| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,436.00 |
2,433.75 |
-2.25 |
-0.1% |
2,430.00 |
| High |
2,436.00 |
2,439.00 |
3.00 |
0.1% |
2,445.50 |
| Low |
2,418.25 |
2,432.50 |
14.25 |
0.6% |
2,418.25 |
| Close |
2,434.25 |
2,434.89 |
0.64 |
0.0% |
2,434.89 |
| Range |
17.75 |
6.50 |
-11.25 |
-63.4% |
27.25 |
| ATR |
15.61 |
14.96 |
-0.65 |
-4.2% |
0.00 |
| Volume |
470,700 |
47,304 |
-423,396 |
-90.0% |
3,485,030 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.00 |
2,451.50 |
2,438.50 |
|
| R3 |
2,448.50 |
2,445.00 |
2,436.75 |
|
| R2 |
2,442.00 |
2,442.00 |
2,436.00 |
|
| R1 |
2,438.50 |
2,438.50 |
2,435.50 |
2,440.25 |
| PP |
2,435.50 |
2,435.50 |
2,435.50 |
2,436.25 |
| S1 |
2,432.00 |
2,432.00 |
2,434.25 |
2,433.75 |
| S2 |
2,429.00 |
2,429.00 |
2,433.75 |
|
| S3 |
2,422.50 |
2,425.50 |
2,433.00 |
|
| S4 |
2,416.00 |
2,419.00 |
2,431.25 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.75 |
2,502.00 |
2,450.00 |
|
| R3 |
2,487.50 |
2,474.75 |
2,442.50 |
|
| R2 |
2,460.25 |
2,460.25 |
2,440.00 |
|
| R1 |
2,447.50 |
2,447.50 |
2,437.50 |
2,453.75 |
| PP |
2,433.00 |
2,433.00 |
2,433.00 |
2,436.00 |
| S1 |
2,420.25 |
2,420.25 |
2,432.50 |
2,426.50 |
| S2 |
2,405.75 |
2,405.75 |
2,430.00 |
|
| S3 |
2,378.50 |
2,393.00 |
2,427.50 |
|
| S4 |
2,351.25 |
2,365.75 |
2,420.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,445.50 |
2,418.25 |
27.25 |
1.1% |
13.75 |
0.6% |
61% |
False |
False |
697,006 |
| 10 |
2,445.75 |
2,414.75 |
31.00 |
1.3% |
13.75 |
0.6% |
65% |
False |
False |
1,019,673 |
| 20 |
2,445.75 |
2,361.00 |
84.75 |
3.5% |
14.00 |
0.6% |
87% |
False |
False |
1,156,271 |
| 40 |
2,445.75 |
2,340.50 |
105.25 |
4.3% |
14.75 |
0.6% |
90% |
False |
False |
1,231,227 |
| 60 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.50 |
0.7% |
92% |
False |
False |
1,316,779 |
| 80 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.50 |
0.7% |
92% |
False |
False |
1,201,822 |
| 100 |
2,445.75 |
2,257.25 |
188.50 |
7.7% |
16.25 |
0.7% |
94% |
False |
False |
962,943 |
| 120 |
2,445.75 |
2,222.50 |
223.25 |
9.2% |
16.00 |
0.7% |
95% |
False |
False |
802,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.50 |
|
2.618 |
2,456.00 |
|
1.618 |
2,449.50 |
|
1.000 |
2,445.50 |
|
0.618 |
2,443.00 |
|
HIGH |
2,439.00 |
|
0.618 |
2,436.50 |
|
0.500 |
2,435.75 |
|
0.382 |
2,435.00 |
|
LOW |
2,432.50 |
|
0.618 |
2,428.50 |
|
1.000 |
2,426.00 |
|
1.618 |
2,422.00 |
|
2.618 |
2,415.50 |
|
4.250 |
2,405.00 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,435.75 |
2,434.00 |
| PP |
2,435.50 |
2,433.00 |
| S1 |
2,435.25 |
2,432.00 |
|