| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,748.0 |
12,575.0 |
-173.0 |
-1.4% |
12,770.0 |
| High |
12,751.5 |
12,683.0 |
-68.5 |
-0.5% |
12,948.5 |
| Low |
12,578.5 |
12,526.5 |
-52.0 |
-0.4% |
12,665.5 |
| Close |
12,663.5 |
12,642.5 |
-21.0 |
-0.2% |
12,725.5 |
| Range |
173.0 |
156.5 |
-16.5 |
-9.5% |
283.0 |
| ATR |
126.0 |
128.2 |
2.2 |
1.7% |
0.0 |
| Volume |
94,174 |
136,016 |
41,842 |
44.4% |
341,648 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,086.8 |
13,021.2 |
12,728.6 |
|
| R3 |
12,930.3 |
12,864.7 |
12,685.5 |
|
| R2 |
12,773.8 |
12,773.8 |
12,671.2 |
|
| R1 |
12,708.2 |
12,708.2 |
12,656.8 |
12,741.0 |
| PP |
12,617.3 |
12,617.3 |
12,617.3 |
12,633.8 |
| S1 |
12,551.7 |
12,551.7 |
12,628.2 |
12,584.5 |
| S2 |
12,460.8 |
12,460.8 |
12,613.8 |
|
| S3 |
12,304.3 |
12,395.2 |
12,599.5 |
|
| S4 |
12,147.8 |
12,238.7 |
12,556.4 |
|
|
| 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 |
12,835.0 |
12,526.5 |
308.5 |
2.4% |
127.5 |
1.0% |
38% |
False |
True |
91,575 |
| 10 |
12,948.5 |
12,526.5 |
422.0 |
3.3% |
130.7 |
1.0% |
27% |
False |
True |
81,858 |
| 20 |
12,948.5 |
12,526.5 |
422.0 |
3.3% |
116.4 |
0.9% |
27% |
False |
True |
54,505 |
| 40 |
12,948.5 |
12,487.0 |
461.5 |
3.7% |
113.0 |
0.9% |
34% |
False |
False |
27,462 |
| 60 |
12,948.5 |
11,965.0 |
983.5 |
7.8% |
108.2 |
0.9% |
69% |
False |
False |
18,382 |
| 80 |
12,948.5 |
11,870.0 |
1,078.5 |
8.5% |
101.4 |
0.8% |
72% |
False |
False |
13,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,348.1 |
|
2.618 |
13,092.7 |
|
1.618 |
12,936.2 |
|
1.000 |
12,839.5 |
|
0.618 |
12,779.7 |
|
HIGH |
12,683.0 |
|
0.618 |
12,623.2 |
|
0.500 |
12,604.8 |
|
0.382 |
12,586.3 |
|
LOW |
12,526.5 |
|
0.618 |
12,429.8 |
|
1.000 |
12,370.0 |
|
1.618 |
12,273.3 |
|
2.618 |
12,116.8 |
|
4.250 |
11,861.4 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,629.9 |
12,680.8 |
| PP |
12,617.3 |
12,668.0 |
| S1 |
12,604.8 |
12,655.3 |
|