Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,803.00 |
5,780.75 |
-22.25 |
-0.4% |
5,694.25 |
High |
5,852.00 |
5,784.00 |
-68.00 |
-1.2% |
5,815.50 |
Low |
5,768.00 |
5,669.00 |
-99.00 |
-1.7% |
5,683.25 |
Close |
5,778.25 |
5,676.50 |
-101.75 |
-1.8% |
5,812.25 |
Range |
84.00 |
115.00 |
31.00 |
36.9% |
132.25 |
ATR |
67.76 |
71.14 |
3.37 |
5.0% |
0.00 |
Volume |
311,741 |
418,001 |
106,260 |
34.1% |
1,338,984 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,054.75 |
5,980.75 |
5,739.75 |
|
R3 |
5,939.75 |
5,865.75 |
5,708.00 |
|
R2 |
5,824.75 |
5,824.75 |
5,697.50 |
|
R1 |
5,750.75 |
5,750.75 |
5,687.00 |
5,730.25 |
PP |
5,709.75 |
5,709.75 |
5,709.75 |
5,699.50 |
S1 |
5,635.75 |
5,635.75 |
5,666.00 |
5,615.25 |
S2 |
5,594.75 |
5,594.75 |
5,655.50 |
|
S3 |
5,479.75 |
5,520.75 |
5,645.00 |
|
S4 |
5,364.75 |
5,405.75 |
5,613.25 |
|
|
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 |
5,669.00 |
183.00 |
3.2% |
78.50 |
1.4% |
4% |
False |
True |
299,103 |
10 |
5,852.00 |
5,641.25 |
210.75 |
3.7% |
80.75 |
1.4% |
17% |
False |
False |
328,966 |
20 |
5,907.50 |
5,641.25 |
266.25 |
4.7% |
75.75 |
1.3% |
13% |
False |
False |
255,486 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.2% |
58.75 |
1.0% |
34% |
False |
False |
127,968 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.8% |
54.50 |
1.0% |
58% |
False |
False |
85,367 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.4% |
50.50 |
0.9% |
61% |
False |
False |
64,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,272.75 |
2.618 |
6,085.00 |
1.618 |
5,970.00 |
1.000 |
5,899.00 |
0.618 |
5,855.00 |
HIGH |
5,784.00 |
0.618 |
5,740.00 |
0.500 |
5,726.50 |
0.382 |
5,713.00 |
LOW |
5,669.00 |
0.618 |
5,598.00 |
1.000 |
5,554.00 |
1.618 |
5,483.00 |
2.618 |
5,368.00 |
4.250 |
5,180.25 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,726.50 |
5,760.50 |
PP |
5,709.75 |
5,732.50 |
S1 |
5,693.25 |
5,704.50 |
|