| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,433.50 |
2,447.75 |
14.25 |
0.6% |
2,428.00 |
| High |
2,451.50 |
2,451.00 |
-0.50 |
0.0% |
2,443.25 |
| Low |
2,432.75 |
2,434.00 |
1.25 |
0.1% |
2,416.25 |
| Close |
2,447.50 |
2,437.50 |
-10.00 |
-0.4% |
2,431.00 |
| Range |
18.75 |
17.00 |
-1.75 |
-9.3% |
27.00 |
| ATR |
15.89 |
15.97 |
0.08 |
0.5% |
0.00 |
| Volume |
1,223,334 |
1,332,027 |
108,693 |
8.9% |
9,128,576 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.75 |
2,481.75 |
2,446.75 |
|
| R3 |
2,474.75 |
2,464.75 |
2,442.25 |
|
| R2 |
2,457.75 |
2,457.75 |
2,440.50 |
|
| R1 |
2,447.75 |
2,447.75 |
2,439.00 |
2,444.25 |
| PP |
2,440.75 |
2,440.75 |
2,440.75 |
2,439.00 |
| S1 |
2,430.75 |
2,430.75 |
2,436.00 |
2,427.25 |
| S2 |
2,423.75 |
2,423.75 |
2,434.50 |
|
| S3 |
2,406.75 |
2,413.75 |
2,432.75 |
|
| S4 |
2,389.75 |
2,396.75 |
2,428.25 |
|
|
| 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% |
17.50 |
0.7% |
60% |
False |
False |
1,517,001 |
| 10 |
2,451.50 |
2,412.50 |
39.00 |
1.6% |
16.75 |
0.7% |
64% |
False |
False |
1,462,806 |
| 20 |
2,451.50 |
2,384.00 |
67.50 |
2.8% |
14.00 |
0.6% |
79% |
False |
False |
745,450 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
15.00 |
0.6% |
87% |
False |
False |
375,096 |
| 60 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
16.50 |
0.7% |
90% |
False |
False |
250,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.25 |
|
2.618 |
2,495.50 |
|
1.618 |
2,478.50 |
|
1.000 |
2,468.00 |
|
0.618 |
2,461.50 |
|
HIGH |
2,451.00 |
|
0.618 |
2,444.50 |
|
0.500 |
2,442.50 |
|
0.382 |
2,440.50 |
|
LOW |
2,434.00 |
|
0.618 |
2,423.50 |
|
1.000 |
2,417.00 |
|
1.618 |
2,406.50 |
|
2.618 |
2,389.50 |
|
4.250 |
2,361.75 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,442.50 |
2,437.00 |
| PP |
2,440.75 |
2,436.50 |
| S1 |
2,439.25 |
2,436.00 |
|