| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,428.75 |
2,440.25 |
11.50 |
0.5% |
2,435.25 |
| High |
2,441.50 |
2,445.50 |
4.00 |
0.2% |
2,445.75 |
| Low |
2,427.25 |
2,427.75 |
0.50 |
0.0% |
2,414.75 |
| Close |
2,440.00 |
2,437.25 |
-2.75 |
-0.1% |
2,430.50 |
| Range |
14.25 |
17.75 |
3.50 |
24.6% |
31.00 |
| ATR |
15.17 |
15.35 |
0.18 |
1.2% |
0.00 |
| Volume |
1,028,985 |
684,544 |
-344,441 |
-33.5% |
6,711,703 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.00 |
2,481.50 |
2,447.00 |
|
| R3 |
2,472.25 |
2,463.75 |
2,442.25 |
|
| R2 |
2,454.50 |
2,454.50 |
2,440.50 |
|
| R1 |
2,446.00 |
2,446.00 |
2,439.00 |
2,441.50 |
| PP |
2,436.75 |
2,436.75 |
2,436.75 |
2,434.50 |
| S1 |
2,428.25 |
2,428.25 |
2,435.50 |
2,423.50 |
| S2 |
2,419.00 |
2,419.00 |
2,434.00 |
|
| S3 |
2,401.25 |
2,410.50 |
2,432.25 |
|
| S4 |
2,383.50 |
2,392.75 |
2,427.50 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.25 |
2,508.00 |
2,447.50 |
|
| R3 |
2,492.25 |
2,477.00 |
2,439.00 |
|
| R2 |
2,461.25 |
2,461.25 |
2,436.25 |
|
| R1 |
2,446.00 |
2,446.00 |
2,433.25 |
2,438.00 |
| PP |
2,430.25 |
2,430.25 |
2,430.25 |
2,426.50 |
| S1 |
2,415.00 |
2,415.00 |
2,427.75 |
2,407.00 |
| S2 |
2,399.25 |
2,399.25 |
2,424.75 |
|
| S3 |
2,368.25 |
2,384.00 |
2,422.00 |
|
| S4 |
2,337.25 |
2,353.00 |
2,413.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,445.75 |
2,414.75 |
31.00 |
1.3% |
17.25 |
0.7% |
73% |
False |
False |
1,200,211 |
| 10 |
2,445.75 |
2,410.50 |
35.25 |
1.4% |
14.50 |
0.6% |
76% |
False |
False |
1,284,691 |
| 20 |
2,445.75 |
2,344.50 |
101.25 |
4.2% |
16.50 |
0.7% |
92% |
False |
False |
1,394,136 |
| 40 |
2,445.75 |
2,331.25 |
114.50 |
4.7% |
15.00 |
0.6% |
93% |
False |
False |
1,286,348 |
| 60 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
17.00 |
0.7% |
93% |
False |
False |
1,382,335 |
| 80 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.50 |
0.7% |
93% |
False |
False |
1,195,601 |
| 100 |
2,445.75 |
2,246.25 |
199.50 |
8.2% |
16.25 |
0.7% |
96% |
False |
False |
957,815 |
| 120 |
2,445.75 |
2,222.50 |
223.25 |
9.2% |
16.00 |
0.7% |
96% |
False |
False |
798,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.00 |
|
2.618 |
2,492.00 |
|
1.618 |
2,474.25 |
|
1.000 |
2,463.25 |
|
0.618 |
2,456.50 |
|
HIGH |
2,445.50 |
|
0.618 |
2,438.75 |
|
0.500 |
2,436.50 |
|
0.382 |
2,434.50 |
|
LOW |
2,427.75 |
|
0.618 |
2,416.75 |
|
1.000 |
2,410.00 |
|
1.618 |
2,399.00 |
|
2.618 |
2,381.25 |
|
4.250 |
2,352.25 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,437.00 |
2,435.50 |
| PP |
2,436.75 |
2,434.00 |
| S1 |
2,436.50 |
2,432.25 |
|