| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,706.5 |
12,771.5 |
65.0 |
0.5% |
12,807.5 |
| High |
12,802.0 |
12,915.0 |
113.0 |
0.9% |
12,812.0 |
| Low |
12,688.0 |
12,766.5 |
78.5 |
0.6% |
12,627.0 |
| Close |
12,754.5 |
12,819.0 |
64.5 |
0.5% |
12,794.0 |
| Range |
114.0 |
148.5 |
34.5 |
30.3% |
185.0 |
| ATR |
108.1 |
111.8 |
3.7 |
3.5% |
0.0 |
| Volume |
64,144 |
57,661 |
-6,483 |
-10.1% |
54,301 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,279.0 |
13,197.5 |
12,900.7 |
|
| R3 |
13,130.5 |
13,049.0 |
12,859.8 |
|
| R2 |
12,982.0 |
12,982.0 |
12,846.2 |
|
| R1 |
12,900.5 |
12,900.5 |
12,832.6 |
12,941.3 |
| PP |
12,833.5 |
12,833.5 |
12,833.5 |
12,853.9 |
| S1 |
12,752.0 |
12,752.0 |
12,805.4 |
12,792.8 |
| S2 |
12,685.0 |
12,685.0 |
12,791.8 |
|
| S3 |
12,536.5 |
12,603.5 |
12,778.2 |
|
| S4 |
12,388.0 |
12,455.0 |
12,737.3 |
|
|
| 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 |
12,915.0 |
12,654.0 |
261.0 |
2.0% |
112.6 |
0.9% |
63% |
True |
False |
52,529 |
| 10 |
12,915.0 |
12,612.0 |
303.0 |
2.4% |
102.2 |
0.8% |
68% |
True |
False |
27,152 |
| 20 |
12,915.0 |
12,487.0 |
428.0 |
3.3% |
95.6 |
0.7% |
78% |
True |
False |
13,856 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.5% |
100.5 |
0.8% |
89% |
False |
False |
7,051 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.3% |
102.9 |
0.8% |
90% |
False |
False |
4,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,546.1 |
|
2.618 |
13,303.8 |
|
1.618 |
13,155.3 |
|
1.000 |
13,063.5 |
|
0.618 |
13,006.8 |
|
HIGH |
12,915.0 |
|
0.618 |
12,858.3 |
|
0.500 |
12,840.8 |
|
0.382 |
12,823.2 |
|
LOW |
12,766.5 |
|
0.618 |
12,674.7 |
|
1.000 |
12,618.0 |
|
1.618 |
12,526.2 |
|
2.618 |
12,377.7 |
|
4.250 |
12,135.4 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,840.8 |
12,807.5 |
| PP |
12,833.5 |
12,796.0 |
| S1 |
12,826.3 |
12,784.5 |
|