| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,411.3 |
1,415.2 |
3.9 |
0.3% |
1,410.0 |
| High |
1,419.9 |
1,421.0 |
1.1 |
0.1% |
1,421.4 |
| Low |
1,406.6 |
1,402.2 |
-4.4 |
-0.3% |
1,393.5 |
| Close |
1,414.4 |
1,404.9 |
-9.5 |
-0.7% |
1,412.6 |
| Range |
13.3 |
18.8 |
5.5 |
41.4% |
27.9 |
| ATR |
15.8 |
16.0 |
0.2 |
1.4% |
0.0 |
| Volume |
115,227 |
133,728 |
18,501 |
16.1% |
554,249 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,465.8 |
1,454.3 |
1,415.3 |
|
| R3 |
1,447.0 |
1,435.3 |
1,410.0 |
|
| R2 |
1,428.3 |
1,428.3 |
1,408.3 |
|
| R1 |
1,416.5 |
1,416.5 |
1,406.5 |
1,413.0 |
| PP |
1,409.3 |
1,409.3 |
1,409.3 |
1,407.5 |
| S1 |
1,397.8 |
1,397.8 |
1,403.3 |
1,394.3 |
| S2 |
1,390.5 |
1,390.5 |
1,401.5 |
|
| S3 |
1,371.8 |
1,379.0 |
1,399.8 |
|
| S4 |
1,353.0 |
1,360.3 |
1,394.5 |
|
|
| 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 |
1,421.0 |
1,393.5 |
27.5 |
2.0% |
16.3 |
1.2% |
41% |
True |
False |
119,537 |
| 10 |
1,429.7 |
1,393.5 |
36.2 |
2.6% |
16.5 |
1.2% |
31% |
False |
False |
129,326 |
| 20 |
1,434.6 |
1,351.0 |
83.6 |
6.0% |
17.8 |
1.3% |
64% |
False |
False |
111,382 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
13.3 |
0.9% |
67% |
False |
False |
55,754 |
| 60 |
1,434.6 |
1,339.5 |
95.1 |
6.8% |
12.3 |
0.9% |
69% |
False |
False |
37,174 |
| 80 |
1,434.6 |
1,332.3 |
102.3 |
7.3% |
10.8 |
0.8% |
71% |
False |
False |
27,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,501.0 |
|
2.618 |
1,470.3 |
|
1.618 |
1,451.5 |
|
1.000 |
1,439.8 |
|
0.618 |
1,432.5 |
|
HIGH |
1,421.0 |
|
0.618 |
1,413.8 |
|
0.500 |
1,411.5 |
|
0.382 |
1,409.5 |
|
LOW |
1,402.3 |
|
0.618 |
1,390.5 |
|
1.000 |
1,383.5 |
|
1.618 |
1,371.8 |
|
2.618 |
1,353.0 |
|
4.250 |
1,322.3 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,411.5 |
1,410.8 |
| PP |
1,409.3 |
1,408.8 |
| S1 |
1,407.3 |
1,406.8 |
|