| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
19,960 |
19,865 |
-95 |
-0.5% |
20,215 |
| High |
19,975 |
20,075 |
100 |
0.5% |
20,245 |
| Low |
19,800 |
19,850 |
50 |
0.3% |
19,870 |
| Close |
19,850 |
19,960 |
110 |
0.6% |
19,960 |
| Range |
175 |
225 |
50 |
28.6% |
375 |
| ATR |
192 |
195 |
2 |
1.2% |
0 |
| Volume |
10,601 |
7,587 |
-3,014 |
-28.4% |
75,767 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,637 |
20,523 |
20,084 |
|
| R3 |
20,412 |
20,298 |
20,022 |
|
| R2 |
20,187 |
20,187 |
20,001 |
|
| R1 |
20,073 |
20,073 |
19,981 |
20,130 |
| PP |
19,962 |
19,962 |
19,962 |
19,990 |
| S1 |
19,848 |
19,848 |
19,940 |
19,905 |
| S2 |
19,737 |
19,737 |
19,919 |
|
| S3 |
19,512 |
19,623 |
19,898 |
|
| S4 |
19,287 |
19,398 |
19,836 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,150 |
20,930 |
20,166 |
|
| R3 |
20,775 |
20,555 |
20,063 |
|
| R2 |
20,400 |
20,400 |
20,029 |
|
| R1 |
20,180 |
20,180 |
19,995 |
20,103 |
| PP |
20,025 |
20,025 |
20,025 |
19,986 |
| S1 |
19,805 |
19,805 |
19,926 |
19,728 |
| S2 |
19,650 |
19,650 |
19,891 |
|
| S3 |
19,275 |
19,430 |
19,857 |
|
| S4 |
18,900 |
19,055 |
19,754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,120 |
19,800 |
320 |
1.6% |
189 |
0.9% |
50% |
False |
False |
11,283 |
| 10 |
20,265 |
19,620 |
645 |
3.2% |
202 |
1.0% |
53% |
False |
False |
9,632 |
| 20 |
20,265 |
19,330 |
935 |
4.7% |
199 |
1.0% |
67% |
False |
False |
4,842 |
| 40 |
20,265 |
18,355 |
1,910 |
9.6% |
183 |
0.9% |
84% |
False |
False |
2,434 |
| 60 |
20,265 |
18,290 |
1,975 |
9.9% |
187 |
0.9% |
85% |
False |
False |
1,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,031 |
|
2.618 |
20,664 |
|
1.618 |
20,439 |
|
1.000 |
20,300 |
|
0.618 |
20,214 |
|
HIGH |
20,075 |
|
0.618 |
19,989 |
|
0.500 |
19,963 |
|
0.382 |
19,936 |
|
LOW |
19,850 |
|
0.618 |
19,711 |
|
1.000 |
19,625 |
|
1.618 |
19,486 |
|
2.618 |
19,261 |
|
4.250 |
18,894 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,963 |
19,960 |
| PP |
19,962 |
19,960 |
| S1 |
19,961 |
19,960 |
|