| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,926.5 |
12,788.0 |
-138.5 |
-1.1% |
12,752.5 |
| High |
12,948.5 |
12,801.5 |
-147.0 |
-1.1% |
12,915.0 |
| Low |
12,772.5 |
12,701.5 |
-71.0 |
-0.6% |
12,610.0 |
| Close |
12,821.5 |
12,764.0 |
-57.5 |
-0.4% |
12,734.0 |
| Range |
176.0 |
100.0 |
-76.0 |
-43.2% |
305.0 |
| ATR |
123.7 |
123.4 |
-0.3 |
-0.2% |
0.0 |
| Volume |
79,905 |
62,345 |
-17,560 |
-22.0% |
363,537 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,055.7 |
13,009.8 |
12,819.0 |
|
| R3 |
12,955.7 |
12,909.8 |
12,791.5 |
|
| R2 |
12,855.7 |
12,855.7 |
12,782.3 |
|
| R1 |
12,809.8 |
12,809.8 |
12,773.2 |
12,782.8 |
| PP |
12,755.7 |
12,755.7 |
12,755.7 |
12,742.1 |
| S1 |
12,709.8 |
12,709.8 |
12,754.8 |
12,682.8 |
| S2 |
12,655.7 |
12,655.7 |
12,745.7 |
|
| S3 |
12,555.7 |
12,609.8 |
12,736.5 |
|
| S4 |
12,455.7 |
12,509.8 |
12,709.0 |
|
|
| 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 |
12,948.5 |
12,610.0 |
338.5 |
2.7% |
133.8 |
1.0% |
45% |
False |
False |
72,141 |
| 10 |
12,948.5 |
12,610.0 |
338.5 |
2.7% |
123.2 |
1.0% |
45% |
False |
False |
62,335 |
| 20 |
12,948.5 |
12,525.0 |
423.5 |
3.3% |
107.5 |
0.8% |
56% |
False |
False |
31,729 |
| 40 |
12,948.5 |
12,426.5 |
522.0 |
4.1% |
103.5 |
0.8% |
65% |
False |
False |
16,040 |
| 60 |
12,948.5 |
11,946.0 |
1,002.5 |
7.9% |
105.1 |
0.8% |
82% |
False |
False |
10,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,226.5 |
|
2.618 |
13,063.3 |
|
1.618 |
12,963.3 |
|
1.000 |
12,901.5 |
|
0.618 |
12,863.3 |
|
HIGH |
12,801.5 |
|
0.618 |
12,763.3 |
|
0.500 |
12,751.5 |
|
0.382 |
12,739.7 |
|
LOW |
12,701.5 |
|
0.618 |
12,639.7 |
|
1.000 |
12,601.5 |
|
1.618 |
12,539.7 |
|
2.618 |
12,439.7 |
|
4.250 |
12,276.5 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,759.8 |
12,825.0 |
| PP |
12,755.7 |
12,804.7 |
| S1 |
12,751.5 |
12,784.3 |
|