Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
5,766.25 |
5,648.25 |
-118.00 |
-2.0% |
5,803.00 |
High |
5,776.00 |
5,686.50 |
-89.50 |
-1.5% |
5,852.00 |
Low |
5,601.00 |
5,623.50 |
22.50 |
0.4% |
5,601.00 |
Close |
5,653.00 |
5,652.75 |
-0.25 |
0.0% |
5,652.75 |
Range |
175.00 |
63.00 |
-112.00 |
-64.0% |
251.00 |
ATR |
82.91 |
81.48 |
-1.42 |
-1.7% |
0.00 |
Volume |
604,720 |
336,513 |
-268,207 |
-44.4% |
2,067,578 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,843.25 |
5,811.00 |
5,687.50 |
|
R3 |
5,780.25 |
5,748.00 |
5,670.00 |
|
R2 |
5,717.25 |
5,717.25 |
5,664.25 |
|
R1 |
5,685.00 |
5,685.00 |
5,658.50 |
5,701.00 |
PP |
5,654.25 |
5,654.25 |
5,654.25 |
5,662.25 |
S1 |
5,622.00 |
5,622.00 |
5,647.00 |
5,638.00 |
S2 |
5,591.25 |
5,591.25 |
5,641.25 |
|
S3 |
5,528.25 |
5,559.00 |
5,635.50 |
|
S4 |
5,465.25 |
5,496.00 |
5,618.00 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,455.00 |
6,304.75 |
5,790.75 |
|
R3 |
6,204.00 |
6,053.75 |
5,721.75 |
|
R2 |
5,953.00 |
5,953.00 |
5,698.75 |
|
R1 |
5,802.75 |
5,802.75 |
5,675.75 |
5,752.50 |
PP |
5,702.00 |
5,702.00 |
5,702.00 |
5,676.75 |
S1 |
5,551.75 |
5,551.75 |
5,629.75 |
5,501.50 |
S2 |
5,451.00 |
5,451.00 |
5,606.75 |
|
S3 |
5,200.00 |
5,300.75 |
5,583.75 |
|
S4 |
4,949.00 |
5,049.75 |
5,514.75 |
|
|
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% |
114.75 |
2.0% |
21% |
False |
False |
413,515 |
10 |
5,852.00 |
5,601.00 |
251.00 |
4.4% |
92.25 |
1.6% |
21% |
False |
False |
340,656 |
20 |
5,907.50 |
5,601.00 |
306.50 |
5.4% |
86.25 |
1.5% |
17% |
False |
False |
321,716 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.2% |
66.25 |
1.2% |
27% |
False |
False |
161,399 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.8% |
58.00 |
1.0% |
54% |
False |
False |
107,652 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.4% |
54.00 |
1.0% |
57% |
False |
False |
80,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,954.25 |
2.618 |
5,851.50 |
1.618 |
5,788.50 |
1.000 |
5,749.50 |
0.618 |
5,725.50 |
HIGH |
5,686.50 |
0.618 |
5,662.50 |
0.500 |
5,655.00 |
0.382 |
5,647.50 |
LOW |
5,623.50 |
0.618 |
5,584.50 |
1.000 |
5,560.50 |
1.618 |
5,521.50 |
2.618 |
5,458.50 |
4.250 |
5,355.75 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
5,655.00 |
5,688.50 |
PP |
5,654.25 |
5,676.50 |
S1 |
5,653.50 |
5,664.75 |
|