| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,442.00 |
2,420.75 |
-21.25 |
-0.9% |
2,432.00 |
| High |
2,445.00 |
2,429.75 |
-15.25 |
-0.6% |
2,447.50 |
| Low |
2,402.25 |
2,415.00 |
12.75 |
0.5% |
2,402.25 |
| Close |
2,420.00 |
2,421.00 |
1.00 |
0.0% |
2,421.00 |
| Range |
42.75 |
14.75 |
-28.00 |
-65.5% |
45.25 |
| ATR |
18.39 |
18.13 |
-0.26 |
-1.4% |
0.00 |
| Volume |
2,337,789 |
1,638,217 |
-699,572 |
-29.9% |
8,442,125 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.25 |
2,458.25 |
2,429.00 |
|
| R3 |
2,451.50 |
2,443.50 |
2,425.00 |
|
| R2 |
2,436.75 |
2,436.75 |
2,423.75 |
|
| R1 |
2,428.75 |
2,428.75 |
2,422.25 |
2,432.75 |
| PP |
2,422.00 |
2,422.00 |
2,422.00 |
2,424.00 |
| S1 |
2,414.00 |
2,414.00 |
2,419.75 |
2,418.00 |
| S2 |
2,407.25 |
2,407.25 |
2,418.25 |
|
| S3 |
2,392.50 |
2,399.25 |
2,417.00 |
|
| S4 |
2,377.75 |
2,384.50 |
2,413.00 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,559.25 |
2,535.50 |
2,446.00 |
|
| R3 |
2,514.00 |
2,490.25 |
2,433.50 |
|
| R2 |
2,468.75 |
2,468.75 |
2,429.25 |
|
| R1 |
2,445.00 |
2,445.00 |
2,425.25 |
2,434.25 |
| PP |
2,423.50 |
2,423.50 |
2,423.50 |
2,418.25 |
| S1 |
2,399.75 |
2,399.75 |
2,416.75 |
2,389.00 |
| S2 |
2,378.25 |
2,378.25 |
2,412.75 |
|
| S3 |
2,333.00 |
2,354.50 |
2,408.50 |
|
| S4 |
2,287.75 |
2,309.25 |
2,396.00 |
|
|
| 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 |
2,402.25 |
45.25 |
1.9% |
25.00 |
1.0% |
41% |
False |
False |
1,688,425 |
| 10 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
19.50 |
0.8% |
38% |
False |
False |
1,462,651 |
| 20 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
17.00 |
0.7% |
38% |
False |
False |
1,342,173 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
16.50 |
0.7% |
72% |
False |
False |
676,105 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.50 |
0.7% |
77% |
False |
False |
451,693 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
16.75 |
0.7% |
78% |
False |
False |
339,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,492.50 |
|
2.618 |
2,468.25 |
|
1.618 |
2,453.50 |
|
1.000 |
2,444.50 |
|
0.618 |
2,438.75 |
|
HIGH |
2,429.75 |
|
0.618 |
2,424.00 |
|
0.500 |
2,422.50 |
|
0.382 |
2,420.75 |
|
LOW |
2,415.00 |
|
0.618 |
2,406.00 |
|
1.000 |
2,400.25 |
|
1.618 |
2,391.25 |
|
2.618 |
2,376.50 |
|
4.250 |
2,352.25 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,422.50 |
2,423.50 |
| PP |
2,422.00 |
2,422.75 |
| S1 |
2,421.50 |
2,422.00 |
|