| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,269.7 |
1,267.7 |
-2.0 |
-0.2% |
1,282.6 |
| High |
1,272.4 |
1,271.0 |
-1.4 |
-0.1% |
1,298.8 |
| Low |
1,265.6 |
1,260.5 |
-5.1 |
-0.4% |
1,266.7 |
| Close |
1,268.9 |
1,268.6 |
-0.3 |
0.0% |
1,271.4 |
| Range |
6.8 |
10.5 |
3.7 |
54.4% |
32.1 |
| ATR |
13.4 |
13.2 |
-0.2 |
-1.5% |
0.0 |
| Volume |
173,005 |
175,599 |
2,594 |
1.5% |
1,093,090 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.2 |
1,293.9 |
1,274.4 |
|
| R3 |
1,287.7 |
1,283.4 |
1,271.5 |
|
| R2 |
1,277.2 |
1,277.2 |
1,270.5 |
|
| R1 |
1,272.9 |
1,272.9 |
1,269.6 |
1,275.1 |
| PP |
1,266.7 |
1,266.7 |
1,266.7 |
1,267.8 |
| S1 |
1,262.4 |
1,262.4 |
1,267.6 |
1,264.6 |
| S2 |
1,256.2 |
1,256.2 |
1,266.7 |
|
| S3 |
1,245.7 |
1,251.9 |
1,265.7 |
|
| S4 |
1,235.2 |
1,241.4 |
1,262.8 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.3 |
1,355.4 |
1,289.1 |
|
| R3 |
1,343.2 |
1,323.3 |
1,280.2 |
|
| R2 |
1,311.1 |
1,311.1 |
1,277.3 |
|
| R1 |
1,291.2 |
1,291.2 |
1,274.3 |
1,285.1 |
| PP |
1,279.0 |
1,279.0 |
1,279.0 |
1,275.9 |
| S1 |
1,259.1 |
1,259.1 |
1,268.5 |
1,253.0 |
| S2 |
1,246.9 |
1,246.9 |
1,265.5 |
|
| S3 |
1,214.8 |
1,227.0 |
1,262.6 |
|
| S4 |
1,182.7 |
1,194.9 |
1,253.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.6 |
1,260.5 |
37.1 |
2.9% |
13.2 |
1.0% |
22% |
False |
True |
208,820 |
| 10 |
1,298.8 |
1,260.5 |
38.3 |
3.0% |
13.3 |
1.0% |
21% |
False |
True |
209,947 |
| 20 |
1,298.8 |
1,233.6 |
65.2 |
5.1% |
13.3 |
1.0% |
54% |
False |
False |
142,496 |
| 40 |
1,298.8 |
1,217.8 |
81.0 |
6.4% |
12.5 |
1.0% |
63% |
False |
False |
78,058 |
| 60 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.2 |
1.0% |
62% |
False |
False |
53,152 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.1 |
1.0% |
68% |
False |
False |
40,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.6 |
|
2.618 |
1,298.5 |
|
1.618 |
1,288.0 |
|
1.000 |
1,281.5 |
|
0.618 |
1,277.5 |
|
HIGH |
1,271.0 |
|
0.618 |
1,267.0 |
|
0.500 |
1,265.8 |
|
0.382 |
1,264.5 |
|
LOW |
1,260.5 |
|
0.618 |
1,254.0 |
|
1.000 |
1,250.0 |
|
1.618 |
1,243.5 |
|
2.618 |
1,233.0 |
|
4.250 |
1,215.9 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,267.7 |
1,272.6 |
| PP |
1,266.7 |
1,271.2 |
| S1 |
1,265.8 |
1,269.9 |
|