| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3,551.0 |
3,507.0 |
-44.0 |
-1.2% |
3,547.0 |
| High |
3,553.0 |
3,538.0 |
-15.0 |
-0.4% |
3,592.0 |
| Low |
3,508.0 |
3,488.0 |
-20.0 |
-0.6% |
3,512.0 |
| Close |
3,530.0 |
3,528.0 |
-2.0 |
-0.1% |
3,534.0 |
| Range |
45.0 |
50.0 |
5.0 |
11.1% |
80.0 |
| ATR |
38.3 |
39.1 |
0.8 |
2.2% |
0.0 |
| Volume |
857,340 |
1,004,552 |
147,212 |
17.2% |
3,593,597 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,668.0 |
3,648.0 |
3,555.5 |
|
| R3 |
3,618.0 |
3,598.0 |
3,541.8 |
|
| R2 |
3,568.0 |
3,568.0 |
3,537.2 |
|
| R1 |
3,548.0 |
3,548.0 |
3,532.6 |
3,558.0 |
| PP |
3,518.0 |
3,518.0 |
3,518.0 |
3,523.0 |
| S1 |
3,498.0 |
3,498.0 |
3,523.4 |
3,508.0 |
| S2 |
3,468.0 |
3,468.0 |
3,518.8 |
|
| S3 |
3,418.0 |
3,448.0 |
3,514.3 |
|
| S4 |
3,368.0 |
3,398.0 |
3,500.5 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,786.0 |
3,740.0 |
3,578.0 |
|
| R3 |
3,706.0 |
3,660.0 |
3,556.0 |
|
| R2 |
3,626.0 |
3,626.0 |
3,548.7 |
|
| R1 |
3,580.0 |
3,580.0 |
3,541.3 |
3,563.0 |
| PP |
3,546.0 |
3,546.0 |
3,546.0 |
3,537.5 |
| S1 |
3,500.0 |
3,500.0 |
3,526.7 |
3,483.0 |
| S2 |
3,466.0 |
3,466.0 |
3,519.3 |
|
| S3 |
3,386.0 |
3,420.0 |
3,512.0 |
|
| S4 |
3,306.0 |
3,340.0 |
3,490.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,574.0 |
3,488.0 |
86.0 |
2.4% |
38.4 |
1.1% |
47% |
False |
True |
770,856 |
| 10 |
3,592.0 |
3,488.0 |
104.0 |
2.9% |
40.1 |
1.1% |
38% |
False |
True |
835,426 |
| 20 |
3,601.0 |
3,488.0 |
113.0 |
3.2% |
36.7 |
1.0% |
35% |
False |
True |
697,830 |
| 40 |
3,634.0 |
3,488.0 |
146.0 |
4.1% |
34.9 |
1.0% |
27% |
False |
True |
350,301 |
| 60 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
34.0 |
1.0% |
66% |
False |
False |
233,628 |
| 80 |
3,634.0 |
3,290.0 |
344.0 |
9.8% |
32.0 |
0.9% |
69% |
False |
False |
175,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,750.5 |
|
2.618 |
3,668.9 |
|
1.618 |
3,618.9 |
|
1.000 |
3,588.0 |
|
0.618 |
3,568.9 |
|
HIGH |
3,538.0 |
|
0.618 |
3,518.9 |
|
0.500 |
3,513.0 |
|
0.382 |
3,507.1 |
|
LOW |
3,488.0 |
|
0.618 |
3,457.1 |
|
1.000 |
3,438.0 |
|
1.618 |
3,407.1 |
|
2.618 |
3,357.1 |
|
4.250 |
3,275.5 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,523.0 |
3,531.0 |
| PP |
3,518.0 |
3,530.0 |
| S1 |
3,513.0 |
3,529.0 |
|