| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3,547.0 |
3,586.0 |
39.0 |
1.1% |
3,563.0 |
| High |
3,585.0 |
3,592.0 |
7.0 |
0.2% |
3,581.0 |
| Low |
3,547.0 |
3,543.0 |
-4.0 |
-0.1% |
3,490.0 |
| Close |
3,576.0 |
3,555.0 |
-21.0 |
-0.6% |
3,530.0 |
| Range |
38.0 |
49.0 |
11.0 |
28.9% |
91.0 |
| ATR |
36.8 |
37.7 |
0.9 |
2.4% |
0.0 |
| Volume |
675,964 |
751,993 |
76,029 |
11.2% |
6,696,412 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,710.3 |
3,681.7 |
3,582.0 |
|
| R3 |
3,661.3 |
3,632.7 |
3,568.5 |
|
| R2 |
3,612.3 |
3,612.3 |
3,564.0 |
|
| R1 |
3,583.7 |
3,583.7 |
3,559.5 |
3,573.5 |
| PP |
3,563.3 |
3,563.3 |
3,563.3 |
3,558.3 |
| S1 |
3,534.7 |
3,534.7 |
3,550.5 |
3,524.5 |
| S2 |
3,514.3 |
3,514.3 |
3,546.0 |
|
| S3 |
3,465.3 |
3,485.7 |
3,541.5 |
|
| S4 |
3,416.3 |
3,436.7 |
3,528.1 |
|
|
| 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 |
3,592.0 |
3,490.0 |
102.0 |
2.9% |
43.2 |
1.2% |
64% |
True |
False |
1,048,929 |
| 10 |
3,592.0 |
3,490.0 |
102.0 |
2.9% |
38.5 |
1.1% |
64% |
True |
False |
914,412 |
| 20 |
3,601.0 |
3,490.0 |
111.0 |
3.1% |
32.6 |
0.9% |
59% |
False |
False |
464,909 |
| 40 |
3,634.0 |
3,487.0 |
147.0 |
4.1% |
31.7 |
0.9% |
46% |
False |
False |
233,059 |
| 60 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
32.7 |
0.9% |
75% |
False |
False |
155,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,800.3 |
|
2.618 |
3,720.3 |
|
1.618 |
3,671.3 |
|
1.000 |
3,641.0 |
|
0.618 |
3,622.3 |
|
HIGH |
3,592.0 |
|
0.618 |
3,573.3 |
|
0.500 |
3,567.5 |
|
0.382 |
3,561.7 |
|
LOW |
3,543.0 |
|
0.618 |
3,512.7 |
|
1.000 |
3,494.0 |
|
1.618 |
3,463.7 |
|
2.618 |
3,414.7 |
|
4.250 |
3,334.8 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,567.5 |
3,555.0 |
| PP |
3,563.3 |
3,555.0 |
| S1 |
3,559.2 |
3,555.0 |
|