Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,694.25 |
5,766.75 |
72.50 |
1.3% |
5,746.00 |
High |
5,782.50 |
5,784.00 |
1.50 |
0.0% |
5,789.00 |
Low |
5,683.25 |
5,729.00 |
45.75 |
0.8% |
5,641.25 |
Close |
5,766.00 |
5,732.75 |
-33.25 |
-0.6% |
5,684.00 |
Range |
99.25 |
55.00 |
-44.25 |
-44.6% |
147.75 |
ATR |
68.21 |
67.26 |
-0.94 |
-1.4% |
0.00 |
Volume |
271,968 |
301,241 |
29,273 |
10.8% |
2,214,197 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,913.50 |
5,878.25 |
5,763.00 |
|
R3 |
5,858.50 |
5,823.25 |
5,748.00 |
|
R2 |
5,803.50 |
5,803.50 |
5,742.75 |
|
R1 |
5,768.25 |
5,768.25 |
5,737.75 |
5,758.50 |
PP |
5,748.50 |
5,748.50 |
5,748.50 |
5,743.75 |
S1 |
5,713.25 |
5,713.25 |
5,727.75 |
5,703.50 |
S2 |
5,693.50 |
5,693.50 |
5,722.75 |
|
S3 |
5,638.50 |
5,658.25 |
5,717.50 |
|
S4 |
5,583.50 |
5,603.25 |
5,702.50 |
|
|
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% |
82.75 |
1.4% |
62% |
False |
False |
358,830 |
10 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
89.50 |
1.6% |
34% |
False |
False |
358,651 |
20 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
64.50 |
1.1% |
34% |
False |
False |
180,910 |
40 |
5,907.50 |
5,505.00 |
402.50 |
7.0% |
54.50 |
1.0% |
57% |
False |
False |
90,603 |
60 |
5,907.50 |
5,320.00 |
587.50 |
10.2% |
51.50 |
0.9% |
70% |
False |
False |
60,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,017.75 |
2.618 |
5,928.00 |
1.618 |
5,873.00 |
1.000 |
5,839.00 |
0.618 |
5,818.00 |
HIGH |
5,784.00 |
0.618 |
5,763.00 |
0.500 |
5,756.50 |
0.382 |
5,750.00 |
LOW |
5,729.00 |
0.618 |
5,695.00 |
1.000 |
5,674.00 |
1.618 |
5,640.00 |
2.618 |
5,585.00 |
4.250 |
5,495.25 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,756.50 |
5,729.25 |
PP |
5,748.50 |
5,726.00 |
S1 |
5,740.75 |
5,722.50 |
|