| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
5,762.25 |
5,730.00 |
-32.25 |
-0.6% |
5,883.00 |
| High |
5,789.00 |
5,732.50 |
-56.50 |
-1.0% |
5,907.50 |
| Low |
5,687.00 |
5,641.25 |
-45.75 |
-0.8% |
5,669.00 |
| Close |
5,732.75 |
5,709.25 |
-23.50 |
-0.4% |
5,748.25 |
| Range |
102.00 |
91.25 |
-10.75 |
-10.5% |
238.50 |
| ATR |
63.79 |
65.77 |
1.98 |
3.1% |
0.00 |
| Volume |
429,542 |
435,110 |
5,568 |
1.3% |
813,573 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,968.00 |
5,930.00 |
5,759.50 |
|
| R3 |
5,876.75 |
5,838.75 |
5,734.25 |
|
| R2 |
5,785.50 |
5,785.50 |
5,726.00 |
|
| R1 |
5,747.50 |
5,747.50 |
5,717.50 |
5,721.00 |
| PP |
5,694.25 |
5,694.25 |
5,694.25 |
5,681.00 |
| S1 |
5,656.25 |
5,656.25 |
5,701.00 |
5,629.50 |
| S2 |
5,603.00 |
5,603.00 |
5,692.50 |
|
| S3 |
5,511.75 |
5,565.00 |
5,684.25 |
|
| S4 |
5,420.50 |
5,473.75 |
5,659.00 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,490.50 |
6,357.75 |
5,879.50 |
|
| R3 |
6,252.00 |
6,119.25 |
5,813.75 |
|
| R2 |
6,013.50 |
6,013.50 |
5,792.00 |
|
| R1 |
5,880.75 |
5,880.75 |
5,770.00 |
5,828.00 |
| PP |
5,775.00 |
5,775.00 |
5,775.00 |
5,748.50 |
| S1 |
5,642.25 |
5,642.25 |
5,726.50 |
5,589.50 |
| S2 |
5,536.50 |
5,536.50 |
5,704.50 |
|
| S3 |
5,298.00 |
5,403.75 |
5,682.75 |
|
| S4 |
5,059.50 |
5,165.25 |
5,617.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,907.50 |
5,641.25 |
266.25 |
4.7% |
118.50 |
2.1% |
26% |
False |
True |
508,623 |
| 10 |
5,907.50 |
5,641.25 |
266.25 |
4.7% |
80.50 |
1.4% |
26% |
False |
True |
267,667 |
| 20 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
63.75 |
1.1% |
43% |
False |
False |
134,512 |
| 40 |
5,907.50 |
5,400.50 |
507.00 |
8.9% |
52.25 |
0.9% |
61% |
False |
False |
67,375 |
| 60 |
5,907.50 |
5,318.00 |
589.50 |
10.3% |
50.00 |
0.9% |
66% |
False |
False |
44,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,120.25 |
|
2.618 |
5,971.50 |
|
1.618 |
5,880.25 |
|
1.000 |
5,823.75 |
|
0.618 |
5,789.00 |
|
HIGH |
5,732.50 |
|
0.618 |
5,697.75 |
|
0.500 |
5,687.00 |
|
0.382 |
5,676.00 |
|
LOW |
5,641.25 |
|
0.618 |
5,584.75 |
|
1.000 |
5,550.00 |
|
1.618 |
5,493.50 |
|
2.618 |
5,402.25 |
|
4.250 |
5,253.50 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,701.75 |
5,715.00 |
| PP |
5,694.25 |
5,713.25 |
| S1 |
5,687.00 |
5,711.25 |
|