| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,435.75 |
2,417.00 |
-18.75 |
-0.8% |
2,433.50 |
| High |
2,437.25 |
2,442.50 |
5.25 |
0.2% |
2,451.50 |
| Low |
2,416.50 |
2,413.75 |
-2.75 |
-0.1% |
2,428.00 |
| Close |
2,420.50 |
2,438.50 |
18.00 |
0.7% |
2,435.00 |
| Range |
20.75 |
28.75 |
8.00 |
38.6% |
23.50 |
| ATR |
15.58 |
16.52 |
0.94 |
6.0% |
0.00 |
| Volume |
1,639,883 |
1,560,424 |
-79,459 |
-4.8% |
6,184,393 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,517.75 |
2,507.00 |
2,454.25 |
|
| R3 |
2,489.00 |
2,478.25 |
2,446.50 |
|
| R2 |
2,460.25 |
2,460.25 |
2,443.75 |
|
| R1 |
2,449.50 |
2,449.50 |
2,441.25 |
2,455.00 |
| PP |
2,431.50 |
2,431.50 |
2,431.50 |
2,434.25 |
| S1 |
2,420.75 |
2,420.75 |
2,435.75 |
2,426.00 |
| S2 |
2,402.75 |
2,402.75 |
2,433.25 |
|
| S3 |
2,374.00 |
2,392.00 |
2,430.50 |
|
| S4 |
2,345.25 |
2,363.25 |
2,422.75 |
|
|
| 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 |
2,447.50 |
2,413.75 |
33.75 |
1.4% |
17.75 |
0.7% |
73% |
False |
True |
1,344,077 |
| 10 |
2,451.50 |
2,413.75 |
37.75 |
1.5% |
17.00 |
0.7% |
66% |
False |
True |
1,386,187 |
| 20 |
2,451.50 |
2,408.00 |
43.50 |
1.8% |
15.75 |
0.6% |
70% |
False |
False |
1,147,148 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
15.50 |
0.6% |
88% |
False |
False |
576,924 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.25 |
0.7% |
90% |
False |
False |
385,504 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
16.50 |
0.7% |
90% |
False |
False |
289,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,564.75 |
|
2.618 |
2,517.75 |
|
1.618 |
2,489.00 |
|
1.000 |
2,471.25 |
|
0.618 |
2,460.25 |
|
HIGH |
2,442.50 |
|
0.618 |
2,431.50 |
|
0.500 |
2,428.00 |
|
0.382 |
2,424.75 |
|
LOW |
2,413.75 |
|
0.618 |
2,396.00 |
|
1.000 |
2,385.00 |
|
1.618 |
2,367.25 |
|
2.618 |
2,338.50 |
|
4.250 |
2,291.50 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,435.00 |
2,436.00 |
| PP |
2,431.50 |
2,433.25 |
| S1 |
2,428.00 |
2,430.50 |
|