| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,430.00 |
2,428.75 |
-1.25 |
-0.1% |
2,435.25 |
| High |
2,431.00 |
2,441.50 |
10.50 |
0.4% |
2,445.75 |
| Low |
2,419.00 |
2,427.25 |
8.25 |
0.3% |
2,414.75 |
| Close |
2,428.50 |
2,440.00 |
11.50 |
0.5% |
2,430.50 |
| Range |
12.00 |
14.25 |
2.25 |
18.8% |
31.00 |
| ATR |
15.24 |
15.17 |
-0.07 |
-0.5% |
0.00 |
| Volume |
1,253,497 |
1,028,985 |
-224,512 |
-17.9% |
6,711,703 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.00 |
2,473.75 |
2,447.75 |
|
| R3 |
2,464.75 |
2,459.50 |
2,444.00 |
|
| R2 |
2,450.50 |
2,450.50 |
2,442.50 |
|
| R1 |
2,445.25 |
2,445.25 |
2,441.25 |
2,448.00 |
| PP |
2,436.25 |
2,436.25 |
2,436.25 |
2,437.50 |
| S1 |
2,431.00 |
2,431.00 |
2,438.75 |
2,433.50 |
| S2 |
2,422.00 |
2,422.00 |
2,437.50 |
|
| S3 |
2,407.75 |
2,416.75 |
2,436.00 |
|
| S4 |
2,393.50 |
2,402.50 |
2,432.25 |
|
|
| 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% |
16.00 |
0.7% |
81% |
False |
False |
1,349,688 |
| 10 |
2,445.75 |
2,402.75 |
43.00 |
1.8% |
14.25 |
0.6% |
87% |
False |
False |
1,389,209 |
| 20 |
2,445.75 |
2,344.50 |
101.25 |
4.1% |
16.25 |
0.7% |
94% |
False |
False |
1,413,465 |
| 40 |
2,445.75 |
2,330.25 |
115.50 |
4.7% |
15.00 |
0.6% |
95% |
False |
False |
1,305,039 |
| 60 |
2,445.75 |
2,317.75 |
128.00 |
5.2% |
17.00 |
0.7% |
96% |
False |
False |
1,388,861 |
| 80 |
2,445.75 |
2,317.75 |
128.00 |
5.2% |
16.25 |
0.7% |
96% |
False |
False |
1,187,147 |
| 100 |
2,445.75 |
2,246.25 |
199.50 |
8.2% |
16.25 |
0.7% |
97% |
False |
False |
950,995 |
| 120 |
2,445.75 |
2,222.50 |
223.25 |
9.1% |
15.75 |
0.6% |
97% |
False |
False |
792,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.00 |
|
2.618 |
2,478.75 |
|
1.618 |
2,464.50 |
|
1.000 |
2,455.75 |
|
0.618 |
2,450.25 |
|
HIGH |
2,441.50 |
|
0.618 |
2,436.00 |
|
0.500 |
2,434.50 |
|
0.382 |
2,432.75 |
|
LOW |
2,427.25 |
|
0.618 |
2,418.50 |
|
1.000 |
2,413.00 |
|
1.618 |
2,404.25 |
|
2.618 |
2,390.00 |
|
4.250 |
2,366.75 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,438.00 |
2,436.75 |
| PP |
2,436.25 |
2,433.50 |
| S1 |
2,434.50 |
2,430.25 |
|