Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,785.50 |
5,803.00 |
17.50 |
0.3% |
5,694.25 |
High |
5,815.50 |
5,852.00 |
36.50 |
0.6% |
5,815.50 |
Low |
5,763.00 |
5,768.00 |
5.00 |
0.1% |
5,683.25 |
Close |
5,812.25 |
5,778.25 |
-34.00 |
-0.6% |
5,812.25 |
Range |
52.50 |
84.00 |
31.50 |
60.0% |
132.25 |
ATR |
66.51 |
67.76 |
1.25 |
1.9% |
0.00 |
Volume |
213,552 |
311,741 |
98,189 |
46.0% |
1,338,984 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,051.50 |
5,998.75 |
5,824.50 |
|
R3 |
5,967.50 |
5,914.75 |
5,801.25 |
|
R2 |
5,883.50 |
5,883.50 |
5,793.75 |
|
R1 |
5,830.75 |
5,830.75 |
5,786.00 |
5,815.00 |
PP |
5,799.50 |
5,799.50 |
5,799.50 |
5,791.50 |
S1 |
5,746.75 |
5,746.75 |
5,770.50 |
5,731.00 |
S2 |
5,715.50 |
5,715.50 |
5,762.75 |
|
S3 |
5,631.50 |
5,662.75 |
5,755.25 |
|
S4 |
5,547.50 |
5,578.75 |
5,732.00 |
|
|
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 |
5,852.00 |
5,699.00 |
153.00 |
2.6% |
66.50 |
1.2% |
52% |
True |
False |
275,751 |
10 |
5,852.00 |
5,641.25 |
210.75 |
3.6% |
74.50 |
1.3% |
65% |
True |
False |
325,101 |
20 |
5,907.50 |
5,641.25 |
266.25 |
4.6% |
71.25 |
1.2% |
51% |
False |
False |
234,634 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
57.25 |
1.0% |
63% |
False |
False |
117,524 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.6% |
53.00 |
0.9% |
77% |
False |
False |
78,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,209.00 |
2.618 |
6,072.00 |
1.618 |
5,988.00 |
1.000 |
5,936.00 |
0.618 |
5,904.00 |
HIGH |
5,852.00 |
0.618 |
5,820.00 |
0.500 |
5,810.00 |
0.382 |
5,800.00 |
LOW |
5,768.00 |
0.618 |
5,716.00 |
1.000 |
5,684.00 |
1.618 |
5,632.00 |
2.618 |
5,548.00 |
4.250 |
5,411.00 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,810.00 |
5,807.50 |
PP |
5,799.50 |
5,797.75 |
S1 |
5,788.75 |
5,788.00 |
|