| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3,543.0 |
3,543.0 |
0.0 |
0.0% |
3,563.0 |
| High |
3,555.0 |
3,551.0 |
-4.0 |
-0.1% |
3,581.0 |
| Low |
3,512.0 |
3,517.0 |
5.0 |
0.1% |
3,490.0 |
| Close |
3,546.0 |
3,550.0 |
4.0 |
0.1% |
3,530.0 |
| Range |
43.0 |
34.0 |
-9.0 |
-20.9% |
91.0 |
| ATR |
38.1 |
37.8 |
-0.3 |
-0.8% |
0.0 |
| Volume |
836,072 |
656,223 |
-179,849 |
-21.5% |
6,696,412 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,641.3 |
3,629.7 |
3,568.7 |
|
| R3 |
3,607.3 |
3,595.7 |
3,559.4 |
|
| R2 |
3,573.3 |
3,573.3 |
3,556.2 |
|
| R1 |
3,561.7 |
3,561.7 |
3,553.1 |
3,567.5 |
| PP |
3,539.3 |
3,539.3 |
3,539.3 |
3,542.3 |
| S1 |
3,527.7 |
3,527.7 |
3,546.9 |
3,533.5 |
| S2 |
3,505.3 |
3,505.3 |
3,543.8 |
|
| S3 |
3,471.3 |
3,493.7 |
3,540.7 |
|
| S4 |
3,437.3 |
3,459.7 |
3,531.3 |
|
|
| 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 |
3,512.0 |
80.0 |
2.3% |
38.2 |
1.1% |
48% |
False |
False |
798,614 |
| 10 |
3,592.0 |
3,490.0 |
102.0 |
2.9% |
39.8 |
1.1% |
59% |
False |
False |
1,016,189 |
| 20 |
3,601.0 |
3,490.0 |
111.0 |
3.1% |
33.7 |
0.9% |
54% |
False |
False |
539,324 |
| 40 |
3,634.0 |
3,487.0 |
147.0 |
4.1% |
32.7 |
0.9% |
43% |
False |
False |
270,355 |
| 60 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
33.1 |
0.9% |
73% |
False |
False |
180,354 |
| 80 |
3,634.0 |
3,218.0 |
416.0 |
11.7% |
31.5 |
0.9% |
80% |
False |
False |
135,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,695.5 |
|
2.618 |
3,640.0 |
|
1.618 |
3,606.0 |
|
1.000 |
3,585.0 |
|
0.618 |
3,572.0 |
|
HIGH |
3,551.0 |
|
0.618 |
3,538.0 |
|
0.500 |
3,534.0 |
|
0.382 |
3,530.0 |
|
LOW |
3,517.0 |
|
0.618 |
3,496.0 |
|
1.000 |
3,483.0 |
|
1.618 |
3,462.0 |
|
2.618 |
3,428.0 |
|
4.250 |
3,372.5 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,544.7 |
3,552.0 |
| PP |
3,539.3 |
3,551.3 |
| S1 |
3,534.0 |
3,550.7 |
|