| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,252.1 |
1,242.2 |
-9.9 |
-0.8% |
1,266.4 |
| High |
1,252.2 |
1,245.7 |
-6.5 |
-0.5% |
1,278.0 |
| Low |
1,241.9 |
1,240.5 |
-1.4 |
-0.1% |
1,250.3 |
| Close |
1,244.2 |
1,241.0 |
-3.2 |
-0.3% |
1,254.0 |
| Range |
10.3 |
5.2 |
-5.1 |
-49.5% |
27.7 |
| ATR |
13.1 |
12.5 |
-0.6 |
-4.3% |
0.0 |
| Volume |
108 |
75 |
-33 |
-30.6% |
1,518 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.0 |
1,254.7 |
1,243.9 |
|
| R3 |
1,252.8 |
1,249.5 |
1,242.4 |
|
| R2 |
1,247.6 |
1,247.6 |
1,242.0 |
|
| R1 |
1,244.3 |
1,244.3 |
1,241.5 |
1,243.4 |
| PP |
1,242.4 |
1,242.4 |
1,242.4 |
1,241.9 |
| S1 |
1,239.1 |
1,239.1 |
1,240.5 |
1,238.2 |
| S2 |
1,237.2 |
1,237.2 |
1,240.0 |
|
| S3 |
1,232.0 |
1,233.9 |
1,239.6 |
|
| S4 |
1,226.8 |
1,228.7 |
1,238.1 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.9 |
1,326.6 |
1,269.2 |
|
| R3 |
1,316.2 |
1,298.9 |
1,261.6 |
|
| R2 |
1,288.5 |
1,288.5 |
1,259.1 |
|
| R1 |
1,271.2 |
1,271.2 |
1,256.5 |
1,266.0 |
| PP |
1,260.8 |
1,260.8 |
1,260.8 |
1,258.2 |
| S1 |
1,243.5 |
1,243.5 |
1,251.5 |
1,238.3 |
| S2 |
1,233.1 |
1,233.1 |
1,248.9 |
|
| S3 |
1,205.4 |
1,215.8 |
1,246.4 |
|
| S4 |
1,177.7 |
1,188.1 |
1,238.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.0 |
1,240.5 |
37.5 |
3.0% |
10.9 |
0.9% |
1% |
False |
True |
259 |
| 10 |
1,293.1 |
1,240.5 |
52.6 |
4.2% |
11.0 |
0.9% |
1% |
False |
True |
312 |
| 20 |
1,295.2 |
1,240.5 |
54.7 |
4.4% |
11.6 |
0.9% |
1% |
False |
True |
57,318 |
| 40 |
1,295.2 |
1,214.3 |
80.9 |
6.5% |
12.2 |
1.0% |
33% |
False |
False |
147,502 |
| 60 |
1,297.4 |
1,214.3 |
83.1 |
6.7% |
12.4 |
1.0% |
32% |
False |
False |
169,691 |
| 80 |
1,297.4 |
1,198.0 |
99.4 |
8.0% |
12.5 |
1.0% |
43% |
False |
False |
133,058 |
| 100 |
1,297.4 |
1,186.0 |
111.4 |
9.0% |
12.7 |
1.0% |
49% |
False |
False |
107,582 |
| 120 |
1,297.4 |
1,143.1 |
154.3 |
12.4% |
13.0 |
1.0% |
63% |
False |
False |
90,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,267.8 |
|
2.618 |
1,259.3 |
|
1.618 |
1,254.1 |
|
1.000 |
1,250.9 |
|
0.618 |
1,248.9 |
|
HIGH |
1,245.7 |
|
0.618 |
1,243.7 |
|
0.500 |
1,243.1 |
|
0.382 |
1,242.5 |
|
LOW |
1,240.5 |
|
0.618 |
1,237.3 |
|
1.000 |
1,235.3 |
|
1.618 |
1,232.1 |
|
2.618 |
1,226.9 |
|
4.250 |
1,218.4 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.1 |
1,247.9 |
| PP |
1,242.4 |
1,245.6 |
| S1 |
1,241.7 |
1,243.3 |
|