| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,804.0 |
12,718.0 |
-86.0 |
-0.7% |
12,752.5 |
| High |
12,805.0 |
12,757.0 |
-48.0 |
-0.4% |
12,915.0 |
| Low |
12,610.0 |
12,700.0 |
90.0 |
0.7% |
12,610.0 |
| Close |
12,687.0 |
12,734.0 |
47.0 |
0.4% |
12,734.0 |
| Range |
195.0 |
57.0 |
-138.0 |
-70.8% |
305.0 |
| ATR |
118.8 |
115.3 |
-3.5 |
-2.9% |
0.0 |
| Volume |
76,075 |
73,139 |
-2,936 |
-3.9% |
363,537 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,901.3 |
12,874.7 |
12,765.4 |
|
| R3 |
12,844.3 |
12,817.7 |
12,749.7 |
|
| R2 |
12,787.3 |
12,787.3 |
12,744.5 |
|
| R1 |
12,760.7 |
12,760.7 |
12,739.2 |
12,774.0 |
| PP |
12,730.3 |
12,730.3 |
12,730.3 |
12,737.0 |
| S1 |
12,703.7 |
12,703.7 |
12,728.8 |
12,717.0 |
| S2 |
12,673.3 |
12,673.3 |
12,723.6 |
|
| S3 |
12,616.3 |
12,646.7 |
12,718.3 |
|
| S4 |
12,559.3 |
12,589.7 |
12,702.7 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,668.0 |
13,506.0 |
12,901.8 |
|
| R3 |
13,363.0 |
13,201.0 |
12,817.9 |
|
| R2 |
13,058.0 |
13,058.0 |
12,789.9 |
|
| R1 |
12,896.0 |
12,896.0 |
12,762.0 |
12,824.5 |
| PP |
12,753.0 |
12,753.0 |
12,753.0 |
12,717.3 |
| S1 |
12,591.0 |
12,591.0 |
12,706.0 |
12,519.5 |
| S2 |
12,448.0 |
12,448.0 |
12,678.1 |
|
| S3 |
12,143.0 |
12,286.0 |
12,650.1 |
|
| S4 |
11,838.0 |
11,981.0 |
12,566.3 |
|
|
| 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% |
126.7 |
1.0% |
41% |
False |
False |
72,707 |
| 10 |
12,915.0 |
12,610.0 |
305.0 |
2.4% |
105.4 |
0.8% |
41% |
False |
False |
41,783 |
| 20 |
12,915.0 |
12,525.0 |
390.0 |
3.1% |
99.1 |
0.8% |
54% |
False |
False |
21,273 |
| 40 |
12,928.0 |
12,028.0 |
900.0 |
7.1% |
102.3 |
0.8% |
78% |
False |
False |
10,773 |
| 60 |
12,928.0 |
11,870.0 |
1,058.0 |
8.3% |
103.3 |
0.8% |
82% |
False |
False |
7,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,999.3 |
|
2.618 |
12,906.2 |
|
1.618 |
12,849.2 |
|
1.000 |
12,814.0 |
|
0.618 |
12,792.2 |
|
HIGH |
12,757.0 |
|
0.618 |
12,735.2 |
|
0.500 |
12,728.5 |
|
0.382 |
12,721.8 |
|
LOW |
12,700.0 |
|
0.618 |
12,664.8 |
|
1.000 |
12,643.0 |
|
1.618 |
12,607.8 |
|
2.618 |
12,550.8 |
|
4.250 |
12,457.8 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,732.2 |
12,762.5 |
| PP |
12,730.3 |
12,753.0 |
| S1 |
12,728.5 |
12,743.5 |
|