Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,746.00 |
5,721.00 |
-25.00 |
-0.4% |
5,883.00 |
High |
5,750.50 |
5,768.50 |
18.00 |
0.3% |
5,907.50 |
Low |
5,643.25 |
5,715.00 |
71.75 |
1.3% |
5,669.00 |
Close |
5,719.25 |
5,759.25 |
40.00 |
0.7% |
5,748.25 |
Range |
107.25 |
53.50 |
-53.75 |
-50.1% |
238.50 |
ATR |
61.41 |
60.85 |
-0.57 |
-0.9% |
0.00 |
Volume |
613,912 |
379,343 |
-234,569 |
-38.2% |
813,573 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,908.00 |
5,887.25 |
5,788.75 |
|
R3 |
5,854.50 |
5,833.75 |
5,774.00 |
|
R2 |
5,801.00 |
5,801.00 |
5,769.00 |
|
R1 |
5,780.25 |
5,780.25 |
5,764.25 |
5,790.50 |
PP |
5,747.50 |
5,747.50 |
5,747.50 |
5,752.75 |
S1 |
5,726.75 |
5,726.75 |
5,754.25 |
5,737.00 |
S2 |
5,694.00 |
5,694.00 |
5,749.50 |
|
S3 |
5,640.50 |
5,673.25 |
5,744.50 |
|
S4 |
5,587.00 |
5,619.75 |
5,729.75 |
|
|
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% |
96.50 |
1.7% |
44% |
False |
False |
358,472 |
10 |
5,907.50 |
5,643.25 |
264.25 |
4.6% |
71.00 |
1.2% |
44% |
False |
False |
182,006 |
20 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
63.00 |
1.1% |
58% |
False |
False |
91,332 |
40 |
5,907.50 |
5,382.25 |
525.25 |
9.1% |
49.00 |
0.9% |
72% |
False |
False |
45,764 |
60 |
5,907.50 |
5,318.00 |
589.50 |
10.2% |
49.00 |
0.9% |
75% |
False |
False |
30,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,996.00 |
2.618 |
5,908.50 |
1.618 |
5,855.00 |
1.000 |
5,822.00 |
0.618 |
5,801.50 |
HIGH |
5,768.50 |
0.618 |
5,748.00 |
0.500 |
5,741.75 |
0.382 |
5,735.50 |
LOW |
5,715.00 |
0.618 |
5,682.00 |
1.000 |
5,661.50 |
1.618 |
5,628.50 |
2.618 |
5,575.00 |
4.250 |
5,487.50 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,753.50 |
5,775.50 |
PP |
5,747.50 |
5,770.00 |
S1 |
5,741.75 |
5,764.50 |
|