| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,431.25 |
2,432.00 |
0.75 |
0.0% |
2,433.50 |
| High |
2,438.75 |
2,447.50 |
8.75 |
0.4% |
2,451.50 |
| Low |
2,428.25 |
2,430.00 |
1.75 |
0.1% |
2,428.00 |
| Close |
2,435.00 |
2,436.00 |
1.00 |
0.0% |
2,435.00 |
| Range |
10.50 |
17.50 |
7.00 |
66.7% |
23.50 |
| ATR |
15.00 |
15.18 |
0.18 |
1.2% |
0.00 |
| Volume |
1,197,448 |
1,265,812 |
68,364 |
5.7% |
6,184,393 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.25 |
2,480.75 |
2,445.50 |
|
| R3 |
2,472.75 |
2,463.25 |
2,440.75 |
|
| R2 |
2,455.25 |
2,455.25 |
2,439.25 |
|
| R1 |
2,445.75 |
2,445.75 |
2,437.50 |
2,450.50 |
| PP |
2,437.75 |
2,437.75 |
2,437.75 |
2,440.25 |
| S1 |
2,428.25 |
2,428.25 |
2,434.50 |
2,433.00 |
| S2 |
2,420.25 |
2,420.25 |
2,432.75 |
|
| S3 |
2,402.75 |
2,410.75 |
2,431.25 |
|
| S4 |
2,385.25 |
2,393.25 |
2,426.50 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.75 |
2,495.25 |
2,448.00 |
|
| R3 |
2,485.25 |
2,471.75 |
2,441.50 |
|
| R2 |
2,461.75 |
2,461.75 |
2,439.25 |
|
| R1 |
2,448.25 |
2,448.25 |
2,437.25 |
2,455.00 |
| PP |
2,438.25 |
2,438.25 |
2,438.25 |
2,441.50 |
| S1 |
2,424.75 |
2,424.75 |
2,432.75 |
2,431.50 |
| S2 |
2,414.75 |
2,414.75 |
2,430.75 |
|
| S3 |
2,391.25 |
2,401.25 |
2,428.50 |
|
| S4 |
2,367.75 |
2,377.75 |
2,422.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,451.00 |
2,428.00 |
23.00 |
0.9% |
13.50 |
0.6% |
35% |
False |
False |
1,245,374 |
| 10 |
2,451.50 |
2,416.25 |
35.25 |
1.4% |
15.25 |
0.6% |
56% |
False |
False |
1,440,312 |
| 20 |
2,451.50 |
2,400.00 |
51.50 |
2.1% |
14.50 |
0.6% |
70% |
False |
False |
988,504 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
14.75 |
0.6% |
86% |
False |
False |
497,030 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.00 |
0.7% |
88% |
False |
False |
332,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,522.00 |
|
2.618 |
2,493.25 |
|
1.618 |
2,475.75 |
|
1.000 |
2,465.00 |
|
0.618 |
2,458.25 |
|
HIGH |
2,447.50 |
|
0.618 |
2,440.75 |
|
0.500 |
2,438.75 |
|
0.382 |
2,436.75 |
|
LOW |
2,430.00 |
|
0.618 |
2,419.25 |
|
1.000 |
2,412.50 |
|
1.618 |
2,401.75 |
|
2.618 |
2,384.25 |
|
4.250 |
2,355.50 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,438.75 |
2,437.75 |
| PP |
2,437.75 |
2,437.25 |
| S1 |
2,437.00 |
2,436.50 |
|