Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,886.25 |
5,885.00 |
-1.25 |
0.0% |
5,883.00 |
High |
5,905.75 |
5,907.50 |
1.75 |
0.0% |
5,907.50 |
Low |
5,861.25 |
5,669.00 |
-192.25 |
-3.3% |
5,669.00 |
Close |
5,893.00 |
5,748.25 |
-144.75 |
-2.5% |
5,748.25 |
Range |
44.50 |
238.50 |
194.00 |
436.0% |
238.50 |
ATR |
44.00 |
57.89 |
13.89 |
31.6% |
0.00 |
Volume |
100,340 |
685,209 |
584,869 |
582.9% |
813,573 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,490.50 |
6,357.75 |
5,879.50 |
|
R3 |
6,252.00 |
6,119.25 |
5,813.75 |
|
R2 |
6,013.50 |
6,013.50 |
5,792.00 |
|
R1 |
5,880.75 |
5,880.75 |
5,770.00 |
5,828.00 |
PP |
5,775.00 |
5,775.00 |
5,775.00 |
5,748.50 |
S1 |
5,642.25 |
5,642.25 |
5,726.50 |
5,589.50 |
S2 |
5,536.50 |
5,536.50 |
5,704.50 |
|
S3 |
5,298.00 |
5,403.75 |
5,682.75 |
|
S4 |
5,059.50 |
5,165.25 |
5,617.00 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,490.50 |
6,357.75 |
5,879.50 |
|
R3 |
6,252.00 |
6,119.25 |
5,813.75 |
|
R2 |
6,013.50 |
6,013.50 |
5,792.00 |
|
R1 |
5,880.75 |
5,880.75 |
5,770.00 |
5,828.00 |
PP |
5,775.00 |
5,775.00 |
5,775.00 |
5,748.50 |
S1 |
5,642.25 |
5,642.25 |
5,726.50 |
5,589.50 |
S2 |
5,536.50 |
5,536.50 |
5,704.50 |
|
S3 |
5,298.00 |
5,403.75 |
5,682.75 |
|
S4 |
5,059.50 |
5,165.25 |
5,617.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,907.50 |
5,669.00 |
238.50 |
4.1% |
76.75 |
1.3% |
33% |
True |
True |
162,714 |
10 |
5,907.50 |
5,669.00 |
238.50 |
4.1% |
59.50 |
1.0% |
33% |
True |
True |
82,853 |
20 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
57.75 |
1.0% |
55% |
True |
False |
41,696 |
40 |
5,907.50 |
5,353.75 |
553.75 |
9.6% |
47.50 |
0.8% |
71% |
True |
False |
20,938 |
60 |
5,907.50 |
5,318.00 |
589.50 |
10.3% |
47.25 |
0.8% |
73% |
True |
False |
14,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,921.00 |
2.618 |
6,532.00 |
1.618 |
6,293.50 |
1.000 |
6,146.00 |
0.618 |
6,055.00 |
HIGH |
5,907.50 |
0.618 |
5,816.50 |
0.500 |
5,788.25 |
0.382 |
5,760.00 |
LOW |
5,669.00 |
0.618 |
5,521.50 |
1.000 |
5,430.50 |
1.618 |
5,283.00 |
2.618 |
5,044.50 |
4.250 |
4,655.50 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,788.25 |
5,788.25 |
PP |
5,775.00 |
5,775.00 |
S1 |
5,761.50 |
5,761.50 |
|