| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,771.5 |
12,804.0 |
32.5 |
0.3% |
12,807.5 |
| High |
12,915.0 |
12,805.0 |
-110.0 |
-0.9% |
12,812.0 |
| Low |
12,766.5 |
12,610.0 |
-156.5 |
-1.2% |
12,627.0 |
| Close |
12,819.0 |
12,687.0 |
-132.0 |
-1.0% |
12,794.0 |
| Range |
148.5 |
195.0 |
46.5 |
31.3% |
185.0 |
| ATR |
111.8 |
118.8 |
6.9 |
6.2% |
0.0 |
| Volume |
57,661 |
76,075 |
18,414 |
31.9% |
54,301 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,285.7 |
13,181.3 |
12,794.3 |
|
| R3 |
13,090.7 |
12,986.3 |
12,740.6 |
|
| R2 |
12,895.7 |
12,895.7 |
12,722.8 |
|
| R1 |
12,791.3 |
12,791.3 |
12,704.9 |
12,746.0 |
| PP |
12,700.7 |
12,700.7 |
12,700.7 |
12,678.0 |
| S1 |
12,596.3 |
12,596.3 |
12,669.1 |
12,551.0 |
| S2 |
12,505.7 |
12,505.7 |
12,651.3 |
|
| S3 |
12,310.7 |
12,401.3 |
12,633.4 |
|
| S4 |
12,115.7 |
12,206.3 |
12,579.8 |
|
|
| 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 |
12,915.0 |
12,610.0 |
305.0 |
2.4% |
139.4 |
1.1% |
25% |
False |
True |
66,349 |
| 10 |
12,915.0 |
12,610.0 |
305.0 |
2.4% |
114.3 |
0.9% |
25% |
False |
True |
34,641 |
| 20 |
12,915.0 |
12,525.0 |
390.0 |
3.1% |
98.8 |
0.8% |
42% |
False |
False |
17,631 |
| 40 |
12,928.0 |
11,965.0 |
963.0 |
7.6% |
103.7 |
0.8% |
75% |
False |
False |
8,946 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.3% |
105.9 |
0.8% |
77% |
False |
False |
6,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,633.8 |
|
2.618 |
13,315.5 |
|
1.618 |
13,120.5 |
|
1.000 |
13,000.0 |
|
0.618 |
12,925.5 |
|
HIGH |
12,805.0 |
|
0.618 |
12,730.5 |
|
0.500 |
12,707.5 |
|
0.382 |
12,684.5 |
|
LOW |
12,610.0 |
|
0.618 |
12,489.5 |
|
1.000 |
12,415.0 |
|
1.618 |
12,294.5 |
|
2.618 |
12,099.5 |
|
4.250 |
11,781.3 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,707.5 |
12,762.5 |
| PP |
12,700.7 |
12,737.3 |
| S1 |
12,693.8 |
12,712.2 |
|