Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,780.75 |
5,673.75 |
-107.00 |
-1.9% |
5,694.25 |
High |
5,784.00 |
5,768.75 |
-15.25 |
-0.3% |
5,815.50 |
Low |
5,669.00 |
5,632.00 |
-37.00 |
-0.7% |
5,683.25 |
Close |
5,676.50 |
5,763.50 |
87.00 |
1.5% |
5,812.25 |
Range |
115.00 |
136.75 |
21.75 |
18.9% |
132.25 |
ATR |
71.14 |
75.82 |
4.69 |
6.6% |
0.00 |
Volume |
418,001 |
396,603 |
-21,398 |
-5.1% |
1,338,984 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,131.75 |
6,084.25 |
5,838.75 |
|
R3 |
5,995.00 |
5,947.50 |
5,801.00 |
|
R2 |
5,858.25 |
5,858.25 |
5,788.50 |
|
R1 |
5,810.75 |
5,810.75 |
5,776.00 |
5,834.50 |
PP |
5,721.50 |
5,721.50 |
5,721.50 |
5,733.25 |
S1 |
5,674.00 |
5,674.00 |
5,751.00 |
5,697.75 |
S2 |
5,584.75 |
5,584.75 |
5,738.50 |
|
S3 |
5,448.00 |
5,537.25 |
5,726.00 |
|
S4 |
5,311.25 |
5,400.50 |
5,688.25 |
|
|
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 |
5,632.00 |
220.00 |
3.8% |
86.50 |
1.5% |
60% |
False |
True |
314,583 |
10 |
5,852.00 |
5,632.00 |
220.00 |
3.8% |
84.25 |
1.5% |
60% |
False |
True |
325,672 |
20 |
5,907.50 |
5,632.00 |
275.50 |
4.8% |
80.00 |
1.4% |
48% |
False |
True |
275,229 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
61.50 |
1.1% |
59% |
False |
False |
137,880 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.6% |
56.00 |
1.0% |
74% |
False |
False |
91,973 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.2% |
51.75 |
0.9% |
76% |
False |
False |
69,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,350.00 |
2.618 |
6,126.75 |
1.618 |
5,990.00 |
1.000 |
5,905.50 |
0.618 |
5,853.25 |
HIGH |
5,768.75 |
0.618 |
5,716.50 |
0.500 |
5,700.50 |
0.382 |
5,684.25 |
LOW |
5,632.00 |
0.618 |
5,547.50 |
1.000 |
5,495.25 |
1.618 |
5,410.75 |
2.618 |
5,274.00 |
4.250 |
5,050.75 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,742.50 |
5,756.25 |
PP |
5,721.50 |
5,749.25 |
S1 |
5,700.50 |
5,742.00 |
|