Trading Metrics calculated at close of trading on 29-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,673.75 |
5,766.25 |
92.50 |
1.6% |
5,694.25 |
High |
5,768.75 |
5,776.00 |
7.25 |
0.1% |
5,815.50 |
Low |
5,632.00 |
5,601.00 |
-31.00 |
-0.6% |
5,683.25 |
Close |
5,763.50 |
5,653.00 |
-110.50 |
-1.9% |
5,812.25 |
Range |
136.75 |
175.00 |
38.25 |
28.0% |
132.25 |
ATR |
75.82 |
82.91 |
7.08 |
9.3% |
0.00 |
Volume |
396,603 |
604,720 |
208,117 |
52.5% |
1,338,984 |
|
Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,201.75 |
6,102.25 |
5,749.25 |
|
R3 |
6,026.75 |
5,927.25 |
5,701.00 |
|
R2 |
5,851.75 |
5,851.75 |
5,685.00 |
|
R1 |
5,752.25 |
5,752.25 |
5,669.00 |
5,714.50 |
PP |
5,676.75 |
5,676.75 |
5,676.75 |
5,657.75 |
S1 |
5,577.25 |
5,577.25 |
5,637.00 |
5,539.50 |
S2 |
5,501.75 |
5,501.75 |
5,621.00 |
|
S3 |
5,326.75 |
5,402.25 |
5,605.00 |
|
S4 |
5,151.75 |
5,227.25 |
5,556.75 |
|
|
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 |
5,601.00 |
251.00 |
4.4% |
112.75 |
2.0% |
21% |
False |
True |
388,923 |
10 |
5,852.00 |
5,601.00 |
251.00 |
4.4% |
92.50 |
1.6% |
21% |
False |
True |
342,633 |
20 |
5,907.50 |
5,601.00 |
306.50 |
5.4% |
86.50 |
1.5% |
17% |
False |
True |
305,150 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.2% |
65.50 |
1.2% |
27% |
False |
False |
152,992 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.8% |
58.25 |
1.0% |
54% |
False |
False |
102,049 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.4% |
53.75 |
1.0% |
57% |
False |
False |
76,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,519.75 |
2.618 |
6,234.25 |
1.618 |
6,059.25 |
1.000 |
5,951.00 |
0.618 |
5,884.25 |
HIGH |
5,776.00 |
0.618 |
5,709.25 |
0.500 |
5,688.50 |
0.382 |
5,667.75 |
LOW |
5,601.00 |
0.618 |
5,492.75 |
1.000 |
5,426.00 |
1.618 |
5,317.75 |
2.618 |
5,142.75 |
4.250 |
4,857.25 |
|
|
Fisher Pivots for day following 29-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,688.50 |
5,692.50 |
PP |
5,676.75 |
5,679.25 |
S1 |
5,664.75 |
5,666.25 |
|