| 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 |
1,267.7 |
1,268.4 |
0.7 |
0.1% |
1,282.6 |
| High |
1,271.0 |
1,284.2 |
13.2 |
1.0% |
1,298.8 |
| Low |
1,260.5 |
1,259.0 |
-1.5 |
-0.1% |
1,266.7 |
| Close |
1,268.6 |
1,275.9 |
7.3 |
0.6% |
1,271.4 |
| Range |
10.5 |
25.2 |
14.7 |
140.0% |
32.1 |
| ATR |
13.2 |
14.0 |
0.9 |
6.5% |
0.0 |
| Volume |
175,599 |
348,339 |
172,740 |
98.4% |
1,093,090 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.6 |
1,337.5 |
1,289.8 |
|
| R3 |
1,323.4 |
1,312.3 |
1,282.8 |
|
| R2 |
1,298.2 |
1,298.2 |
1,280.5 |
|
| R1 |
1,287.1 |
1,287.1 |
1,278.2 |
1,292.7 |
| PP |
1,273.0 |
1,273.0 |
1,273.0 |
1,275.8 |
| S1 |
1,261.9 |
1,261.9 |
1,273.6 |
1,267.5 |
| S2 |
1,247.8 |
1,247.8 |
1,271.3 |
|
| S3 |
1,222.6 |
1,236.7 |
1,269.0 |
|
| S4 |
1,197.4 |
1,211.5 |
1,262.0 |
|
|
| 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 |
1,291.5 |
1,259.0 |
32.5 |
2.5% |
15.7 |
1.2% |
52% |
False |
True |
234,718 |
| 10 |
1,298.8 |
1,259.0 |
39.8 |
3.1% |
14.4 |
1.1% |
42% |
False |
True |
224,351 |
| 20 |
1,298.8 |
1,240.0 |
58.8 |
4.6% |
14.1 |
1.1% |
61% |
False |
False |
158,954 |
| 40 |
1,298.8 |
1,217.8 |
81.0 |
6.3% |
12.8 |
1.0% |
72% |
False |
False |
86,634 |
| 60 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.6 |
1.0% |
70% |
False |
False |
58,932 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.3 |
1.0% |
75% |
False |
False |
44,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,391.3 |
|
2.618 |
1,350.2 |
|
1.618 |
1,325.0 |
|
1.000 |
1,309.4 |
|
0.618 |
1,299.8 |
|
HIGH |
1,284.2 |
|
0.618 |
1,274.6 |
|
0.500 |
1,271.6 |
|
0.382 |
1,268.6 |
|
LOW |
1,259.0 |
|
0.618 |
1,243.4 |
|
1.000 |
1,233.8 |
|
1.618 |
1,218.2 |
|
2.618 |
1,193.0 |
|
4.250 |
1,151.9 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.5 |
1,274.5 |
| PP |
1,273.0 |
1,273.0 |
| S1 |
1,271.6 |
1,271.6 |
|