| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,426.50 |
2,438.25 |
11.75 |
0.5% |
2,433.50 |
| High |
2,439.25 |
2,443.25 |
4.00 |
0.2% |
2,443.50 |
| Low |
2,425.25 |
2,425.75 |
0.50 |
0.0% |
2,412.50 |
| Close |
2,438.00 |
2,435.25 |
-2.75 |
-0.1% |
2,428.25 |
| Range |
14.00 |
17.50 |
3.50 |
25.0% |
31.00 |
| ATR |
15.01 |
15.18 |
0.18 |
1.2% |
0.00 |
| Volume |
1,923,275 |
1,818,280 |
-104,995 |
-5.5% |
3,088,381 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.25 |
2,478.75 |
2,445.00 |
|
| R3 |
2,469.75 |
2,461.25 |
2,440.00 |
|
| R2 |
2,452.25 |
2,452.25 |
2,438.50 |
|
| R1 |
2,443.75 |
2,443.75 |
2,436.75 |
2,439.25 |
| PP |
2,434.75 |
2,434.75 |
2,434.75 |
2,432.50 |
| S1 |
2,426.25 |
2,426.25 |
2,433.75 |
2,421.75 |
| S2 |
2,417.25 |
2,417.25 |
2,432.00 |
|
| S3 |
2,399.75 |
2,408.75 |
2,430.50 |
|
| S4 |
2,382.25 |
2,391.25 |
2,425.50 |
|
|
| 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% |
17.25 |
0.7% |
73% |
False |
False |
1,730,166 |
| 10 |
2,443.50 |
2,408.00 |
35.50 |
1.5% |
14.50 |
0.6% |
77% |
False |
False |
908,108 |
| 20 |
2,443.50 |
2,341.75 |
101.75 |
4.2% |
16.25 |
0.7% |
92% |
False |
False |
458,574 |
| 40 |
2,443.50 |
2,328.50 |
115.00 |
4.7% |
15.00 |
0.6% |
93% |
False |
False |
231,167 |
| 60 |
2,443.50 |
2,314.75 |
128.75 |
5.3% |
16.75 |
0.7% |
94% |
False |
False |
154,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,517.50 |
|
2.618 |
2,489.00 |
|
1.618 |
2,471.50 |
|
1.000 |
2,460.75 |
|
0.618 |
2,454.00 |
|
HIGH |
2,443.25 |
|
0.618 |
2,436.50 |
|
0.500 |
2,434.50 |
|
0.382 |
2,432.50 |
|
LOW |
2,425.75 |
|
0.618 |
2,415.00 |
|
1.000 |
2,408.25 |
|
1.618 |
2,397.50 |
|
2.618 |
2,380.00 |
|
4.250 |
2,351.50 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,435.00 |
2,433.50 |
| PP |
2,434.75 |
2,431.75 |
| S1 |
2,434.50 |
2,430.00 |
|