Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,752.25 |
5,722.75 |
-29.50 |
-0.5% |
5,878.25 |
High |
5,780.00 |
5,724.50 |
-55.50 |
-1.0% |
5,898.75 |
Low |
5,680.00 |
5,633.75 |
-46.25 |
-0.8% |
5,660.25 |
Close |
5,725.25 |
5,702.50 |
-22.75 |
-0.4% |
5,740.50 |
Range |
100.00 |
90.75 |
-9.25 |
-9.3% |
238.50 |
ATR |
64.48 |
66.41 |
1.93 |
3.0% |
0.00 |
Volume |
120,807 |
64,524 |
-56,283 |
-46.6% |
1,401,196 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,959.25 |
5,921.50 |
5,752.50 |
|
R3 |
5,868.50 |
5,830.75 |
5,727.50 |
|
R2 |
5,777.75 |
5,777.75 |
5,719.25 |
|
R1 |
5,740.00 |
5,740.00 |
5,710.75 |
5,713.50 |
PP |
5,687.00 |
5,687.00 |
5,687.00 |
5,673.50 |
S1 |
5,649.25 |
5,649.25 |
5,694.25 |
5,622.75 |
S2 |
5,596.25 |
5,596.25 |
5,685.75 |
|
S3 |
5,505.50 |
5,558.50 |
5,677.50 |
|
S4 |
5,414.75 |
5,467.75 |
5,652.50 |
|
|
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 |
5,633.75 |
265.00 |
4.6% |
119.00 |
2.1% |
26% |
False |
True |
203,121 |
10 |
5,898.75 |
5,633.75 |
265.00 |
4.6% |
80.50 |
1.4% |
26% |
False |
True |
228,972 |
20 |
5,898.75 |
5,550.50 |
348.25 |
6.1% |
64.25 |
1.1% |
44% |
False |
False |
245,634 |
40 |
5,898.75 |
5,394.50 |
504.25 |
8.8% |
53.25 |
0.9% |
61% |
False |
False |
227,153 |
60 |
5,898.75 |
5,315.00 |
583.75 |
10.2% |
51.25 |
0.9% |
66% |
False |
False |
232,878 |
80 |
5,898.75 |
5,299.25 |
599.50 |
10.5% |
48.50 |
0.9% |
67% |
False |
False |
198,284 |
100 |
5,898.75 |
5,059.00 |
839.75 |
14.7% |
46.25 |
0.8% |
77% |
False |
False |
158,716 |
120 |
5,898.75 |
4,850.25 |
1,048.50 |
18.4% |
45.25 |
0.8% |
81% |
False |
False |
132,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,110.25 |
2.618 |
5,962.00 |
1.618 |
5,871.25 |
1.000 |
5,815.25 |
0.618 |
5,780.50 |
HIGH |
5,724.50 |
0.618 |
5,689.75 |
0.500 |
5,679.00 |
0.382 |
5,668.50 |
LOW |
5,633.75 |
0.618 |
5,577.75 |
1.000 |
5,543.00 |
1.618 |
5,487.00 |
2.618 |
5,396.25 |
4.250 |
5,248.00 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,694.75 |
5,707.00 |
PP |
5,687.00 |
5,705.50 |
S1 |
5,679.00 |
5,704.00 |
|