| 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 |
2,440.25 |
2,436.00 |
-4.25 |
-0.2% |
2,435.25 |
| High |
2,445.50 |
2,436.00 |
-9.50 |
-0.4% |
2,445.75 |
| Low |
2,427.75 |
2,418.25 |
-9.50 |
-0.4% |
2,414.75 |
| Close |
2,437.25 |
2,434.25 |
-3.00 |
-0.1% |
2,430.50 |
| Range |
17.75 |
17.75 |
0.00 |
0.0% |
31.00 |
| ATR |
15.35 |
15.61 |
0.26 |
1.7% |
0.00 |
| Volume |
684,544 |
470,700 |
-213,844 |
-31.2% |
6,711,703 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.75 |
2,476.25 |
2,444.00 |
|
| R3 |
2,465.00 |
2,458.50 |
2,439.25 |
|
| R2 |
2,447.25 |
2,447.25 |
2,437.50 |
|
| R1 |
2,440.75 |
2,440.75 |
2,436.00 |
2,435.00 |
| PP |
2,429.50 |
2,429.50 |
2,429.50 |
2,426.75 |
| S1 |
2,423.00 |
2,423.00 |
2,432.50 |
2,417.50 |
| S2 |
2,411.75 |
2,411.75 |
2,431.00 |
|
| S3 |
2,394.00 |
2,405.25 |
2,429.25 |
|
| S4 |
2,376.25 |
2,387.50 |
2,424.50 |
|
|
| 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% |
18.50 |
0.8% |
63% |
False |
False |
1,005,166 |
| 10 |
2,445.75 |
2,414.75 |
31.00 |
1.3% |
14.50 |
0.6% |
63% |
False |
False |
1,188,522 |
| 20 |
2,445.75 |
2,344.50 |
101.25 |
4.2% |
15.25 |
0.6% |
89% |
False |
False |
1,276,954 |
| 40 |
2,445.75 |
2,332.50 |
113.25 |
4.7% |
15.00 |
0.6% |
90% |
False |
False |
1,266,758 |
| 60 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.50 |
0.7% |
91% |
False |
False |
1,347,381 |
| 80 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.50 |
0.7% |
91% |
False |
False |
1,201,327 |
| 100 |
2,445.75 |
2,254.25 |
191.50 |
7.9% |
16.25 |
0.7% |
94% |
False |
False |
962,496 |
| 120 |
2,445.75 |
2,222.50 |
223.25 |
9.2% |
16.00 |
0.7% |
95% |
False |
False |
802,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.50 |
|
2.618 |
2,482.50 |
|
1.618 |
2,464.75 |
|
1.000 |
2,453.75 |
|
0.618 |
2,447.00 |
|
HIGH |
2,436.00 |
|
0.618 |
2,429.25 |
|
0.500 |
2,427.00 |
|
0.382 |
2,425.00 |
|
LOW |
2,418.25 |
|
0.618 |
2,407.25 |
|
1.000 |
2,400.50 |
|
1.618 |
2,389.50 |
|
2.618 |
2,371.75 |
|
4.250 |
2,342.75 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,432.00 |
2,433.50 |
| PP |
2,429.50 |
2,432.75 |
| S1 |
2,427.00 |
2,432.00 |
|