| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,412.0 |
1,413.1 |
1.1 |
0.1% |
1,421.0 |
| High |
1,415.3 |
1,417.0 |
1.7 |
0.1% |
1,429.7 |
| Low |
1,400.1 |
1,397.4 |
-2.7 |
-0.2% |
1,397.4 |
| Close |
1,411.3 |
1,409.1 |
-2.2 |
-0.2% |
1,409.1 |
| Range |
15.2 |
19.6 |
4.4 |
28.9% |
32.3 |
| ATR |
15.7 |
16.0 |
0.3 |
1.8% |
0.0 |
| Volume |
156,774 |
127,743 |
-29,031 |
-18.5% |
969,194 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.8 |
1,457.5 |
1,420.0 |
|
| R3 |
1,447.0 |
1,437.8 |
1,414.5 |
|
| R2 |
1,427.5 |
1,427.5 |
1,412.8 |
|
| R1 |
1,418.3 |
1,418.3 |
1,411.0 |
1,413.0 |
| PP |
1,407.8 |
1,407.8 |
1,407.8 |
1,405.3 |
| S1 |
1,398.8 |
1,398.8 |
1,407.3 |
1,393.5 |
| S2 |
1,388.3 |
1,388.3 |
1,405.5 |
|
| S3 |
1,368.8 |
1,379.0 |
1,403.8 |
|
| S4 |
1,349.0 |
1,359.5 |
1,398.3 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,509.0 |
1,491.3 |
1,426.8 |
|
| R3 |
1,476.8 |
1,459.0 |
1,418.0 |
|
| R2 |
1,444.3 |
1,444.3 |
1,415.0 |
|
| R1 |
1,426.8 |
1,426.8 |
1,412.0 |
1,419.5 |
| PP |
1,412.0 |
1,412.0 |
1,412.0 |
1,408.5 |
| S1 |
1,394.5 |
1,394.5 |
1,406.3 |
1,387.0 |
| S2 |
1,379.8 |
1,379.8 |
1,403.3 |
|
| S3 |
1,347.5 |
1,362.3 |
1,400.3 |
|
| S4 |
1,315.3 |
1,329.8 |
1,391.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,429.7 |
1,397.4 |
32.3 |
2.3% |
15.3 |
1.1% |
36% |
False |
True |
193,838 |
| 10 |
1,434.6 |
1,383.3 |
51.3 |
3.6% |
17.3 |
1.2% |
50% |
False |
False |
142,268 |
| 20 |
1,434.6 |
1,351.0 |
83.6 |
5.9% |
15.5 |
1.1% |
69% |
False |
False |
71,241 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
12.3 |
0.9% |
72% |
False |
False |
35,678 |
| 60 |
1,434.6 |
1,339.5 |
95.1 |
6.7% |
11.3 |
0.8% |
73% |
False |
False |
23,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,500.3 |
|
2.618 |
1,468.3 |
|
1.618 |
1,448.8 |
|
1.000 |
1,436.5 |
|
0.618 |
1,429.0 |
|
HIGH |
1,417.0 |
|
0.618 |
1,409.5 |
|
0.500 |
1,407.3 |
|
0.382 |
1,405.0 |
|
LOW |
1,397.5 |
|
0.618 |
1,385.3 |
|
1.000 |
1,377.8 |
|
1.618 |
1,365.8 |
|
2.618 |
1,346.0 |
|
4.250 |
1,314.0 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,408.5 |
1,413.5 |
| PP |
1,407.8 |
1,412.0 |
| S1 |
1,407.3 |
1,410.5 |
|