Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
242.96 |
242.91 |
-0.05 |
0.0% |
243.59 |
High |
243.53 |
243.51 |
-0.02 |
0.0% |
244.73 |
Low |
242.64 |
242.47 |
-0.17 |
-0.1% |
242.41 |
Close |
242.84 |
243.13 |
0.29 |
0.1% |
243.13 |
Range |
0.89 |
1.04 |
0.15 |
16.9% |
2.32 |
ATR |
1.46 |
1.43 |
-0.03 |
-2.0% |
0.00 |
Volume |
44,148,000 |
66,986,800 |
22,838,800 |
51.7% |
289,142,400 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
246.16 |
245.68 |
243.70 |
|
R3 |
245.12 |
244.64 |
243.42 |
|
R2 |
244.08 |
244.08 |
243.32 |
|
R1 |
243.60 |
243.60 |
243.23 |
243.84 |
PP |
243.04 |
243.04 |
243.04 |
243.16 |
S1 |
242.56 |
242.56 |
243.03 |
242.80 |
S2 |
242.00 |
242.00 |
242.94 |
|
S3 |
240.96 |
241.52 |
242.84 |
|
S4 |
239.92 |
240.48 |
242.56 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
250.38 |
249.08 |
244.41 |
|
R3 |
248.06 |
246.76 |
243.77 |
|
R2 |
245.74 |
245.74 |
243.56 |
|
R1 |
244.44 |
244.44 |
243.34 |
243.93 |
PP |
243.42 |
243.42 |
243.42 |
243.17 |
S1 |
242.12 |
242.12 |
242.92 |
241.61 |
S2 |
241.10 |
241.10 |
242.70 |
|
S3 |
238.78 |
239.80 |
242.49 |
|
S4 |
236.46 |
237.48 |
241.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
244.73 |
242.41 |
2.32 |
1.0% |
1.13 |
0.5% |
31% |
False |
False |
57,828,480 |
10 |
244.87 |
241.63 |
3.24 |
1.3% |
1.20 |
0.5% |
46% |
False |
False |
66,493,750 |
20 |
245.01 |
240.64 |
4.37 |
1.8% |
1.20 |
0.5% |
57% |
False |
False |
67,180,935 |
40 |
245.01 |
235.43 |
9.58 |
3.9% |
1.19 |
0.5% |
80% |
False |
False |
68,208,084 |
60 |
245.01 |
232.51 |
12.50 |
5.1% |
1.32 |
0.5% |
85% |
False |
False |
72,413,854 |
80 |
245.01 |
231.61 |
13.40 |
5.5% |
1.38 |
0.6% |
86% |
False |
False |
74,833,437 |
100 |
245.01 |
226.82 |
18.19 |
7.5% |
1.35 |
0.6% |
90% |
False |
False |
75,009,687 |
120 |
245.01 |
223.88 |
21.13 |
8.7% |
1.34 |
0.6% |
91% |
False |
False |
74,861,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
247.93 |
2.618 |
246.23 |
1.618 |
245.19 |
1.000 |
244.55 |
0.618 |
244.15 |
HIGH |
243.51 |
0.618 |
243.11 |
0.500 |
242.99 |
0.382 |
242.87 |
LOW |
242.47 |
0.618 |
241.83 |
1.000 |
241.43 |
1.618 |
240.79 |
2.618 |
239.75 |
4.250 |
238.05 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
243.08 |
243.09 |
PP |
243.04 |
243.04 |
S1 |
242.99 |
243.00 |
|