| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,718.5 |
12,752.5 |
34.0 |
0.3% |
12,807.5 |
| High |
12,812.0 |
12,773.0 |
-39.0 |
-0.3% |
12,812.0 |
| Low |
12,691.5 |
12,654.0 |
-37.5 |
-0.3% |
12,627.0 |
| Close |
12,794.0 |
12,696.5 |
-97.5 |
-0.8% |
12,794.0 |
| Range |
120.5 |
119.0 |
-1.5 |
-1.2% |
185.0 |
| ATR |
105.1 |
107.6 |
2.5 |
2.4% |
0.0 |
| Volume |
41,348 |
92,518 |
51,170 |
123.8% |
54,301 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,064.8 |
12,999.7 |
12,762.0 |
|
| R3 |
12,945.8 |
12,880.7 |
12,729.2 |
|
| R2 |
12,826.8 |
12,826.8 |
12,718.3 |
|
| R1 |
12,761.7 |
12,761.7 |
12,707.4 |
12,734.8 |
| PP |
12,707.8 |
12,707.8 |
12,707.8 |
12,694.4 |
| S1 |
12,642.7 |
12,642.7 |
12,685.6 |
12,615.8 |
| S2 |
12,588.8 |
12,588.8 |
12,674.7 |
|
| S3 |
12,469.8 |
12,523.7 |
12,663.8 |
|
| S4 |
12,350.8 |
12,404.7 |
12,631.1 |
|
|
| 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 |
1.5% |
107.8 |
0.8% |
38% |
False |
False |
29,363 |
| 10 |
12,865.0 |
12,563.5 |
301.5 |
2.4% |
95.6 |
0.8% |
44% |
False |
False |
15,095 |
| 20 |
12,865.0 |
12,487.0 |
378.0 |
3.0% |
97.0 |
0.8% |
55% |
False |
False |
7,836 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.6% |
100.9 |
0.8% |
76% |
False |
False |
4,030 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.3% |
101.1 |
0.8% |
78% |
False |
False |
2,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,278.8 |
|
2.618 |
13,084.5 |
|
1.618 |
12,965.5 |
|
1.000 |
12,892.0 |
|
0.618 |
12,846.5 |
|
HIGH |
12,773.0 |
|
0.618 |
12,727.5 |
|
0.500 |
12,713.5 |
|
0.382 |
12,699.5 |
|
LOW |
12,654.0 |
|
0.618 |
12,580.5 |
|
1.000 |
12,535.0 |
|
1.618 |
12,461.5 |
|
2.618 |
12,342.5 |
|
4.250 |
12,148.3 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,713.5 |
12,733.0 |
| PP |
12,707.8 |
12,720.8 |
| S1 |
12,702.2 |
12,708.7 |
|