Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
242.50 |
243.66 |
1.16 |
0.5% |
243.59 |
High |
243.71 |
243.72 |
0.01 |
0.0% |
244.73 |
Low |
242.23 |
239.96 |
-2.27 |
-0.9% |
242.41 |
Close |
243.49 |
241.35 |
-2.14 |
-0.9% |
243.13 |
Range |
1.48 |
3.76 |
2.28 |
154.1% |
2.32 |
ATR |
1.53 |
1.69 |
0.16 |
10.4% |
0.00 |
Volume |
70,042,600 |
106,949,696 |
36,907,096 |
52.7% |
289,142,400 |
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
252.96 |
250.91 |
243.42 |
|
R3 |
249.20 |
247.15 |
242.38 |
|
R2 |
245.44 |
245.44 |
242.04 |
|
R1 |
243.39 |
243.39 |
241.69 |
242.54 |
PP |
241.68 |
241.68 |
241.68 |
241.25 |
S1 |
239.63 |
239.63 |
241.01 |
238.78 |
S2 |
237.92 |
237.92 |
240.66 |
|
S3 |
234.16 |
235.87 |
240.32 |
|
S4 |
230.40 |
232.11 |
239.28 |
|
|
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 |
244.38 |
239.96 |
4.42 |
1.8% |
1.94 |
0.8% |
31% |
False |
True |
76,585,419 |
10 |
244.73 |
239.96 |
4.77 |
2.0% |
1.55 |
0.6% |
29% |
False |
True |
68,963,569 |
20 |
245.01 |
239.96 |
5.05 |
2.1% |
1.43 |
0.6% |
28% |
False |
True |
70,848,464 |
40 |
245.01 |
235.43 |
9.58 |
4.0% |
1.31 |
0.5% |
62% |
False |
False |
69,583,374 |
60 |
245.01 |
232.51 |
12.50 |
5.2% |
1.38 |
0.6% |
71% |
False |
False |
73,138,137 |
80 |
245.01 |
231.61 |
13.40 |
5.6% |
1.43 |
0.6% |
73% |
False |
False |
75,373,748 |
100 |
245.01 |
228.31 |
16.70 |
6.9% |
1.39 |
0.6% |
78% |
False |
False |
75,297,807 |
120 |
245.01 |
224.96 |
20.05 |
8.3% |
1.36 |
0.6% |
82% |
False |
False |
74,827,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
259.70 |
2.618 |
253.56 |
1.618 |
249.80 |
1.000 |
247.48 |
0.618 |
246.04 |
HIGH |
243.72 |
0.618 |
242.28 |
0.500 |
241.84 |
0.382 |
241.40 |
LOW |
239.96 |
0.618 |
237.64 |
1.000 |
236.20 |
1.618 |
233.88 |
2.618 |
230.12 |
4.250 |
223.98 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
241.84 |
241.84 |
PP |
241.68 |
241.68 |
S1 |
241.51 |
241.51 |
|