| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,264.1 |
1,269.4 |
5.3 |
0.4% |
1,279.2 |
| High |
1,266.9 |
1,278.0 |
11.1 |
0.9% |
1,295.2 |
| Low |
1,259.7 |
1,256.8 |
-2.9 |
-0.2% |
1,264.6 |
| Close |
1,265.8 |
1,272.8 |
7.0 |
0.6% |
1,268.5 |
| Range |
7.2 |
21.2 |
14.0 |
194.4% |
30.6 |
| ATR |
12.6 |
13.2 |
0.6 |
4.9% |
0.0 |
| Volume |
150 |
336 |
186 |
124.0% |
2,802 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.8 |
1,324.0 |
1,284.5 |
|
| R3 |
1,311.6 |
1,302.8 |
1,278.6 |
|
| R2 |
1,290.4 |
1,290.4 |
1,276.7 |
|
| R1 |
1,281.6 |
1,281.6 |
1,274.7 |
1,286.0 |
| PP |
1,269.2 |
1,269.2 |
1,269.2 |
1,271.4 |
| S1 |
1,260.4 |
1,260.4 |
1,270.9 |
1,264.8 |
| S2 |
1,248.0 |
1,248.0 |
1,268.9 |
|
| S3 |
1,226.8 |
1,239.2 |
1,267.0 |
|
| S4 |
1,205.6 |
1,218.0 |
1,261.1 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.9 |
1,348.8 |
1,285.3 |
|
| R3 |
1,337.3 |
1,318.2 |
1,276.9 |
|
| R2 |
1,306.7 |
1,306.7 |
1,274.1 |
|
| R1 |
1,287.6 |
1,287.6 |
1,271.3 |
1,281.9 |
| PP |
1,276.1 |
1,276.1 |
1,276.1 |
1,273.2 |
| S1 |
1,257.0 |
1,257.0 |
1,265.7 |
1,251.3 |
| S2 |
1,245.5 |
1,245.5 |
1,262.9 |
|
| S3 |
1,214.9 |
1,226.4 |
1,260.1 |
|
| S4 |
1,184.3 |
1,195.8 |
1,251.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,287.6 |
1,256.8 |
30.8 |
2.4% |
13.5 |
1.1% |
52% |
False |
True |
305 |
| 10 |
1,295.2 |
1,256.8 |
38.4 |
3.0% |
12.6 |
1.0% |
42% |
False |
True |
610 |
| 20 |
1,295.2 |
1,236.3 |
58.9 |
4.6% |
13.2 |
1.0% |
62% |
False |
False |
115,515 |
| 40 |
1,295.2 |
1,214.3 |
80.9 |
6.4% |
12.6 |
1.0% |
72% |
False |
False |
173,447 |
| 60 |
1,297.4 |
1,214.3 |
83.1 |
6.5% |
12.7 |
1.0% |
70% |
False |
False |
172,572 |
| 80 |
1,297.4 |
1,198.0 |
99.4 |
7.8% |
12.7 |
1.0% |
75% |
False |
False |
133,440 |
| 100 |
1,297.4 |
1,186.0 |
111.4 |
8.8% |
13.0 |
1.0% |
78% |
False |
False |
107,882 |
| 120 |
1,297.4 |
1,134.6 |
162.8 |
12.8% |
13.0 |
1.0% |
85% |
False |
False |
90,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.1 |
|
2.618 |
1,333.5 |
|
1.618 |
1,312.3 |
|
1.000 |
1,299.2 |
|
0.618 |
1,291.1 |
|
HIGH |
1,278.0 |
|
0.618 |
1,269.9 |
|
0.500 |
1,267.4 |
|
0.382 |
1,264.9 |
|
LOW |
1,256.8 |
|
0.618 |
1,243.7 |
|
1.000 |
1,235.6 |
|
1.618 |
1,222.5 |
|
2.618 |
1,201.3 |
|
4.250 |
1,166.7 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,271.0 |
1,271.0 |
| PP |
1,269.2 |
1,269.2 |
| S1 |
1,267.4 |
1,267.4 |
|