Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,877.75 |
5,872.50 |
-5.25 |
-0.1% |
5,878.25 |
High |
5,897.75 |
5,898.75 |
1.00 |
0.0% |
5,898.75 |
Low |
5,853.50 |
5,660.25 |
-193.25 |
-3.3% |
5,660.25 |
Close |
5,885.00 |
5,740.50 |
-144.50 |
-2.5% |
5,740.50 |
Range |
44.25 |
238.50 |
194.25 |
439.0% |
238.50 |
ATR |
44.72 |
58.57 |
13.84 |
30.9% |
0.00 |
Volume |
266,471 |
425,289 |
158,818 |
59.6% |
1,401,196 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,482.00 |
6,349.75 |
5,871.75 |
|
R3 |
6,243.50 |
6,111.25 |
5,806.00 |
|
R2 |
6,005.00 |
6,005.00 |
5,784.25 |
|
R1 |
5,872.75 |
5,872.75 |
5,762.25 |
5,819.50 |
PP |
5,766.50 |
5,766.50 |
5,766.50 |
5,740.00 |
S1 |
5,634.25 |
5,634.25 |
5,718.75 |
5,581.00 |
S2 |
5,528.00 |
5,528.00 |
5,696.75 |
|
S3 |
5,289.50 |
5,395.75 |
5,675.00 |
|
S4 |
5,051.00 |
5,157.25 |
5,609.25 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,482.00 |
6,349.75 |
5,871.75 |
|
R3 |
6,243.50 |
6,111.25 |
5,806.00 |
|
R2 |
6,005.00 |
6,005.00 |
5,784.25 |
|
R1 |
5,872.75 |
5,872.75 |
5,762.25 |
5,819.50 |
PP |
5,766.50 |
5,766.50 |
5,766.50 |
5,740.00 |
S1 |
5,634.25 |
5,634.25 |
5,718.75 |
5,581.00 |
S2 |
5,528.00 |
5,528.00 |
5,696.75 |
|
S3 |
5,289.50 |
5,395.75 |
5,675.00 |
|
S4 |
5,051.00 |
5,157.25 |
5,609.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,898.75 |
5,660.25 |
238.50 |
4.2% |
77.00 |
1.3% |
34% |
True |
True |
280,239 |
10 |
5,898.75 |
5,660.25 |
238.50 |
4.2% |
59.75 |
1.0% |
34% |
True |
True |
265,923 |
20 |
5,898.75 |
5,550.50 |
348.25 |
6.1% |
58.25 |
1.0% |
55% |
True |
False |
269,020 |
40 |
5,898.75 |
5,347.50 |
551.25 |
9.6% |
48.75 |
0.8% |
71% |
True |
False |
234,576 |
60 |
5,898.75 |
5,315.00 |
583.75 |
10.2% |
48.75 |
0.8% |
73% |
True |
False |
237,884 |
80 |
5,898.75 |
5,265.00 |
633.75 |
11.0% |
46.00 |
0.8% |
75% |
True |
False |
190,935 |
100 |
5,898.75 |
5,028.00 |
870.75 |
15.2% |
44.00 |
0.8% |
82% |
True |
False |
152,822 |
120 |
5,898.75 |
4,850.25 |
1,048.50 |
18.3% |
43.50 |
0.8% |
85% |
True |
False |
127,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,912.50 |
2.618 |
6,523.25 |
1.618 |
6,284.75 |
1.000 |
6,137.25 |
0.618 |
6,046.25 |
HIGH |
5,898.75 |
0.618 |
5,807.75 |
0.500 |
5,779.50 |
0.382 |
5,751.25 |
LOW |
5,660.25 |
0.618 |
5,512.75 |
1.000 |
5,421.75 |
1.618 |
5,274.25 |
2.618 |
5,035.75 |
4.250 |
4,646.50 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,779.50 |
5,779.50 |
PP |
5,766.50 |
5,766.50 |
S1 |
5,753.50 |
5,753.50 |
|