| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,408.9 |
1,421.0 |
12.1 |
0.9% |
1,403.1 |
| High |
1,434.6 |
1,427.2 |
-7.4 |
-0.5% |
1,434.6 |
| Low |
1,407.0 |
1,414.4 |
7.4 |
0.5% |
1,383.3 |
| Close |
1,421.7 |
1,420.2 |
-1.5 |
-0.1% |
1,421.7 |
| Range |
27.6 |
12.8 |
-14.8 |
-53.6% |
51.3 |
| ATR |
16.1 |
15.9 |
-0.2 |
-1.5% |
0.0 |
| Volume |
267,218 |
263,224 |
-3,994 |
-1.5% |
453,488 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.0 |
1,452.5 |
1,427.3 |
|
| R3 |
1,446.3 |
1,439.5 |
1,423.8 |
|
| R2 |
1,433.5 |
1,433.5 |
1,422.5 |
|
| R1 |
1,426.8 |
1,426.8 |
1,421.3 |
1,423.8 |
| PP |
1,420.5 |
1,420.5 |
1,420.5 |
1,419.0 |
| S1 |
1,414.0 |
1,414.0 |
1,419.0 |
1,411.0 |
| S2 |
1,407.8 |
1,407.8 |
1,417.8 |
|
| S3 |
1,395.0 |
1,401.3 |
1,416.8 |
|
| S4 |
1,382.3 |
1,388.5 |
1,413.3 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,567.0 |
1,545.8 |
1,450.0 |
|
| R3 |
1,515.8 |
1,494.5 |
1,435.8 |
|
| R2 |
1,464.5 |
1,464.5 |
1,431.0 |
|
| R1 |
1,443.0 |
1,443.0 |
1,426.5 |
1,453.8 |
| PP |
1,413.3 |
1,413.3 |
1,413.3 |
1,418.5 |
| S1 |
1,391.8 |
1,391.8 |
1,417.0 |
1,402.5 |
| S2 |
1,362.0 |
1,362.0 |
1,412.3 |
|
| S3 |
1,310.5 |
1,340.5 |
1,407.5 |
|
| S4 |
1,259.3 |
1,289.3 |
1,393.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,434.6 |
1,383.3 |
51.3 |
3.6% |
19.3 |
1.4% |
72% |
False |
False |
143,189 |
| 10 |
1,434.6 |
1,351.0 |
83.6 |
5.9% |
19.0 |
1.3% |
83% |
False |
False |
71,855 |
| 20 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
16.0 |
1.1% |
84% |
False |
False |
35,957 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
11.3 |
0.8% |
84% |
False |
False |
18,030 |
| 60 |
1,434.6 |
1,332.3 |
102.3 |
7.2% |
11.3 |
0.8% |
86% |
False |
False |
12,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.5 |
|
2.618 |
1,460.8 |
|
1.618 |
1,448.0 |
|
1.000 |
1,440.0 |
|
0.618 |
1,435.0 |
|
HIGH |
1,427.3 |
|
0.618 |
1,422.3 |
|
0.500 |
1,420.8 |
|
0.382 |
1,419.3 |
|
LOW |
1,414.5 |
|
0.618 |
1,406.5 |
|
1.000 |
1,401.5 |
|
1.618 |
1,393.8 |
|
2.618 |
1,381.0 |
|
4.250 |
1,360.0 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,420.8 |
1,418.0 |
| PP |
1,420.5 |
1,415.8 |
| S1 |
1,420.5 |
1,413.5 |
|