| 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 |
2,438.25 |
2,433.75 |
-4.50 |
-0.2% |
2,433.50 |
| High |
2,443.25 |
2,434.50 |
-8.75 |
-0.4% |
2,443.50 |
| Low |
2,425.75 |
2,416.25 |
-9.50 |
-0.4% |
2,412.50 |
| Close |
2,435.25 |
2,432.00 |
-3.25 |
-0.1% |
2,428.25 |
| Range |
17.50 |
18.25 |
0.75 |
4.3% |
31.00 |
| ATR |
15.18 |
15.46 |
0.27 |
1.8% |
0.00 |
| Volume |
1,818,280 |
1,874,682 |
56,402 |
3.1% |
3,088,381 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.25 |
2,475.50 |
2,442.00 |
|
| R3 |
2,464.00 |
2,457.25 |
2,437.00 |
|
| R2 |
2,445.75 |
2,445.75 |
2,435.25 |
|
| R1 |
2,439.00 |
2,439.00 |
2,433.75 |
2,433.25 |
| PP |
2,427.50 |
2,427.50 |
2,427.50 |
2,424.75 |
| S1 |
2,420.75 |
2,420.75 |
2,430.25 |
2,415.00 |
| S2 |
2,409.25 |
2,409.25 |
2,428.75 |
|
| S3 |
2,391.00 |
2,402.50 |
2,427.00 |
|
| S4 |
2,372.75 |
2,384.25 |
2,422.00 |
|
|
| 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% |
18.50 |
0.8% |
63% |
False |
False |
1,977,618 |
| 10 |
2,443.50 |
2,412.50 |
31.00 |
1.3% |
14.25 |
0.6% |
63% |
False |
False |
1,092,508 |
| 20 |
2,443.50 |
2,341.75 |
101.75 |
4.2% |
15.00 |
0.6% |
89% |
False |
False |
551,775 |
| 40 |
2,443.50 |
2,330.00 |
113.50 |
4.7% |
15.00 |
0.6% |
90% |
False |
False |
277,983 |
| 60 |
2,443.50 |
2,314.75 |
128.75 |
5.3% |
16.50 |
0.7% |
91% |
False |
False |
185,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.00 |
|
2.618 |
2,482.25 |
|
1.618 |
2,464.00 |
|
1.000 |
2,452.75 |
|
0.618 |
2,445.75 |
|
HIGH |
2,434.50 |
|
0.618 |
2,427.50 |
|
0.500 |
2,425.50 |
|
0.382 |
2,423.25 |
|
LOW |
2,416.25 |
|
0.618 |
2,405.00 |
|
1.000 |
2,398.00 |
|
1.618 |
2,386.75 |
|
2.618 |
2,368.50 |
|
4.250 |
2,338.75 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.75 |
2,431.25 |
| PP |
2,427.50 |
2,430.50 |
| S1 |
2,425.50 |
2,429.75 |
|