| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,695.0 |
12,723.0 |
28.0 |
0.2% |
12,817.0 |
| High |
12,742.5 |
12,827.0 |
84.5 |
0.7% |
12,827.0 |
| Low |
12,671.5 |
12,698.5 |
27.0 |
0.2% |
12,633.5 |
| Close |
12,715.5 |
12,803.0 |
87.5 |
0.7% |
12,803.0 |
| Range |
71.0 |
128.5 |
57.5 |
81.0% |
193.5 |
| ATR |
113.7 |
114.8 |
1.1 |
0.9% |
0.0 |
| Volume |
87,993 |
87,823 |
-170 |
-0.2% |
338,642 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,161.7 |
13,110.8 |
12,873.7 |
|
| R3 |
13,033.2 |
12,982.3 |
12,838.3 |
|
| R2 |
12,904.7 |
12,904.7 |
12,826.6 |
|
| R1 |
12,853.8 |
12,853.8 |
12,814.8 |
12,879.3 |
| PP |
12,776.2 |
12,776.2 |
12,776.2 |
12,788.9 |
| S1 |
12,725.3 |
12,725.3 |
12,791.2 |
12,750.8 |
| S2 |
12,647.7 |
12,647.7 |
12,779.4 |
|
| S3 |
12,519.2 |
12,596.8 |
12,767.7 |
|
| S4 |
12,390.7 |
12,468.3 |
12,732.3 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,335.0 |
13,262.5 |
12,909.4 |
|
| R3 |
13,141.5 |
13,069.0 |
12,856.2 |
|
| R2 |
12,948.0 |
12,948.0 |
12,838.5 |
|
| R1 |
12,875.5 |
12,875.5 |
12,820.7 |
12,815.0 |
| PP |
12,754.5 |
12,754.5 |
12,754.5 |
12,724.3 |
| S1 |
12,682.0 |
12,682.0 |
12,785.3 |
12,621.5 |
| S2 |
12,561.0 |
12,561.0 |
12,767.5 |
|
| S3 |
12,367.5 |
12,488.5 |
12,749.8 |
|
| S4 |
12,174.0 |
12,295.0 |
12,696.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,827.0 |
12,633.5 |
193.5 |
1.5% |
90.3 |
0.7% |
88% |
True |
False |
67,728 |
| 10 |
12,879.5 |
12,526.0 |
353.5 |
2.8% |
98.6 |
0.8% |
78% |
False |
False |
74,006 |
| 20 |
12,879.5 |
12,491.5 |
388.0 |
3.0% |
108.3 |
0.8% |
80% |
False |
False |
77,013 |
| 40 |
12,879.5 |
11,962.5 |
917.0 |
7.2% |
112.1 |
0.9% |
92% |
False |
False |
76,971 |
| 60 |
12,879.5 |
11,878.5 |
1,001.0 |
7.8% |
113.0 |
0.9% |
92% |
False |
False |
77,141 |
| 80 |
12,879.5 |
11,722.0 |
1,157.5 |
9.0% |
108.8 |
0.8% |
93% |
False |
False |
59,849 |
| 100 |
12,879.5 |
11,456.0 |
1,423.5 |
11.1% |
107.6 |
0.8% |
95% |
False |
False |
47,982 |
| 120 |
12,879.5 |
11,405.0 |
1,474.5 |
11.5% |
101.2 |
0.8% |
95% |
False |
False |
40,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,373.1 |
|
2.618 |
13,163.4 |
|
1.618 |
13,034.9 |
|
1.000 |
12,955.5 |
|
0.618 |
12,906.4 |
|
HIGH |
12,827.0 |
|
0.618 |
12,777.9 |
|
0.500 |
12,762.8 |
|
0.382 |
12,747.6 |
|
LOW |
12,698.5 |
|
0.618 |
12,619.1 |
|
1.000 |
12,570.0 |
|
1.618 |
12,490.6 |
|
2.618 |
12,362.1 |
|
4.250 |
12,152.4 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,789.6 |
12,778.8 |
| PP |
12,776.2 |
12,754.5 |
| S1 |
12,762.8 |
12,730.3 |
|