| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3,507.0 |
3,544.0 |
37.0 |
1.1% |
3,547.0 |
| High |
3,538.0 |
3,548.0 |
10.0 |
0.3% |
3,592.0 |
| Low |
3,488.0 |
3,438.0 |
-50.0 |
-1.4% |
3,512.0 |
| Close |
3,528.0 |
3,461.0 |
-67.0 |
-1.9% |
3,534.0 |
| Range |
50.0 |
110.0 |
60.0 |
120.0% |
80.0 |
| ATR |
39.1 |
44.2 |
5.1 |
12.9% |
0.0 |
| Volume |
1,004,552 |
1,503,527 |
498,975 |
49.7% |
3,593,597 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,812.3 |
3,746.7 |
3,521.5 |
|
| R3 |
3,702.3 |
3,636.7 |
3,491.3 |
|
| R2 |
3,592.3 |
3,592.3 |
3,481.2 |
|
| R1 |
3,526.7 |
3,526.7 |
3,471.1 |
3,504.5 |
| PP |
3,482.3 |
3,482.3 |
3,482.3 |
3,471.3 |
| S1 |
3,416.7 |
3,416.7 |
3,450.9 |
3,394.5 |
| S2 |
3,372.3 |
3,372.3 |
3,440.8 |
|
| S3 |
3,262.3 |
3,306.7 |
3,430.8 |
|
| S4 |
3,152.3 |
3,196.7 |
3,400.5 |
|
|
| 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 |
3,438.0 |
136.0 |
3.9% |
53.6 |
1.5% |
17% |
False |
True |
940,317 |
| 10 |
3,592.0 |
3,438.0 |
154.0 |
4.4% |
45.9 |
1.3% |
15% |
False |
True |
869,465 |
| 20 |
3,601.0 |
3,438.0 |
163.0 |
4.7% |
40.9 |
1.2% |
14% |
False |
True |
772,646 |
| 40 |
3,634.0 |
3,438.0 |
196.0 |
5.7% |
36.7 |
1.1% |
12% |
False |
True |
387,868 |
| 60 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
34.7 |
1.0% |
45% |
False |
False |
258,682 |
| 80 |
3,634.0 |
3,290.0 |
344.0 |
9.9% |
33.2 |
1.0% |
50% |
False |
False |
194,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,015.5 |
|
2.618 |
3,836.0 |
|
1.618 |
3,726.0 |
|
1.000 |
3,658.0 |
|
0.618 |
3,616.0 |
|
HIGH |
3,548.0 |
|
0.618 |
3,506.0 |
|
0.500 |
3,493.0 |
|
0.382 |
3,480.0 |
|
LOW |
3,438.0 |
|
0.618 |
3,370.0 |
|
1.000 |
3,328.0 |
|
1.618 |
3,260.0 |
|
2.618 |
3,150.0 |
|
4.250 |
2,970.5 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,493.0 |
3,495.5 |
| PP |
3,482.3 |
3,484.0 |
| S1 |
3,471.7 |
3,472.5 |
|