Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,709.00 |
5,694.25 |
-14.75 |
-0.3% |
5,746.00 |
High |
5,727.50 |
5,782.50 |
55.00 |
1.0% |
5,789.00 |
Low |
5,661.00 |
5,683.25 |
22.25 |
0.4% |
5,641.25 |
Close |
5,684.00 |
5,766.00 |
82.00 |
1.4% |
5,684.00 |
Range |
66.50 |
99.25 |
32.75 |
49.2% |
147.75 |
ATR |
65.82 |
68.21 |
2.39 |
3.6% |
0.00 |
Volume |
356,290 |
271,968 |
-84,322 |
-23.7% |
2,214,197 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,041.75 |
6,003.00 |
5,820.50 |
|
R3 |
5,942.50 |
5,903.75 |
5,793.25 |
|
R2 |
5,843.25 |
5,843.25 |
5,784.25 |
|
R1 |
5,804.50 |
5,804.50 |
5,775.00 |
5,824.00 |
PP |
5,744.00 |
5,744.00 |
5,744.00 |
5,753.50 |
S1 |
5,705.25 |
5,705.25 |
5,757.00 |
5,724.50 |
S2 |
5,644.75 |
5,644.75 |
5,747.75 |
|
S3 |
5,545.50 |
5,606.00 |
5,738.75 |
|
S4 |
5,446.25 |
5,506.75 |
5,711.50 |
|
|
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% |
82.50 |
1.4% |
84% |
False |
False |
374,450 |
10 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
88.50 |
1.5% |
47% |
False |
False |
329,427 |
20 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
64.50 |
1.1% |
47% |
False |
False |
165,865 |
40 |
5,907.50 |
5,475.00 |
432.50 |
7.5% |
54.25 |
0.9% |
67% |
False |
False |
83,077 |
60 |
5,907.50 |
5,320.00 |
587.50 |
10.2% |
51.25 |
0.9% |
76% |
False |
False |
55,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,204.25 |
2.618 |
6,042.25 |
1.618 |
5,943.00 |
1.000 |
5,881.75 |
0.618 |
5,843.75 |
HIGH |
5,782.50 |
0.618 |
5,744.50 |
0.500 |
5,733.00 |
0.382 |
5,721.25 |
LOW |
5,683.25 |
0.618 |
5,622.00 |
1.000 |
5,584.00 |
1.618 |
5,522.75 |
2.618 |
5,423.50 |
4.250 |
5,261.50 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,755.00 |
5,748.00 |
PP |
5,744.00 |
5,730.00 |
S1 |
5,733.00 |
5,712.00 |
|