Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,722.75 |
5,701.50 |
-21.25 |
-0.4% |
5,740.50 |
High |
5,724.50 |
5,720.25 |
-4.25 |
-0.1% |
5,780.00 |
Low |
5,633.75 |
5,685.00 |
51.25 |
0.9% |
5,633.75 |
Close |
5,702.50 |
5,702.27 |
-0.23 |
0.0% |
5,702.27 |
Range |
90.75 |
35.25 |
-55.50 |
-61.2% |
146.25 |
ATR |
66.41 |
64.18 |
-2.23 |
-3.4% |
0.00 |
Volume |
64,524 |
4,936 |
-59,588 |
-92.4% |
595,256 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.25 |
5,790.50 |
5,721.75 |
|
R3 |
5,773.00 |
5,755.25 |
5,712.00 |
|
R2 |
5,737.75 |
5,737.75 |
5,708.75 |
|
R1 |
5,720.00 |
5,720.00 |
5,705.50 |
5,729.00 |
PP |
5,702.50 |
5,702.50 |
5,702.50 |
5,707.00 |
S1 |
5,684.75 |
5,684.75 |
5,699.00 |
5,693.75 |
S2 |
5,667.25 |
5,667.25 |
5,695.75 |
|
S3 |
5,632.00 |
5,649.50 |
5,692.50 |
|
S4 |
5,596.75 |
5,614.25 |
5,683.00 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,144.00 |
6,069.50 |
5,782.75 |
|
R3 |
5,997.75 |
5,923.25 |
5,742.50 |
|
R2 |
5,851.50 |
5,851.50 |
5,729.00 |
|
R1 |
5,777.00 |
5,777.00 |
5,715.75 |
5,741.25 |
PP |
5,705.25 |
5,705.25 |
5,705.25 |
5,687.50 |
S1 |
5,630.75 |
5,630.75 |
5,688.75 |
5,595.00 |
S2 |
5,559.00 |
5,559.00 |
5,675.50 |
|
S3 |
5,412.75 |
5,484.50 |
5,662.00 |
|
S4 |
5,266.50 |
5,338.25 |
5,621.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,780.00 |
5,633.75 |
146.25 |
2.6% |
78.25 |
1.4% |
47% |
False |
False |
119,051 |
10 |
5,898.75 |
5,633.75 |
265.00 |
4.6% |
77.75 |
1.4% |
26% |
False |
False |
199,645 |
20 |
5,898.75 |
5,622.00 |
276.75 |
4.9% |
61.25 |
1.1% |
29% |
False |
False |
219,768 |
40 |
5,898.75 |
5,427.50 |
471.25 |
8.3% |
52.50 |
0.9% |
58% |
False |
False |
221,492 |
60 |
5,898.75 |
5,317.25 |
581.50 |
10.2% |
51.00 |
0.9% |
66% |
False |
False |
227,362 |
80 |
5,898.75 |
5,299.25 |
599.50 |
10.5% |
48.75 |
0.9% |
67% |
False |
False |
198,342 |
100 |
5,898.75 |
5,083.75 |
815.00 |
14.3% |
46.00 |
0.8% |
76% |
False |
False |
158,763 |
120 |
5,898.75 |
4,850.25 |
1,048.50 |
18.4% |
45.25 |
0.8% |
81% |
False |
False |
132,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,870.00 |
2.618 |
5,812.50 |
1.618 |
5,777.25 |
1.000 |
5,755.50 |
0.618 |
5,742.00 |
HIGH |
5,720.25 |
0.618 |
5,706.75 |
0.500 |
5,702.50 |
0.382 |
5,698.50 |
LOW |
5,685.00 |
0.618 |
5,663.25 |
1.000 |
5,649.75 |
1.618 |
5,628.00 |
2.618 |
5,592.75 |
4.250 |
5,535.25 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,702.50 |
5,707.00 |
PP |
5,702.50 |
5,705.25 |
S1 |
5,702.50 |
5,703.75 |
|