| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,431.25 |
2,433.50 |
2.25 |
0.1% |
2,428.00 |
| High |
2,436.75 |
2,451.50 |
14.75 |
0.6% |
2,443.25 |
| Low |
2,420.25 |
2,432.75 |
12.50 |
0.5% |
2,416.25 |
| Close |
2,431.00 |
2,447.50 |
16.50 |
0.7% |
2,431.00 |
| Range |
16.50 |
18.75 |
2.25 |
13.6% |
27.00 |
| ATR |
15.53 |
15.89 |
0.35 |
2.3% |
0.00 |
| Volume |
1,336,684 |
1,223,334 |
-113,350 |
-8.5% |
9,128,576 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.25 |
2,492.50 |
2,457.75 |
|
| R3 |
2,481.50 |
2,473.75 |
2,452.75 |
|
| R2 |
2,462.75 |
2,462.75 |
2,451.00 |
|
| R1 |
2,455.00 |
2,455.00 |
2,449.25 |
2,459.00 |
| PP |
2,444.00 |
2,444.00 |
2,444.00 |
2,445.75 |
| S1 |
2,436.25 |
2,436.25 |
2,445.75 |
2,440.00 |
| S2 |
2,425.25 |
2,425.25 |
2,444.00 |
|
| S3 |
2,406.50 |
2,417.50 |
2,442.25 |
|
| S4 |
2,387.75 |
2,398.75 |
2,437.25 |
|
|
| 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 |
2,451.50 |
2,416.25 |
35.25 |
1.4% |
17.00 |
0.7% |
89% |
True |
False |
1,635,251 |
| 10 |
2,451.50 |
2,412.50 |
39.00 |
1.6% |
16.00 |
0.7% |
90% |
True |
False |
1,339,818 |
| 20 |
2,451.50 |
2,375.50 |
76.00 |
3.1% |
14.00 |
0.6% |
95% |
True |
False |
679,002 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
15.00 |
0.6% |
96% |
True |
False |
341,873 |
| 60 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
16.50 |
0.7% |
97% |
True |
False |
228,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.25 |
|
2.618 |
2,500.50 |
|
1.618 |
2,481.75 |
|
1.000 |
2,470.25 |
|
0.618 |
2,463.00 |
|
HIGH |
2,451.50 |
|
0.618 |
2,444.25 |
|
0.500 |
2,442.00 |
|
0.382 |
2,440.00 |
|
LOW |
2,432.75 |
|
0.618 |
2,421.25 |
|
1.000 |
2,414.00 |
|
1.618 |
2,402.50 |
|
2.618 |
2,383.75 |
|
4.250 |
2,353.00 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,445.75 |
2,443.00 |
| PP |
2,444.00 |
2,438.50 |
| S1 |
2,442.00 |
2,434.00 |
|