Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,872.50 |
5,740.50 |
-132.00 |
-2.2% |
5,878.25 |
High |
5,898.75 |
5,746.50 |
-152.25 |
-2.6% |
5,898.75 |
Low |
5,660.25 |
5,634.50 |
-25.75 |
-0.5% |
5,660.25 |
Close |
5,740.50 |
5,711.00 |
-29.50 |
-0.5% |
5,740.50 |
Range |
238.50 |
112.00 |
-126.50 |
-53.0% |
238.50 |
ATR |
58.57 |
62.38 |
3.82 |
6.5% |
0.00 |
Volume |
425,289 |
260,181 |
-165,108 |
-38.8% |
1,401,196 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,033.25 |
5,984.25 |
5,772.50 |
|
R3 |
5,921.25 |
5,872.25 |
5,741.75 |
|
R2 |
5,809.25 |
5,809.25 |
5,731.50 |
|
R1 |
5,760.25 |
5,760.25 |
5,721.25 |
5,728.75 |
PP |
5,697.25 |
5,697.25 |
5,697.25 |
5,681.50 |
S1 |
5,648.25 |
5,648.25 |
5,700.75 |
5,616.75 |
S2 |
5,585.25 |
5,585.25 |
5,690.50 |
|
S3 |
5,473.25 |
5,536.25 |
5,680.25 |
|
S4 |
5,361.25 |
5,424.25 |
5,649.50 |
|
|
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 |
5,634.50 |
264.25 |
4.6% |
95.75 |
1.7% |
29% |
False |
True |
296,792 |
10 |
5,898.75 |
5,634.50 |
264.25 |
4.6% |
68.50 |
1.2% |
29% |
False |
True |
275,601 |
20 |
5,898.75 |
5,550.50 |
348.25 |
6.1% |
62.25 |
1.1% |
46% |
False |
False |
272,688 |
40 |
5,898.75 |
5,347.75 |
551.00 |
9.6% |
50.25 |
0.9% |
66% |
False |
False |
234,111 |
60 |
5,898.75 |
5,315.00 |
583.75 |
10.2% |
50.00 |
0.9% |
68% |
False |
False |
239,098 |
80 |
5,898.75 |
5,287.00 |
611.75 |
10.7% |
46.75 |
0.8% |
69% |
False |
False |
194,177 |
100 |
5,898.75 |
5,028.00 |
870.75 |
15.2% |
44.75 |
0.8% |
78% |
False |
False |
155,422 |
120 |
5,898.75 |
4,850.25 |
1,048.50 |
18.4% |
44.00 |
0.8% |
82% |
False |
False |
129,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,222.50 |
2.618 |
6,039.75 |
1.618 |
5,927.75 |
1.000 |
5,858.50 |
0.618 |
5,815.75 |
HIGH |
5,746.50 |
0.618 |
5,703.75 |
0.500 |
5,690.50 |
0.382 |
5,677.25 |
LOW |
5,634.50 |
0.618 |
5,565.25 |
1.000 |
5,522.50 |
1.618 |
5,453.25 |
2.618 |
5,341.25 |
4.250 |
5,158.50 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,704.25 |
5,766.50 |
PP |
5,697.25 |
5,748.00 |
S1 |
5,690.50 |
5,729.50 |
|