| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3,525.0 |
3,547.0 |
22.0 |
0.6% |
3,563.0 |
| High |
3,545.0 |
3,585.0 |
40.0 |
1.1% |
3,581.0 |
| Low |
3,518.0 |
3,547.0 |
29.0 |
0.8% |
3,490.0 |
| Close |
3,530.0 |
3,576.0 |
46.0 |
1.3% |
3,530.0 |
| Range |
27.0 |
38.0 |
11.0 |
40.7% |
91.0 |
| ATR |
35.4 |
36.8 |
1.4 |
3.9% |
0.0 |
| Volume |
1,072,822 |
675,964 |
-396,858 |
-37.0% |
6,696,412 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,683.3 |
3,667.7 |
3,596.9 |
|
| R3 |
3,645.3 |
3,629.7 |
3,586.5 |
|
| R2 |
3,607.3 |
3,607.3 |
3,583.0 |
|
| R1 |
3,591.7 |
3,591.7 |
3,579.5 |
3,599.5 |
| PP |
3,569.3 |
3,569.3 |
3,569.3 |
3,573.3 |
| S1 |
3,553.7 |
3,553.7 |
3,572.5 |
3,561.5 |
| S2 |
3,531.3 |
3,531.3 |
3,569.0 |
|
| S3 |
3,493.3 |
3,515.7 |
3,565.6 |
|
| S4 |
3,455.3 |
3,477.7 |
3,555.1 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,806.7 |
3,759.3 |
3,580.1 |
|
| R3 |
3,715.7 |
3,668.3 |
3,555.0 |
|
| R2 |
3,624.7 |
3,624.7 |
3,546.7 |
|
| R1 |
3,577.3 |
3,577.3 |
3,538.3 |
3,555.5 |
| PP |
3,533.7 |
3,533.7 |
3,533.7 |
3,522.8 |
| S1 |
3,486.3 |
3,486.3 |
3,521.7 |
3,464.5 |
| S2 |
3,442.7 |
3,442.7 |
3,513.3 |
|
| S3 |
3,351.7 |
3,395.3 |
3,505.0 |
|
| S4 |
3,260.7 |
3,304.3 |
3,480.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,585.0 |
3,490.0 |
95.0 |
2.7% |
38.2 |
1.1% |
91% |
True |
False |
1,262,659 |
| 10 |
3,587.0 |
3,490.0 |
97.0 |
2.7% |
36.6 |
1.0% |
89% |
False |
False |
846,024 |
| 20 |
3,601.0 |
3,490.0 |
111.0 |
3.1% |
32.0 |
0.9% |
77% |
False |
False |
427,505 |
| 40 |
3,634.0 |
3,446.0 |
188.0 |
5.3% |
32.1 |
0.9% |
69% |
False |
False |
214,279 |
| 60 |
3,634.0 |
3,319.0 |
315.0 |
8.8% |
32.5 |
0.9% |
82% |
False |
False |
142,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,746.5 |
|
2.618 |
3,684.5 |
|
1.618 |
3,646.5 |
|
1.000 |
3,623.0 |
|
0.618 |
3,608.5 |
|
HIGH |
3,585.0 |
|
0.618 |
3,570.5 |
|
0.500 |
3,566.0 |
|
0.382 |
3,561.5 |
|
LOW |
3,547.0 |
|
0.618 |
3,523.5 |
|
1.000 |
3,509.0 |
|
1.618 |
3,485.5 |
|
2.618 |
3,447.5 |
|
4.250 |
3,385.5 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,572.7 |
3,563.2 |
| PP |
3,569.3 |
3,550.3 |
| S1 |
3,566.0 |
3,537.5 |
|