| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,433.75 |
2,431.25 |
-2.50 |
-0.1% |
2,428.00 |
| High |
2,434.50 |
2,436.75 |
2.25 |
0.1% |
2,443.25 |
| Low |
2,416.25 |
2,420.25 |
4.00 |
0.2% |
2,416.25 |
| Close |
2,432.00 |
2,431.00 |
-1.00 |
0.0% |
2,431.00 |
| Range |
18.25 |
16.50 |
-1.75 |
-9.6% |
27.00 |
| ATR |
15.46 |
15.53 |
0.07 |
0.5% |
0.00 |
| Volume |
1,874,682 |
1,336,684 |
-537,998 |
-28.7% |
9,128,576 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,478.75 |
2,471.50 |
2,440.00 |
|
| R3 |
2,462.25 |
2,455.00 |
2,435.50 |
|
| R2 |
2,445.75 |
2,445.75 |
2,434.00 |
|
| R1 |
2,438.50 |
2,438.50 |
2,432.50 |
2,434.00 |
| PP |
2,429.25 |
2,429.25 |
2,429.25 |
2,427.00 |
| S1 |
2,422.00 |
2,422.00 |
2,429.50 |
2,417.50 |
| S2 |
2,412.75 |
2,412.75 |
2,428.00 |
|
| S3 |
2,396.25 |
2,405.50 |
2,426.50 |
|
| S4 |
2,379.75 |
2,389.00 |
2,422.00 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.25 |
2,498.00 |
2,445.75 |
|
| R3 |
2,484.25 |
2,471.00 |
2,438.50 |
|
| R2 |
2,457.25 |
2,457.25 |
2,436.00 |
|
| R1 |
2,444.00 |
2,444.00 |
2,433.50 |
2,450.50 |
| PP |
2,430.25 |
2,430.25 |
2,430.25 |
2,433.50 |
| S1 |
2,417.00 |
2,417.00 |
2,428.50 |
2,423.50 |
| S2 |
2,403.25 |
2,403.25 |
2,426.00 |
|
| S3 |
2,376.25 |
2,390.00 |
2,423.50 |
|
| S4 |
2,349.25 |
2,363.00 |
2,416.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,443.25 |
2,416.25 |
27.00 |
1.1% |
15.75 |
0.6% |
55% |
False |
False |
1,825,715 |
| 10 |
2,443.50 |
2,412.50 |
31.00 |
1.3% |
14.75 |
0.6% |
60% |
False |
False |
1,221,695 |
| 20 |
2,443.50 |
2,358.50 |
85.00 |
3.5% |
14.50 |
0.6% |
85% |
False |
False |
618,241 |
| 40 |
2,443.50 |
2,337.75 |
105.75 |
4.4% |
15.00 |
0.6% |
88% |
False |
False |
311,334 |
| 60 |
2,443.50 |
2,314.75 |
128.75 |
5.3% |
16.50 |
0.7% |
90% |
False |
False |
208,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.00 |
|
2.618 |
2,480.00 |
|
1.618 |
2,463.50 |
|
1.000 |
2,453.25 |
|
0.618 |
2,447.00 |
|
HIGH |
2,436.75 |
|
0.618 |
2,430.50 |
|
0.500 |
2,428.50 |
|
0.382 |
2,426.50 |
|
LOW |
2,420.25 |
|
0.618 |
2,410.00 |
|
1.000 |
2,403.75 |
|
1.618 |
2,393.50 |
|
2.618 |
2,377.00 |
|
4.250 |
2,350.00 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,430.25 |
2,430.50 |
| PP |
2,429.25 |
2,430.25 |
| S1 |
2,428.50 |
2,429.75 |
|