| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
21,521.25 |
21,466.39 |
-54.86 |
-0.3% |
21,259.95 |
| High |
21,535.03 |
21,492.62 |
-42.41 |
-0.2% |
21,391.97 |
| Low |
21,464.24 |
21,390.00 |
-74.24 |
-0.3% |
21,186.15 |
| Close |
21,467.14 |
21,410.03 |
-57.11 |
-0.3% |
21,384.28 |
| Range |
70.79 |
102.62 |
31.83 |
45.0% |
205.82 |
| ATR |
106.99 |
106.68 |
-0.31 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,738.74 |
21,677.01 |
21,466.47 |
|
| R3 |
21,636.12 |
21,574.39 |
21,438.25 |
|
| R2 |
21,533.50 |
21,533.50 |
21,428.84 |
|
| R1 |
21,471.77 |
21,471.77 |
21,419.44 |
21,451.33 |
| PP |
21,430.88 |
21,430.88 |
21,430.88 |
21,420.66 |
| S1 |
21,369.15 |
21,369.15 |
21,400.62 |
21,348.71 |
| S2 |
21,328.26 |
21,328.26 |
21,391.22 |
|
| S3 |
21,225.64 |
21,266.53 |
21,381.81 |
|
| S4 |
21,123.02 |
21,163.91 |
21,353.59 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,938.26 |
21,867.09 |
21,497.48 |
|
| R3 |
21,732.44 |
21,661.27 |
21,440.88 |
|
| R2 |
21,526.62 |
21,526.62 |
21,422.01 |
|
| R1 |
21,455.45 |
21,455.45 |
21,403.15 |
21,491.04 |
| PP |
21,320.80 |
21,320.80 |
21,320.80 |
21,338.59 |
| S1 |
21,249.63 |
21,249.63 |
21,365.41 |
21,285.22 |
| S2 |
21,114.98 |
21,114.98 |
21,346.55 |
|
| S3 |
20,909.16 |
21,043.81 |
21,327.68 |
|
| S4 |
20,703.34 |
20,837.99 |
21,271.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,535.03 |
21,261.87 |
273.16 |
1.3% |
89.63 |
0.4% |
54% |
False |
False |
|
| 10 |
21,535.03 |
21,138.16 |
396.87 |
1.9% |
98.63 |
0.5% |
69% |
False |
False |
|
| 20 |
21,535.03 |
20,933.58 |
601.45 |
2.8% |
89.08 |
0.4% |
79% |
False |
False |
|
| 40 |
21,535.03 |
20,553.45 |
981.58 |
4.6% |
95.88 |
0.4% |
87% |
False |
False |
|
| 60 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
109.26 |
0.5% |
89% |
False |
False |
|
| 80 |
21,535.03 |
20,379.55 |
1,155.48 |
5.4% |
112.39 |
0.5% |
89% |
False |
False |
|
| 100 |
21,535.03 |
19,784.77 |
1,750.26 |
8.2% |
110.73 |
0.5% |
93% |
False |
False |
|
| 120 |
21,535.03 |
19,677.94 |
1,857.09 |
8.7% |
110.83 |
0.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,928.76 |
|
2.618 |
21,761.28 |
|
1.618 |
21,658.66 |
|
1.000 |
21,595.24 |
|
0.618 |
21,556.04 |
|
HIGH |
21,492.62 |
|
0.618 |
21,453.42 |
|
0.500 |
21,441.31 |
|
0.382 |
21,429.20 |
|
LOW |
21,390.00 |
|
0.618 |
21,326.58 |
|
1.000 |
21,287.38 |
|
1.618 |
21,223.96 |
|
2.618 |
21,121.34 |
|
4.250 |
20,953.87 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,441.31 |
21,462.52 |
| PP |
21,430.88 |
21,445.02 |
| S1 |
21,420.46 |
21,427.53 |
|