Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,728.25 |
5,793.25 |
65.00 |
1.1% |
5,746.00 |
High |
5,796.50 |
5,814.50 |
18.00 |
0.3% |
5,789.00 |
Low |
5,699.00 |
5,770.75 |
71.75 |
1.3% |
5,641.25 |
Close |
5,796.00 |
5,785.75 |
-10.25 |
-0.2% |
5,684.00 |
Range |
97.50 |
43.75 |
-53.75 |
-55.1% |
147.75 |
ATR |
69.42 |
67.59 |
-1.83 |
-2.6% |
0.00 |
Volume |
319,202 |
233,021 |
-86,181 |
-27.0% |
2,214,197 |
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,921.50 |
5,897.50 |
5,809.75 |
|
R3 |
5,877.75 |
5,853.75 |
5,797.75 |
|
R2 |
5,834.00 |
5,834.00 |
5,793.75 |
|
R1 |
5,810.00 |
5,810.00 |
5,789.75 |
5,800.00 |
PP |
5,790.25 |
5,790.25 |
5,790.25 |
5,785.50 |
S1 |
5,766.25 |
5,766.25 |
5,781.75 |
5,756.50 |
S2 |
5,746.50 |
5,746.50 |
5,777.75 |
|
S3 |
5,702.75 |
5,722.50 |
5,773.75 |
|
S4 |
5,659.00 |
5,678.75 |
5,761.75 |
|
|
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 |
5,814.50 |
5,661.00 |
153.50 |
2.7% |
72.50 |
1.3% |
81% |
True |
False |
296,344 |
10 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
95.50 |
1.6% |
54% |
False |
False |
402,483 |
20 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
68.75 |
1.2% |
54% |
False |
False |
208,464 |
40 |
5,907.50 |
5,540.50 |
367.00 |
6.3% |
56.00 |
1.0% |
67% |
False |
False |
104,399 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.6% |
51.75 |
0.9% |
78% |
False |
False |
69,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,000.50 |
2.618 |
5,929.00 |
1.618 |
5,885.25 |
1.000 |
5,858.25 |
0.618 |
5,841.50 |
HIGH |
5,814.50 |
0.618 |
5,797.75 |
0.500 |
5,792.50 |
0.382 |
5,787.50 |
LOW |
5,770.75 |
0.618 |
5,743.75 |
1.000 |
5,727.00 |
1.618 |
5,700.00 |
2.618 |
5,656.25 |
4.250 |
5,584.75 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,792.50 |
5,776.00 |
PP |
5,790.25 |
5,766.50 |
S1 |
5,788.00 |
5,756.75 |
|