| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,428.00 |
2,426.50 |
-1.50 |
-0.1% |
2,433.50 |
| High |
2,428.75 |
2,439.25 |
10.50 |
0.4% |
2,443.50 |
| Low |
2,416.75 |
2,425.25 |
8.50 |
0.4% |
2,412.50 |
| Close |
2,426.50 |
2,438.00 |
11.50 |
0.5% |
2,428.25 |
| Range |
12.00 |
14.00 |
2.00 |
16.7% |
31.00 |
| ATR |
15.08 |
15.01 |
-0.08 |
-0.5% |
0.00 |
| Volume |
2,175,655 |
1,923,275 |
-252,380 |
-11.6% |
3,088,381 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.25 |
2,471.00 |
2,445.75 |
|
| R3 |
2,462.25 |
2,457.00 |
2,441.75 |
|
| R2 |
2,448.25 |
2,448.25 |
2,440.50 |
|
| R1 |
2,443.00 |
2,443.00 |
2,439.25 |
2,445.50 |
| PP |
2,434.25 |
2,434.25 |
2,434.25 |
2,435.50 |
| S1 |
2,429.00 |
2,429.00 |
2,436.75 |
2,431.50 |
| S2 |
2,420.25 |
2,420.25 |
2,435.50 |
|
| S3 |
2,406.25 |
2,415.00 |
2,434.25 |
|
| S4 |
2,392.25 |
2,401.00 |
2,430.25 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.00 |
2,505.75 |
2,445.25 |
|
| R3 |
2,490.00 |
2,474.75 |
2,436.75 |
|
| R2 |
2,459.00 |
2,459.00 |
2,434.00 |
|
| R1 |
2,443.75 |
2,443.75 |
2,431.00 |
2,436.00 |
| PP |
2,428.00 |
2,428.00 |
2,428.00 |
2,424.25 |
| S1 |
2,412.75 |
2,412.75 |
2,425.50 |
2,405.00 |
| S2 |
2,397.00 |
2,397.00 |
2,422.50 |
|
| S3 |
2,366.00 |
2,381.75 |
2,419.75 |
|
| S4 |
2,335.00 |
2,350.75 |
2,411.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,443.50 |
2,412.50 |
31.00 |
1.3% |
16.00 |
0.7% |
82% |
False |
False |
1,408,612 |
| 10 |
2,443.50 |
2,400.00 |
43.50 |
1.8% |
14.25 |
0.6% |
87% |
False |
False |
727,800 |
| 20 |
2,443.50 |
2,341.75 |
101.75 |
4.2% |
16.00 |
0.7% |
95% |
False |
False |
367,871 |
| 40 |
2,443.50 |
2,327.75 |
115.75 |
4.7% |
15.00 |
0.6% |
95% |
False |
False |
185,773 |
| 60 |
2,443.50 |
2,314.75 |
128.75 |
5.3% |
16.75 |
0.7% |
96% |
False |
False |
124,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.75 |
|
2.618 |
2,476.00 |
|
1.618 |
2,462.00 |
|
1.000 |
2,453.25 |
|
0.618 |
2,448.00 |
|
HIGH |
2,439.25 |
|
0.618 |
2,434.00 |
|
0.500 |
2,432.25 |
|
0.382 |
2,430.50 |
|
LOW |
2,425.25 |
|
0.618 |
2,416.50 |
|
1.000 |
2,411.25 |
|
1.618 |
2,402.50 |
|
2.618 |
2,388.50 |
|
4.250 |
2,365.75 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.00 |
2,434.75 |
| PP |
2,434.25 |
2,431.25 |
| S1 |
2,432.25 |
2,428.00 |
|