Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,740.50 |
5,713.25 |
-27.25 |
-0.5% |
5,878.25 |
High |
5,746.50 |
5,760.25 |
13.75 |
0.2% |
5,898.75 |
Low |
5,634.50 |
5,706.75 |
72.25 |
1.3% |
5,660.25 |
Close |
5,711.00 |
5,751.25 |
40.25 |
0.7% |
5,740.50 |
Range |
112.00 |
53.50 |
-58.50 |
-52.2% |
238.50 |
ATR |
62.38 |
61.75 |
-0.63 |
-1.0% |
0.00 |
Volume |
260,181 |
144,808 |
-115,373 |
-44.3% |
1,401,196 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,900.00 |
5,879.00 |
5,780.75 |
|
R3 |
5,846.50 |
5,825.50 |
5,766.00 |
|
R2 |
5,793.00 |
5,793.00 |
5,761.00 |
|
R1 |
5,772.00 |
5,772.00 |
5,756.25 |
5,782.50 |
PP |
5,739.50 |
5,739.50 |
5,739.50 |
5,744.50 |
S1 |
5,718.50 |
5,718.50 |
5,746.25 |
5,729.00 |
S2 |
5,686.00 |
5,686.00 |
5,741.50 |
|
S3 |
5,632.50 |
5,665.00 |
5,736.50 |
|
S4 |
5,579.00 |
5,611.50 |
5,721.75 |
|
|
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% |
97.50 |
1.7% |
44% |
False |
False |
274,336 |
10 |
5,898.75 |
5,634.50 |
264.25 |
4.6% |
71.50 |
1.2% |
44% |
False |
False |
270,310 |
20 |
5,898.75 |
5,550.50 |
348.25 |
6.1% |
63.75 |
1.1% |
58% |
False |
False |
270,882 |
40 |
5,898.75 |
5,375.50 |
523.25 |
9.1% |
50.25 |
0.9% |
72% |
False |
False |
234,015 |
60 |
5,898.75 |
5,315.00 |
583.75 |
10.1% |
50.50 |
0.9% |
75% |
False |
False |
239,112 |
80 |
5,898.75 |
5,287.00 |
611.75 |
10.6% |
47.00 |
0.8% |
76% |
False |
False |
195,984 |
100 |
5,898.75 |
5,028.00 |
870.75 |
15.1% |
45.00 |
0.8% |
83% |
False |
False |
156,867 |
120 |
5,898.75 |
4,850.25 |
1,048.50 |
18.2% |
44.00 |
0.8% |
86% |
False |
False |
130,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,987.50 |
2.618 |
5,900.25 |
1.618 |
5,846.75 |
1.000 |
5,813.75 |
0.618 |
5,793.25 |
HIGH |
5,760.25 |
0.618 |
5,739.75 |
0.500 |
5,733.50 |
0.382 |
5,727.25 |
LOW |
5,706.75 |
0.618 |
5,673.75 |
1.000 |
5,653.25 |
1.618 |
5,620.25 |
2.618 |
5,566.75 |
4.250 |
5,479.50 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,745.25 |
5,766.50 |
PP |
5,739.50 |
5,761.50 |
S1 |
5,733.50 |
5,756.50 |
|