Trading Metrics calculated at close of trading on 21-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,766.75 |
5,728.25 |
-38.50 |
-0.7% |
5,746.00 |
High |
5,784.00 |
5,796.50 |
12.50 |
0.2% |
5,789.00 |
Low |
5,729.00 |
5,699.00 |
-30.00 |
-0.5% |
5,641.25 |
Close |
5,732.75 |
5,796.00 |
63.25 |
1.1% |
5,684.00 |
Range |
55.00 |
97.50 |
42.50 |
77.3% |
147.75 |
ATR |
67.26 |
69.42 |
2.16 |
3.2% |
0.00 |
Volume |
301,241 |
319,202 |
17,961 |
6.0% |
2,214,197 |
|
Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,056.25 |
6,023.75 |
5,849.50 |
|
R3 |
5,958.75 |
5,926.25 |
5,822.75 |
|
R2 |
5,861.25 |
5,861.25 |
5,814.00 |
|
R1 |
5,828.75 |
5,828.75 |
5,805.00 |
5,845.00 |
PP |
5,763.75 |
5,763.75 |
5,763.75 |
5,772.00 |
S1 |
5,731.25 |
5,731.25 |
5,787.00 |
5,747.50 |
S2 |
5,666.25 |
5,666.25 |
5,778.00 |
|
S3 |
5,568.75 |
5,633.75 |
5,769.25 |
|
S4 |
5,471.25 |
5,536.25 |
5,742.50 |
|
|
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 |
5,796.50 |
5,641.25 |
155.25 |
2.7% |
82.00 |
1.4% |
100% |
True |
False |
336,762 |
10 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
95.50 |
1.6% |
58% |
False |
False |
389,215 |
20 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
68.00 |
1.2% |
58% |
False |
False |
196,850 |
40 |
5,907.50 |
5,540.50 |
367.00 |
6.3% |
55.50 |
1.0% |
70% |
False |
False |
98,577 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.6% |
52.00 |
0.9% |
80% |
False |
False |
65,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,211.00 |
2.618 |
6,051.75 |
1.618 |
5,954.25 |
1.000 |
5,894.00 |
0.618 |
5,856.75 |
HIGH |
5,796.50 |
0.618 |
5,759.25 |
0.500 |
5,747.75 |
0.382 |
5,736.25 |
LOW |
5,699.00 |
0.618 |
5,638.75 |
1.000 |
5,601.50 |
1.618 |
5,541.25 |
2.618 |
5,443.75 |
4.250 |
5,284.50 |
|
|
Fisher Pivots for day following 21-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,780.00 |
5,777.25 |
PP |
5,763.75 |
5,758.50 |
S1 |
5,747.75 |
5,740.00 |
|