| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,406.0 |
1,411.3 |
5.3 |
0.4% |
1,410.0 |
| High |
1,416.0 |
1,419.9 |
3.9 |
0.3% |
1,421.4 |
| Low |
1,400.3 |
1,406.6 |
6.3 |
0.4% |
1,393.5 |
| Close |
1,412.6 |
1,414.4 |
1.8 |
0.1% |
1,412.6 |
| Range |
15.7 |
13.3 |
-2.4 |
-15.3% |
27.9 |
| ATR |
15.9 |
15.8 |
-0.2 |
-1.2% |
0.0 |
| Volume |
137,485 |
115,227 |
-22,258 |
-16.2% |
554,249 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.5 |
1,447.3 |
1,421.8 |
|
| R3 |
1,440.3 |
1,434.0 |
1,418.0 |
|
| R2 |
1,427.0 |
1,427.0 |
1,416.8 |
|
| R1 |
1,420.8 |
1,420.8 |
1,415.5 |
1,423.8 |
| PP |
1,413.8 |
1,413.8 |
1,413.8 |
1,415.3 |
| S1 |
1,407.3 |
1,407.3 |
1,413.3 |
1,410.5 |
| S2 |
1,400.3 |
1,400.3 |
1,412.0 |
|
| S3 |
1,387.0 |
1,394.0 |
1,410.8 |
|
| S4 |
1,373.8 |
1,380.8 |
1,407.0 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.8 |
1,480.8 |
1,428.0 |
|
| R3 |
1,465.0 |
1,452.8 |
1,420.3 |
|
| R2 |
1,437.0 |
1,437.0 |
1,417.8 |
|
| R1 |
1,424.8 |
1,424.8 |
1,415.3 |
1,431.0 |
| PP |
1,409.3 |
1,409.3 |
1,409.3 |
1,412.3 |
| S1 |
1,397.0 |
1,397.0 |
1,410.0 |
1,403.0 |
| S2 |
1,381.3 |
1,381.3 |
1,407.5 |
|
| S3 |
1,353.3 |
1,369.0 |
1,405.0 |
|
| S4 |
1,325.5 |
1,341.3 |
1,397.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,419.9 |
1,393.5 |
26.4 |
1.9% |
16.0 |
1.1% |
79% |
True |
False |
113,398 |
| 10 |
1,429.7 |
1,393.5 |
36.2 |
2.6% |
15.5 |
1.1% |
58% |
False |
False |
137,544 |
| 20 |
1,434.6 |
1,351.0 |
83.6 |
5.9% |
17.3 |
1.2% |
76% |
False |
False |
104,700 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
13.0 |
0.9% |
78% |
False |
False |
52,412 |
| 60 |
1,434.6 |
1,339.5 |
95.1 |
6.7% |
12.0 |
0.8% |
79% |
False |
False |
34,945 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.2% |
10.5 |
0.7% |
80% |
False |
False |
26,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,476.5 |
|
2.618 |
1,454.8 |
|
1.618 |
1,441.5 |
|
1.000 |
1,433.3 |
|
0.618 |
1,428.0 |
|
HIGH |
1,420.0 |
|
0.618 |
1,414.8 |
|
0.500 |
1,413.3 |
|
0.382 |
1,411.8 |
|
LOW |
1,406.5 |
|
0.618 |
1,398.5 |
|
1.000 |
1,393.3 |
|
1.618 |
1,385.0 |
|
2.618 |
1,371.8 |
|
4.250 |
1,350.0 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,414.0 |
1,411.8 |
| PP |
1,413.8 |
1,409.3 |
| S1 |
1,413.3 |
1,406.8 |
|