| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,770.0 |
12,926.5 |
156.5 |
1.2% |
12,752.5 |
| High |
12,911.0 |
12,948.5 |
37.5 |
0.3% |
12,915.0 |
| Low |
12,770.0 |
12,772.5 |
2.5 |
0.0% |
12,610.0 |
| Close |
12,889.5 |
12,821.5 |
-68.0 |
-0.5% |
12,734.0 |
| Range |
141.0 |
176.0 |
35.0 |
24.8% |
305.0 |
| ATR |
119.7 |
123.7 |
4.0 |
3.4% |
0.0 |
| Volume |
69,245 |
79,905 |
10,660 |
15.4% |
363,537 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,375.5 |
13,274.5 |
12,918.3 |
|
| R3 |
13,199.5 |
13,098.5 |
12,869.9 |
|
| R2 |
13,023.5 |
13,023.5 |
12,853.8 |
|
| R1 |
12,922.5 |
12,922.5 |
12,837.6 |
12,885.0 |
| PP |
12,847.5 |
12,847.5 |
12,847.5 |
12,828.8 |
| S1 |
12,746.5 |
12,746.5 |
12,805.4 |
12,709.0 |
| S2 |
12,671.5 |
12,671.5 |
12,789.2 |
|
| S3 |
12,495.5 |
12,570.5 |
12,773.1 |
|
| S4 |
12,319.5 |
12,394.5 |
12,724.7 |
|
|
| 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 |
12,948.5 |
12,610.0 |
338.5 |
2.6% |
143.5 |
1.1% |
62% |
True |
False |
71,205 |
| 10 |
12,948.5 |
12,610.0 |
338.5 |
2.6% |
124.0 |
1.0% |
62% |
True |
False |
56,563 |
| 20 |
12,948.5 |
12,525.0 |
423.5 |
3.3% |
104.1 |
0.8% |
70% |
True |
False |
28,635 |
| 40 |
12,948.5 |
12,426.5 |
522.0 |
4.1% |
102.6 |
0.8% |
76% |
True |
False |
14,486 |
| 60 |
12,948.5 |
11,946.0 |
1,002.5 |
7.8% |
104.6 |
0.8% |
87% |
True |
False |
9,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,696.5 |
|
2.618 |
13,409.3 |
|
1.618 |
13,233.3 |
|
1.000 |
13,124.5 |
|
0.618 |
13,057.3 |
|
HIGH |
12,948.5 |
|
0.618 |
12,881.3 |
|
0.500 |
12,860.5 |
|
0.382 |
12,839.7 |
|
LOW |
12,772.5 |
|
0.618 |
12,663.7 |
|
1.000 |
12,596.5 |
|
1.618 |
12,487.7 |
|
2.618 |
12,311.7 |
|
4.250 |
12,024.5 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,860.5 |
12,824.3 |
| PP |
12,847.5 |
12,823.3 |
| S1 |
12,834.5 |
12,822.4 |
|