| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
19,885 |
19,920 |
35 |
0.2% |
19,960 |
| High |
19,980 |
20,020 |
40 |
0.2% |
20,075 |
| Low |
19,750 |
19,900 |
150 |
0.8% |
19,750 |
| Close |
19,920 |
19,975 |
55 |
0.3% |
19,975 |
| Range |
230 |
120 |
-110 |
-47.8% |
325 |
| ATR |
201 |
195 |
-6 |
-2.9% |
0 |
| Volume |
12,282 |
9,674 |
-2,608 |
-21.2% |
51,480 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,325 |
20,270 |
20,041 |
|
| R3 |
20,205 |
20,150 |
20,008 |
|
| R2 |
20,085 |
20,085 |
19,997 |
|
| R1 |
20,030 |
20,030 |
19,986 |
20,058 |
| PP |
19,965 |
19,965 |
19,965 |
19,979 |
| S1 |
19,910 |
19,910 |
19,964 |
19,938 |
| S2 |
19,845 |
19,845 |
19,953 |
|
| S3 |
19,725 |
19,790 |
19,942 |
|
| S4 |
19,605 |
19,670 |
19,909 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,908 |
20,767 |
20,154 |
|
| R3 |
20,583 |
20,442 |
20,065 |
|
| R2 |
20,258 |
20,258 |
20,035 |
|
| R1 |
20,117 |
20,117 |
20,005 |
20,188 |
| PP |
19,933 |
19,933 |
19,933 |
19,969 |
| S1 |
19,792 |
19,792 |
19,945 |
19,863 |
| S2 |
19,608 |
19,608 |
19,916 |
|
| S3 |
19,283 |
19,467 |
19,886 |
|
| S4 |
18,958 |
19,142 |
19,796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,075 |
19,750 |
325 |
1.6% |
201 |
1.0% |
69% |
False |
False |
10,296 |
| 10 |
20,245 |
19,750 |
495 |
2.5% |
193 |
1.0% |
45% |
False |
False |
12,724 |
| 20 |
20,265 |
19,535 |
730 |
3.7% |
185 |
0.9% |
60% |
False |
False |
6,498 |
| 40 |
20,265 |
18,620 |
1,645 |
8.2% |
186 |
0.9% |
82% |
False |
False |
3,266 |
| 60 |
20,265 |
18,290 |
1,975 |
9.9% |
185 |
0.9% |
85% |
False |
False |
2,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,530 |
|
2.618 |
20,334 |
|
1.618 |
20,214 |
|
1.000 |
20,140 |
|
0.618 |
20,094 |
|
HIGH |
20,020 |
|
0.618 |
19,974 |
|
0.500 |
19,960 |
|
0.382 |
19,946 |
|
LOW |
19,900 |
|
0.618 |
19,826 |
|
1.000 |
19,780 |
|
1.618 |
19,706 |
|
2.618 |
19,586 |
|
4.250 |
19,390 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,970 |
19,945 |
| PP |
19,965 |
19,915 |
| S1 |
19,960 |
19,885 |
|