| 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 |
2,427.25 |
2,430.00 |
2.75 |
0.1% |
2,435.25 |
| High |
2,445.75 |
2,431.00 |
-14.75 |
-0.6% |
2,445.75 |
| Low |
2,414.75 |
2,419.00 |
4.25 |
0.2% |
2,414.75 |
| Close |
2,430.50 |
2,428.50 |
-2.00 |
-0.1% |
2,430.50 |
| Range |
31.00 |
12.00 |
-19.00 |
-61.3% |
31.00 |
| ATR |
15.49 |
15.24 |
-0.25 |
-1.6% |
0.00 |
| Volume |
1,588,107 |
1,253,497 |
-334,610 |
-21.1% |
6,711,703 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.25 |
2,457.25 |
2,435.00 |
|
| R3 |
2,450.25 |
2,445.25 |
2,431.75 |
|
| R2 |
2,438.25 |
2,438.25 |
2,430.75 |
|
| R1 |
2,433.25 |
2,433.25 |
2,429.50 |
2,429.75 |
| PP |
2,426.25 |
2,426.25 |
2,426.25 |
2,424.50 |
| S1 |
2,421.25 |
2,421.25 |
2,427.50 |
2,417.75 |
| S2 |
2,414.25 |
2,414.25 |
2,426.25 |
|
| S3 |
2,402.25 |
2,409.25 |
2,425.25 |
|
| S4 |
2,390.25 |
2,397.25 |
2,422.00 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.25 |
2,508.00 |
2,447.50 |
|
| R3 |
2,492.25 |
2,477.00 |
2,439.00 |
|
| R2 |
2,461.25 |
2,461.25 |
2,436.25 |
|
| R1 |
2,446.00 |
2,446.00 |
2,433.25 |
2,438.00 |
| PP |
2,430.25 |
2,430.25 |
2,430.25 |
2,426.50 |
| S1 |
2,415.00 |
2,415.00 |
2,427.75 |
2,407.00 |
| S2 |
2,399.25 |
2,399.25 |
2,424.75 |
|
| S3 |
2,368.25 |
2,384.00 |
2,422.00 |
|
| S4 |
2,337.25 |
2,353.00 |
2,413.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,445.75 |
2,414.75 |
31.00 |
1.3% |
15.00 |
0.6% |
44% |
False |
False |
1,414,652 |
| 10 |
2,445.75 |
2,402.75 |
43.00 |
1.8% |
13.75 |
0.6% |
60% |
False |
False |
1,390,339 |
| 20 |
2,445.75 |
2,344.50 |
101.25 |
4.2% |
16.25 |
0.7% |
83% |
False |
False |
1,414,079 |
| 40 |
2,445.75 |
2,322.75 |
123.00 |
5.1% |
15.25 |
0.6% |
86% |
False |
False |
1,303,856 |
| 60 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.75 |
0.7% |
87% |
False |
False |
1,393,001 |
| 80 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.25 |
0.7% |
87% |
False |
False |
1,174,408 |
| 100 |
2,445.75 |
2,246.25 |
199.50 |
8.2% |
16.25 |
0.7% |
91% |
False |
False |
940,723 |
| 120 |
2,445.75 |
2,222.50 |
223.25 |
9.2% |
15.75 |
0.7% |
92% |
False |
False |
784,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.00 |
|
2.618 |
2,462.50 |
|
1.618 |
2,450.50 |
|
1.000 |
2,443.00 |
|
0.618 |
2,438.50 |
|
HIGH |
2,431.00 |
|
0.618 |
2,426.50 |
|
0.500 |
2,425.00 |
|
0.382 |
2,423.50 |
|
LOW |
2,419.00 |
|
0.618 |
2,411.50 |
|
1.000 |
2,407.00 |
|
1.618 |
2,399.50 |
|
2.618 |
2,387.50 |
|
4.250 |
2,368.00 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.25 |
2,430.25 |
| PP |
2,426.25 |
2,429.75 |
| S1 |
2,425.00 |
2,429.00 |
|