Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,885.00 |
5,746.00 |
-139.00 |
-2.4% |
5,883.00 |
High |
5,907.50 |
5,750.50 |
-157.00 |
-2.7% |
5,907.50 |
Low |
5,669.00 |
5,643.25 |
-25.75 |
-0.5% |
5,669.00 |
Close |
5,748.25 |
5,719.25 |
-29.00 |
-0.5% |
5,748.25 |
Range |
238.50 |
107.25 |
-131.25 |
-55.0% |
238.50 |
ATR |
57.89 |
61.41 |
3.53 |
6.1% |
0.00 |
Volume |
685,209 |
613,912 |
-71,297 |
-10.4% |
813,573 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,026.00 |
5,980.00 |
5,778.25 |
|
R3 |
5,918.75 |
5,872.75 |
5,748.75 |
|
R2 |
5,811.50 |
5,811.50 |
5,739.00 |
|
R1 |
5,765.50 |
5,765.50 |
5,729.00 |
5,735.00 |
PP |
5,704.25 |
5,704.25 |
5,704.25 |
5,689.00 |
S1 |
5,658.25 |
5,658.25 |
5,709.50 |
5,627.50 |
S2 |
5,597.00 |
5,597.00 |
5,699.50 |
|
S3 |
5,489.75 |
5,551.00 |
5,689.75 |
|
S4 |
5,382.50 |
5,443.75 |
5,660.25 |
|
|
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 |
5,643.25 |
264.25 |
4.6% |
94.50 |
1.7% |
29% |
False |
True |
284,404 |
10 |
5,907.50 |
5,643.25 |
264.25 |
4.6% |
68.00 |
1.2% |
29% |
False |
True |
144,168 |
20 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
61.50 |
1.1% |
46% |
False |
False |
72,376 |
40 |
5,907.50 |
5,353.75 |
553.75 |
9.7% |
49.00 |
0.9% |
66% |
False |
False |
36,283 |
60 |
5,907.50 |
5,318.00 |
589.50 |
10.3% |
48.50 |
0.8% |
68% |
False |
False |
24,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,206.25 |
2.618 |
6,031.25 |
1.618 |
5,924.00 |
1.000 |
5,857.75 |
0.618 |
5,816.75 |
HIGH |
5,750.50 |
0.618 |
5,709.50 |
0.500 |
5,697.00 |
0.382 |
5,684.25 |
LOW |
5,643.25 |
0.618 |
5,577.00 |
1.000 |
5,536.00 |
1.618 |
5,469.75 |
2.618 |
5,362.50 |
4.250 |
5,187.50 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,711.75 |
5,775.50 |
PP |
5,704.25 |
5,756.75 |
S1 |
5,697.00 |
5,738.00 |
|