| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,752.5 |
12,706.5 |
-46.0 |
-0.4% |
12,807.5 |
| High |
12,773.0 |
12,802.0 |
29.0 |
0.2% |
12,812.0 |
| Low |
12,654.0 |
12,688.0 |
34.0 |
0.3% |
12,627.0 |
| Close |
12,696.5 |
12,754.5 |
58.0 |
0.5% |
12,794.0 |
| Range |
119.0 |
114.0 |
-5.0 |
-4.2% |
185.0 |
| ATR |
107.6 |
108.1 |
0.5 |
0.4% |
0.0 |
| Volume |
92,518 |
64,144 |
-28,374 |
-30.7% |
54,301 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,090.2 |
13,036.3 |
12,817.2 |
|
| R3 |
12,976.2 |
12,922.3 |
12,785.9 |
|
| R2 |
12,862.2 |
12,862.2 |
12,775.4 |
|
| R1 |
12,808.3 |
12,808.3 |
12,765.0 |
12,835.3 |
| PP |
12,748.2 |
12,748.2 |
12,748.2 |
12,761.6 |
| S1 |
12,694.3 |
12,694.3 |
12,744.1 |
12,721.3 |
| S2 |
12,634.2 |
12,634.2 |
12,733.6 |
|
| S3 |
12,520.2 |
12,580.3 |
12,723.2 |
|
| S4 |
12,406.2 |
12,466.3 |
12,691.8 |
|
|
| 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% |
104.5 |
0.8% |
69% |
False |
False |
41,922 |
| 10 |
12,865.0 |
12,571.5 |
293.5 |
2.3% |
99.7 |
0.8% |
62% |
False |
False |
21,473 |
| 20 |
12,865.0 |
12,487.0 |
378.0 |
3.0% |
99.9 |
0.8% |
71% |
False |
False |
11,007 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.6% |
101.8 |
0.8% |
82% |
False |
False |
5,619 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.3% |
101.9 |
0.8% |
84% |
False |
False |
3,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,286.5 |
|
2.618 |
13,100.5 |
|
1.618 |
12,986.5 |
|
1.000 |
12,916.0 |
|
0.618 |
12,872.5 |
|
HIGH |
12,802.0 |
|
0.618 |
12,758.5 |
|
0.500 |
12,745.0 |
|
0.382 |
12,731.5 |
|
LOW |
12,688.0 |
|
0.618 |
12,617.5 |
|
1.000 |
12,574.0 |
|
1.618 |
12,503.5 |
|
2.618 |
12,389.5 |
|
4.250 |
12,203.5 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,751.3 |
12,747.3 |
| PP |
12,748.2 |
12,740.2 |
| S1 |
12,745.0 |
12,733.0 |
|