Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,721.00 |
5,762.25 |
41.25 |
0.7% |
5,883.00 |
High |
5,768.50 |
5,789.00 |
20.50 |
0.4% |
5,907.50 |
Low |
5,715.00 |
5,687.00 |
-28.00 |
-0.5% |
5,669.00 |
Close |
5,759.25 |
5,732.75 |
-26.50 |
-0.5% |
5,748.25 |
Range |
53.50 |
102.00 |
48.50 |
90.7% |
238.50 |
ATR |
60.85 |
63.79 |
2.94 |
4.8% |
0.00 |
Volume |
379,343 |
429,542 |
50,199 |
13.2% |
813,573 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,042.25 |
5,989.50 |
5,788.75 |
|
R3 |
5,940.25 |
5,887.50 |
5,760.75 |
|
R2 |
5,838.25 |
5,838.25 |
5,751.50 |
|
R1 |
5,785.50 |
5,785.50 |
5,742.00 |
5,761.00 |
PP |
5,736.25 |
5,736.25 |
5,736.25 |
5,724.00 |
S1 |
5,683.50 |
5,683.50 |
5,723.50 |
5,659.00 |
S2 |
5,634.25 |
5,634.25 |
5,714.00 |
|
S3 |
5,532.25 |
5,581.50 |
5,704.75 |
|
S4 |
5,430.25 |
5,479.50 |
5,676.75 |
|
|
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% |
109.25 |
1.9% |
34% |
False |
False |
441,669 |
10 |
5,907.50 |
5,643.25 |
264.25 |
4.6% |
75.50 |
1.3% |
34% |
False |
False |
224,785 |
20 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
66.50 |
1.2% |
50% |
False |
False |
112,795 |
40 |
5,907.50 |
5,394.50 |
513.00 |
8.9% |
51.00 |
0.9% |
66% |
False |
False |
56,500 |
60 |
5,907.50 |
5,318.00 |
589.50 |
10.3% |
50.25 |
0.9% |
70% |
False |
False |
37,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,222.50 |
2.618 |
6,056.00 |
1.618 |
5,954.00 |
1.000 |
5,891.00 |
0.618 |
5,852.00 |
HIGH |
5,789.00 |
0.618 |
5,750.00 |
0.500 |
5,738.00 |
0.382 |
5,726.00 |
LOW |
5,687.00 |
0.618 |
5,624.00 |
1.000 |
5,585.00 |
1.618 |
5,522.00 |
2.618 |
5,420.00 |
4.250 |
5,253.50 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,738.00 |
5,727.25 |
PP |
5,736.25 |
5,721.75 |
S1 |
5,734.50 |
5,716.00 |
|