| 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 |
12,685.0 |
12,718.5 |
33.5 |
0.3% |
12,807.5 |
| High |
12,732.0 |
12,812.0 |
80.0 |
0.6% |
12,812.0 |
| Low |
12,671.0 |
12,691.5 |
20.5 |
0.2% |
12,627.0 |
| Close |
12,706.5 |
12,794.0 |
87.5 |
0.7% |
12,794.0 |
| Range |
61.0 |
120.5 |
59.5 |
97.5% |
185.0 |
| ATR |
103.9 |
105.1 |
1.2 |
1.1% |
0.0 |
| Volume |
6,977 |
41,348 |
34,371 |
492.6% |
54,301 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,127.3 |
13,081.2 |
12,860.3 |
|
| R3 |
13,006.8 |
12,960.7 |
12,827.1 |
|
| R2 |
12,886.3 |
12,886.3 |
12,816.1 |
|
| R1 |
12,840.2 |
12,840.2 |
12,805.0 |
12,863.3 |
| PP |
12,765.8 |
12,765.8 |
12,765.8 |
12,777.4 |
| S1 |
12,719.7 |
12,719.7 |
12,783.0 |
12,742.8 |
| S2 |
12,645.3 |
12,645.3 |
12,771.9 |
|
| S3 |
12,524.8 |
12,599.2 |
12,760.9 |
|
| S4 |
12,404.3 |
12,478.7 |
12,727.7 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,299.3 |
13,231.7 |
12,895.8 |
|
| R3 |
13,114.3 |
13,046.7 |
12,844.9 |
|
| R2 |
12,929.3 |
12,929.3 |
12,827.9 |
|
| R1 |
12,861.7 |
12,861.7 |
12,811.0 |
12,803.0 |
| PP |
12,744.3 |
12,744.3 |
12,744.3 |
12,715.0 |
| S1 |
12,676.7 |
12,676.7 |
12,777.0 |
12,618.0 |
| S2 |
12,559.3 |
12,559.3 |
12,760.1 |
|
| S3 |
12,374.3 |
12,491.7 |
12,743.1 |
|
| S4 |
12,189.3 |
12,306.7 |
12,692.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,812.0 |
12,627.0 |
185.0 |
1.4% |
84.0 |
0.7% |
90% |
True |
False |
10,860 |
| 10 |
12,865.0 |
12,563.5 |
301.5 |
2.4% |
89.4 |
0.7% |
76% |
False |
False |
5,873 |
| 20 |
12,865.0 |
12,487.0 |
378.0 |
3.0% |
96.2 |
0.8% |
81% |
False |
False |
3,219 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.5% |
100.7 |
0.8% |
86% |
False |
False |
1,721 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.3% |
99.8 |
0.8% |
87% |
False |
False |
1,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,324.1 |
|
2.618 |
13,127.5 |
|
1.618 |
13,007.0 |
|
1.000 |
12,932.5 |
|
0.618 |
12,886.5 |
|
HIGH |
12,812.0 |
|
0.618 |
12,766.0 |
|
0.500 |
12,751.8 |
|
0.382 |
12,737.5 |
|
LOW |
12,691.5 |
|
0.618 |
12,617.0 |
|
1.000 |
12,571.0 |
|
1.618 |
12,496.5 |
|
2.618 |
12,376.0 |
|
4.250 |
12,179.4 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,779.9 |
12,769.2 |
| PP |
12,765.8 |
12,744.3 |
| S1 |
12,751.8 |
12,719.5 |
|