13.40 |
5.5% |
1.38 |
0.6% |
91% |
False |
False |
76,684,094 |
100 |
245.01 |
226.27 |
18.74 |
7.7% |
1.36 |
0.6% |
93% |
False |
False |
75,825,660 |
120 |
245.01 |
222.73 |
22.28 |
9.1% |
1.35 |
0.6% |
94% |
False |
False |
74,725,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
250.50 |
2.618 |
247.97 |
1.618 |
246.42 |
1.000 |
245.46 |
0.618 |
244.87 |
HIGH |
243.91 |
0.618 |
243.32 |
0.500 |
243.14 |
0.382 |
242.95 |
LOW |
242.36 |
0.618 |
241.40 |
1.000 |
240.81 |
1.618 |
239.85 |
2.618 |
238.30 |
4.250 |
235.77 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
243.56 |
243.72 |
PP |
243.35 |
243.67 |
S1 |
243.14 |
243.62 |
|