| 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 |
21,363 |
21,363 |
0 |
0.0% |
21,251 |
| High |
21,375 |
21,414 |
39 |
0.2% |
21,414 |
| Low |
21,263 |
21,341 |
78 |
0.4% |
21,181 |
| Close |
21,363 |
21,360 |
-3 |
0.0% |
21,360 |
| Range |
112 |
73 |
-39 |
-34.8% |
233 |
| ATR |
121 |
117 |
-3 |
-2.8% |
0 |
| Volume |
41,585 |
3,469 |
-38,116 |
-91.7% |
198,412 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,591 |
21,548 |
21,400 |
|
| R3 |
21,518 |
21,475 |
21,380 |
|
| R2 |
21,445 |
21,445 |
21,374 |
|
| R1 |
21,402 |
21,402 |
21,367 |
21,387 |
| PP |
21,372 |
21,372 |
21,372 |
21,364 |
| S1 |
21,329 |
21,329 |
21,353 |
21,314 |
| S2 |
21,299 |
21,299 |
21,347 |
|
| S3 |
21,226 |
21,256 |
21,340 |
|
| S4 |
21,153 |
21,183 |
21,320 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,017 |
21,922 |
21,488 |
|
| R3 |
21,784 |
21,689 |
21,424 |
|
| R2 |
21,551 |
21,551 |
21,403 |
|
| R1 |
21,456 |
21,456 |
21,381 |
21,504 |
| PP |
21,318 |
21,318 |
21,318 |
21,342 |
| S1 |
21,223 |
21,223 |
21,339 |
21,271 |
| S2 |
21,085 |
21,085 |
21,317 |
|
| S3 |
20,852 |
20,990 |
21,296 |
|
| S4 |
20,619 |
20,757 |
21,232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,414 |
21,181 |
233 |
1.1% |
97 |
0.5% |
77% |
True |
False |
39,682 |
| 10 |
21,414 |
21,108 |
306 |
1.4% |
101 |
0.5% |
82% |
True |
False |
75,953 |
| 20 |
21,414 |
20,622 |
792 |
3.7% |
110 |
0.5% |
93% |
True |
False |
93,996 |
| 40 |
21,414 |
20,443 |
971 |
4.5% |
123 |
0.6% |
94% |
True |
False |
107,970 |
| 60 |
21,414 |
20,311 |
1,103 |
5.2% |
140 |
0.7% |
95% |
True |
False |
121,735 |
| 80 |
21,414 |
20,311 |
1,103 |
5.2% |
136 |
0.6% |
95% |
True |
False |
110,382 |
| 100 |
21,414 |
19,654 |
1,760 |
8.2% |
134 |
0.6% |
97% |
True |
False |
88,341 |
| 120 |
21,414 |
19,552 |
1,862 |
8.7% |
131 |
0.6% |
97% |
True |
False |
73,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,724 |
|
2.618 |
21,605 |
|
1.618 |
21,532 |
|
1.000 |
21,487 |
|
0.618 |
21,459 |
|
HIGH |
21,414 |
|
0.618 |
21,386 |
|
0.500 |
21,378 |
|
0.382 |
21,369 |
|
LOW |
21,341 |
|
0.618 |
21,296 |
|
1.000 |
21,268 |
|
1.618 |
21,223 |
|
2.618 |
21,150 |
|
4.250 |
21,031 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,378 |
21,353 |
| PP |
21,372 |
21,346 |
| S1 |
21,366 |
21,339 |
|