Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,713.25 |
5,752.25 |
39.00 |
0.7% |
5,878.25 |
High |
5,760.25 |
5,780.00 |
19.75 |
0.3% |
5,898.75 |
Low |
5,706.75 |
5,680.00 |
-26.75 |
-0.5% |
5,660.25 |
Close |
5,751.25 |
5,725.25 |
-26.00 |
-0.5% |
5,740.50 |
Range |
53.50 |
100.00 |
46.50 |
86.9% |
238.50 |
ATR |
61.75 |
64.48 |
2.73 |
4.4% |
0.00 |
Volume |
144,808 |
120,807 |
-24,001 |
-16.6% |
1,401,196 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,028.50 |
5,976.75 |
5,780.25 |
|
R3 |
5,928.50 |
5,876.75 |
5,752.75 |
|
R2 |
5,828.50 |
5,828.50 |
5,743.50 |
|
R1 |
5,776.75 |
5,776.75 |
5,734.50 |
5,752.50 |
PP |
5,728.50 |
5,728.50 |
5,728.50 |
5,716.25 |
S1 |
5,676.75 |
5,676.75 |
5,716.00 |
5,652.50 |
S2 |
5,628.50 |
5,628.50 |
5,707.00 |
|
S3 |
5,528.50 |
5,576.75 |
5,697.75 |
|
S4 |
5,428.50 |
5,476.75 |
5,670.25 |
|
|
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 |
5,634.50 |
264.25 |
4.6% |
109.75 |
1.9% |
34% |
False |
False |
243,511 |
10 |
5,898.75 |
5,634.50 |
264.25 |
4.6% |
76.00 |
1.3% |
34% |
False |
False |
249,126 |
20 |
5,898.75 |
5,550.50 |
348.25 |
6.1% |
67.25 |
1.2% |
50% |
False |
False |
267,751 |
40 |
5,898.75 |
5,388.75 |
510.00 |
8.9% |
52.00 |
0.9% |
66% |
False |
False |
230,880 |
60 |
5,898.75 |
5,315.00 |
583.75 |
10.2% |
51.75 |
0.9% |
70% |
False |
False |
238,714 |
80 |
5,898.75 |
5,299.25 |
599.50 |
10.5% |
47.75 |
0.8% |
71% |
False |
False |
197,488 |
100 |
5,898.75 |
5,028.00 |
870.75 |
15.2% |
45.50 |
0.8% |
80% |
False |
False |
158,072 |
120 |
5,898.75 |
4,850.25 |
1,048.50 |
18.3% |
44.75 |
0.8% |
83% |
False |
False |
131,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,205.00 |
2.618 |
6,041.75 |
1.618 |
5,941.75 |
1.000 |
5,880.00 |
0.618 |
5,841.75 |
HIGH |
5,780.00 |
0.618 |
5,741.75 |
0.500 |
5,730.00 |
0.382 |
5,718.25 |
LOW |
5,680.00 |
0.618 |
5,618.25 |
1.000 |
5,580.00 |
1.618 |
5,518.25 |
2.618 |
5,418.25 |
4.250 |
5,255.00 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,730.00 |
5,719.25 |
PP |
5,728.50 |
5,713.25 |
S1 |
5,726.75 |
5,707.25 |
|