| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,268.4 |
1,262.7 |
-5.7 |
-0.4% |
1,282.6 |
| High |
1,284.2 |
1,268.5 |
-15.7 |
-1.2% |
1,298.8 |
| Low |
1,259.0 |
1,252.7 |
-6.3 |
-0.5% |
1,266.7 |
| Close |
1,275.9 |
1,254.6 |
-21.3 |
-1.7% |
1,271.4 |
| Range |
25.2 |
15.8 |
-9.4 |
-37.3% |
32.1 |
| ATR |
14.0 |
14.7 |
0.7 |
4.7% |
0.0 |
| Volume |
348,339 |
255,149 |
-93,190 |
-26.8% |
1,093,090 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.0 |
1,296.1 |
1,263.3 |
|
| R3 |
1,290.2 |
1,280.3 |
1,258.9 |
|
| R2 |
1,274.4 |
1,274.4 |
1,257.5 |
|
| R1 |
1,264.5 |
1,264.5 |
1,256.0 |
1,261.6 |
| PP |
1,258.6 |
1,258.6 |
1,258.6 |
1,257.1 |
| S1 |
1,248.7 |
1,248.7 |
1,253.2 |
1,245.8 |
| S2 |
1,242.8 |
1,242.8 |
1,251.7 |
|
| S3 |
1,227.0 |
1,232.9 |
1,250.3 |
|
| S4 |
1,211.2 |
1,217.1 |
1,245.9 |
|
|
| 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 |
1,284.6 |
1,252.7 |
31.9 |
2.5% |
15.2 |
1.2% |
6% |
False |
True |
234,261 |
| 10 |
1,298.8 |
1,252.7 |
46.1 |
3.7% |
15.0 |
1.2% |
4% |
False |
True |
231,747 |
| 20 |
1,298.8 |
1,249.1 |
49.7 |
4.0% |
13.6 |
1.1% |
11% |
False |
False |
170,475 |
| 40 |
1,298.8 |
1,217.8 |
81.0 |
6.5% |
12.8 |
1.0% |
45% |
False |
False |
92,841 |
| 60 |
1,300.3 |
1,217.8 |
82.5 |
6.6% |
12.5 |
1.0% |
45% |
False |
False |
63,157 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.4 |
1.0% |
54% |
False |
False |
48,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,335.7 |
|
2.618 |
1,309.9 |
|
1.618 |
1,294.1 |
|
1.000 |
1,284.3 |
|
0.618 |
1,278.3 |
|
HIGH |
1,268.5 |
|
0.618 |
1,262.5 |
|
0.500 |
1,260.6 |
|
0.382 |
1,258.7 |
|
LOW |
1,252.7 |
|
0.618 |
1,242.9 |
|
1.000 |
1,236.9 |
|
1.618 |
1,227.1 |
|
2.618 |
1,211.3 |
|
4.250 |
1,185.6 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.6 |
1,268.5 |
| PP |
1,258.6 |
1,263.8 |
| S1 |
1,256.6 |
1,259.2 |
|