| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,718.0 |
12,770.0 |
52.0 |
0.4% |
12,752.5 |
| High |
12,757.0 |
12,911.0 |
154.0 |
1.2% |
12,915.0 |
| Low |
12,700.0 |
12,770.0 |
70.0 |
0.6% |
12,610.0 |
| Close |
12,734.0 |
12,889.5 |
155.5 |
1.2% |
12,734.0 |
| Range |
57.0 |
141.0 |
84.0 |
147.4% |
305.0 |
| ATR |
115.3 |
119.7 |
4.4 |
3.8% |
0.0 |
| Volume |
73,139 |
69,245 |
-3,894 |
-5.3% |
363,537 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,279.8 |
13,225.7 |
12,967.1 |
|
| R3 |
13,138.8 |
13,084.7 |
12,928.3 |
|
| R2 |
12,997.8 |
12,997.8 |
12,915.4 |
|
| R1 |
12,943.7 |
12,943.7 |
12,902.4 |
12,970.8 |
| PP |
12,856.8 |
12,856.8 |
12,856.8 |
12,870.4 |
| S1 |
12,802.7 |
12,802.7 |
12,876.6 |
12,829.8 |
| S2 |
12,715.8 |
12,715.8 |
12,863.7 |
|
| S3 |
12,574.8 |
12,661.7 |
12,850.7 |
|
| S4 |
12,433.8 |
12,520.7 |
12,812.0 |
|
|
| 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% |
131.1 |
1.0% |
92% |
False |
False |
68,052 |
| 10 |
12,915.0 |
12,610.0 |
305.0 |
2.4% |
119.5 |
0.9% |
92% |
False |
False |
48,708 |
| 20 |
12,915.0 |
12,525.0 |
390.0 |
3.0% |
100.8 |
0.8% |
93% |
False |
False |
24,728 |
| 40 |
12,928.0 |
12,257.5 |
670.5 |
5.2% |
104.0 |
0.8% |
94% |
False |
False |
12,494 |
| 60 |
12,928.0 |
11,919.5 |
1,008.5 |
7.8% |
104.1 |
0.8% |
96% |
False |
False |
8,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,510.3 |
|
2.618 |
13,280.1 |
|
1.618 |
13,139.1 |
|
1.000 |
13,052.0 |
|
0.618 |
12,998.1 |
|
HIGH |
12,911.0 |
|
0.618 |
12,857.1 |
|
0.500 |
12,840.5 |
|
0.382 |
12,823.9 |
|
LOW |
12,770.0 |
|
0.618 |
12,682.9 |
|
1.000 |
12,629.0 |
|
1.618 |
12,541.9 |
|
2.618 |
12,400.9 |
|
4.250 |
12,170.8 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,873.2 |
12,846.5 |
| PP |
12,856.8 |
12,803.5 |
| S1 |
12,840.5 |
12,760.5 |
|