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 |
5,730.00 |
5,709.00 |
-21.00 |
-0.4% |
5,746.00 |
High |
5,732.50 |
5,727.50 |
-5.00 |
-0.1% |
5,789.00 |
Low |
5,641.25 |
5,661.00 |
19.75 |
0.4% |
5,641.25 |
Close |
5,709.25 |
5,684.00 |
-25.25 |
-0.4% |
5,684.00 |
Range |
91.25 |
66.50 |
-24.75 |
-27.1% |
147.75 |
ATR |
65.77 |
65.82 |
0.05 |
0.1% |
0.00 |
Volume |
435,110 |
356,290 |
-78,820 |
-18.1% |
2,214,197 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,890.25 |
5,853.75 |
5,720.50 |
|
R3 |
5,823.75 |
5,787.25 |
5,702.25 |
|
R2 |
5,757.25 |
5,757.25 |
5,696.25 |
|
R1 |
5,720.75 |
5,720.75 |
5,690.00 |
5,705.75 |
PP |
5,690.75 |
5,690.75 |
5,690.75 |
5,683.50 |
S1 |
5,654.25 |
5,654.25 |
5,678.00 |
5,639.25 |
S2 |
5,624.25 |
5,624.25 |
5,671.75 |
|
S3 |
5,557.75 |
5,587.75 |
5,665.75 |
|
S4 |
5,491.25 |
5,521.25 |
5,647.50 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,148.00 |
6,063.75 |
5,765.25 |
|
R3 |
6,000.25 |
5,916.00 |
5,724.75 |
|
R2 |
5,852.50 |
5,852.50 |
5,711.00 |
|
R1 |
5,768.25 |
5,768.25 |
5,697.50 |
5,736.50 |
PP |
5,704.75 |
5,704.75 |
5,704.75 |
5,689.00 |
S1 |
5,620.50 |
5,620.50 |
5,670.50 |
5,588.75 |
S2 |
5,557.00 |
5,557.00 |
5,657.00 |
|
S3 |
5,409.25 |
5,472.75 |
5,643.25 |
|
S4 |
5,261.50 |
5,325.00 |
5,602.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,789.00 |
5,641.25 |
147.75 |
2.6% |
84.00 |
1.5% |
29% |
False |
False |
442,839 |
10 |
5,907.50 |
5,641.25 |
266.25 |
4.7% |
80.50 |
1.4% |
16% |
False |
False |
302,777 |
20 |
5,907.50 |
5,627.25 |
280.25 |
4.9% |
62.25 |
1.1% |
20% |
False |
False |
152,285 |
40 |
5,907.50 |
5,433.75 |
473.75 |
8.3% |
52.50 |
0.9% |
53% |
False |
False |
76,280 |
60 |
5,907.50 |
5,320.00 |
587.50 |
10.3% |
50.00 |
0.9% |
62% |
False |
False |
50,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,010.00 |
2.618 |
5,901.50 |
1.618 |
5,835.00 |
1.000 |
5,794.00 |
0.618 |
5,768.50 |
HIGH |
5,727.50 |
0.618 |
5,702.00 |
0.500 |
5,694.25 |
0.382 |
5,686.50 |
LOW |
5,661.00 |
0.618 |
5,620.00 |
1.000 |
5,594.50 |
1.618 |
5,553.50 |
2.618 |
5,487.00 |
4.250 |
5,378.50 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,694.25 |
5,715.00 |
PP |
5,690.75 |
5,704.75 |
S1 |
5,687.50 |
5,694.50 |
|