Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,793.25 |
5,785.50 |
-7.75 |
-0.1% |
5,694.25 |
High |
5,814.50 |
5,815.50 |
1.00 |
0.0% |
5,815.50 |
Low |
5,770.75 |
5,763.00 |
-7.75 |
-0.1% |
5,683.25 |
Close |
5,785.75 |
5,812.25 |
26.50 |
0.5% |
5,812.25 |
Range |
43.75 |
52.50 |
8.75 |
20.0% |
132.25 |
ATR |
67.59 |
66.51 |
-1.08 |
-1.6% |
0.00 |
Volume |
233,021 |
213,552 |
-19,469 |
-8.4% |
1,338,984 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,954.50 |
5,935.75 |
5,841.00 |
|
R3 |
5,902.00 |
5,883.25 |
5,826.75 |
|
R2 |
5,849.50 |
5,849.50 |
5,822.00 |
|
R1 |
5,830.75 |
5,830.75 |
5,817.00 |
5,840.00 |
PP |
5,797.00 |
5,797.00 |
5,797.00 |
5,801.50 |
S1 |
5,778.25 |
5,778.25 |
5,807.50 |
5,787.50 |
S2 |
5,744.50 |
5,744.50 |
5,802.50 |
|
S3 |
5,692.00 |
5,725.75 |
5,797.75 |
|
S4 |
5,639.50 |
5,673.25 |
5,783.50 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,167.00 |
6,122.00 |
5,885.00 |
|
R3 |
6,034.75 |
5,989.75 |
5,848.50 |
|
R2 |
5,902.50 |
5,902.50 |
5,836.50 |
|
R1 |
5,857.50 |
5,857.50 |
5,824.25 |
5,880.00 |
PP |
5,770.25 |
5,770.25 |
5,770.25 |
5,781.50 |
S1 |
5,725.25 |
5,725.25 |
5,800.25 |
5,747.75 |
S2 |
5,638.00 |
5,638.00 |
5,788.00 |
|
S3 |
5,505.75 |
5,593.00 |
5,776.00 |
|
S4 |
5,373.50 |
5,460.75 |
5,739.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,815.50 |
5,683.25 |
132.25 |
2.3% |
69.50 |
1.2% |
98% |
True |
False |
267,796 |
10 |
5,815.50 |
5,641.25 |
174.25 |
3.0% |
76.75 |
1.3% |
98% |
True |
False |
355,318 |
20 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
68.25 |
1.2% |
64% |
False |
False |
219,085 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.0% |
55.75 |
1.0% |
73% |
False |
False |
109,734 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.5% |
52.00 |
0.9% |
83% |
False |
False |
73,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,038.50 |
2.618 |
5,953.00 |
1.618 |
5,900.50 |
1.000 |
5,868.00 |
0.618 |
5,848.00 |
HIGH |
5,815.50 |
0.618 |
5,795.50 |
0.500 |
5,789.25 |
0.382 |
5,783.00 |
LOW |
5,763.00 |
0.618 |
5,730.50 |
1.000 |
5,710.50 |
1.618 |
5,678.00 |
2.618 |
5,625.50 |
4.250 |
5,540.00 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,804.50 |
5,794.00 |
PP |
5,797.00 |
5,775.50 |
S1 |
5,789.25 |
5,757.25 |
|