| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,785.0 |
12,751.5 |
-33.5 |
-0.3% |
12,770.0 |
| High |
12,788.5 |
12,835.0 |
46.5 |
0.4% |
12,948.5 |
| Low |
12,665.5 |
12,742.0 |
76.5 |
0.6% |
12,665.5 |
| Close |
12,725.5 |
12,769.5 |
44.0 |
0.3% |
12,725.5 |
| Range |
123.0 |
93.0 |
-30.0 |
-24.4% |
283.0 |
| ATR |
121.9 |
121.0 |
-0.9 |
-0.7% |
0.0 |
| Volume |
60,928 |
97,536 |
36,608 |
60.1% |
341,648 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,061.2 |
13,008.3 |
12,820.7 |
|
| R3 |
12,968.2 |
12,915.3 |
12,795.1 |
|
| R2 |
12,875.2 |
12,875.2 |
12,786.6 |
|
| R1 |
12,822.3 |
12,822.3 |
12,778.0 |
12,848.8 |
| PP |
12,782.2 |
12,782.2 |
12,782.2 |
12,795.4 |
| S1 |
12,729.3 |
12,729.3 |
12,761.0 |
12,755.8 |
| S2 |
12,689.2 |
12,689.2 |
12,752.5 |
|
| S3 |
12,596.2 |
12,636.3 |
12,743.9 |
|
| S4 |
12,503.2 |
12,543.3 |
12,718.4 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,628.8 |
13,460.2 |
12,881.2 |
|
| R3 |
13,345.8 |
13,177.2 |
12,803.3 |
|
| R2 |
13,062.8 |
13,062.8 |
12,777.4 |
|
| R1 |
12,894.2 |
12,894.2 |
12,751.4 |
12,837.0 |
| PP |
12,779.8 |
12,779.8 |
12,779.8 |
12,751.3 |
| S1 |
12,611.2 |
12,611.2 |
12,699.6 |
12,554.0 |
| S2 |
12,496.8 |
12,496.8 |
12,673.6 |
|
| S3 |
12,213.8 |
12,328.2 |
12,647.7 |
|
| S4 |
11,930.8 |
12,045.2 |
12,569.9 |
|
|
| 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 |
12,665.5 |
283.0 |
2.2% |
116.8 |
0.9% |
37% |
False |
False |
73,987 |
| 10 |
12,948.5 |
12,610.0 |
338.5 |
2.7% |
124.0 |
1.0% |
47% |
False |
False |
71,020 |
| 20 |
12,948.5 |
12,563.5 |
385.0 |
3.0% |
109.8 |
0.9% |
54% |
False |
False |
43,057 |
| 40 |
12,948.5 |
12,435.0 |
513.5 |
4.0% |
108.4 |
0.8% |
65% |
False |
False |
21,720 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.7% |
105.3 |
0.8% |
82% |
False |
False |
14,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,230.3 |
|
2.618 |
13,078.5 |
|
1.618 |
12,985.5 |
|
1.000 |
12,928.0 |
|
0.618 |
12,892.5 |
|
HIGH |
12,835.0 |
|
0.618 |
12,799.5 |
|
0.500 |
12,788.5 |
|
0.382 |
12,777.5 |
|
LOW |
12,742.0 |
|
0.618 |
12,684.5 |
|
1.000 |
12,649.0 |
|
1.618 |
12,591.5 |
|
2.618 |
12,498.5 |
|
4.250 |
12,346.8 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,788.5 |
12,763.1 |
| PP |
12,782.2 |
12,756.7 |
| S1 |
12,775.8 |
12,750.3 |
|