| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
21,342.71 |
21,291.69 |
-51.02 |
-0.2% |
21,195.03 |
| High |
21,391.97 |
21,367.28 |
-24.69 |
-0.1% |
21,305.35 |
| Low |
21,294.09 |
21,261.87 |
-32.22 |
-0.2% |
21,113.31 |
| Close |
21,374.56 |
21,359.90 |
-14.66 |
-0.1% |
21,271.97 |
| Range |
97.88 |
105.41 |
7.53 |
7.7% |
192.04 |
| ATR |
109.20 |
109.45 |
0.25 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,645.91 |
21,608.32 |
21,417.88 |
|
| R3 |
21,540.50 |
21,502.91 |
21,388.89 |
|
| R2 |
21,435.09 |
21,435.09 |
21,379.23 |
|
| R1 |
21,397.50 |
21,397.50 |
21,369.56 |
21,416.30 |
| PP |
21,329.68 |
21,329.68 |
21,329.68 |
21,339.08 |
| S1 |
21,292.09 |
21,292.09 |
21,350.24 |
21,310.89 |
| S2 |
21,224.27 |
21,224.27 |
21,340.57 |
|
| S3 |
21,118.86 |
21,186.68 |
21,330.91 |
|
| S4 |
21,013.45 |
21,081.27 |
21,301.92 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,806.33 |
21,731.19 |
21,377.59 |
|
| R3 |
21,614.29 |
21,539.15 |
21,324.78 |
|
| R2 |
21,422.25 |
21,422.25 |
21,307.18 |
|
| R1 |
21,347.11 |
21,347.11 |
21,289.57 |
21,384.68 |
| PP |
21,230.21 |
21,230.21 |
21,230.21 |
21,249.00 |
| S1 |
21,155.07 |
21,155.07 |
21,254.37 |
21,192.64 |
| S2 |
21,038.17 |
21,038.17 |
21,236.76 |
|
| S3 |
20,846.13 |
20,963.03 |
21,219.16 |
|
| S4 |
20,654.09 |
20,770.99 |
21,166.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,391.97 |
21,159.45 |
232.52 |
1.1% |
103.21 |
0.5% |
86% |
False |
False |
|
| 10 |
21,391.97 |
21,113.31 |
278.66 |
1.3% |
93.33 |
0.4% |
88% |
False |
False |
|
| 20 |
21,391.97 |
20,553.45 |
838.52 |
3.9% |
96.64 |
0.5% |
96% |
False |
False |
|
| 40 |
21,391.97 |
20,406.68 |
985.29 |
4.6% |
99.95 |
0.5% |
97% |
False |
False |
|
| 60 |
21,391.97 |
20,379.55 |
1,012.42 |
4.7% |
113.57 |
0.5% |
97% |
False |
False |
|
| 80 |
21,391.97 |
20,379.55 |
1,012.42 |
4.7% |
112.46 |
0.5% |
97% |
False |
False |
|
| 100 |
21,391.97 |
19,784.77 |
1,607.20 |
7.5% |
110.82 |
0.5% |
98% |
False |
False |
|
| 120 |
21,391.97 |
19,677.94 |
1,714.03 |
8.0% |
110.32 |
0.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,815.27 |
|
2.618 |
21,643.24 |
|
1.618 |
21,537.83 |
|
1.000 |
21,472.69 |
|
0.618 |
21,432.42 |
|
HIGH |
21,367.28 |
|
0.618 |
21,327.01 |
|
0.500 |
21,314.58 |
|
0.382 |
21,302.14 |
|
LOW |
21,261.87 |
|
0.618 |
21,196.73 |
|
1.000 |
21,156.46 |
|
1.618 |
21,091.32 |
|
2.618 |
20,985.91 |
|
4.250 |
20,813.88 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,344.79 |
21,348.07 |
| PP |
21,329.68 |
21,336.23 |
| S1 |
21,314.58 |
21,324.40 |
|