| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,397.2 |
1,406.0 |
8.8 |
0.6% |
1,410.0 |
| High |
1,409.3 |
1,416.0 |
6.7 |
0.5% |
1,421.4 |
| Low |
1,393.5 |
1,400.3 |
6.8 |
0.5% |
1,393.5 |
| Close |
1,404.5 |
1,412.6 |
8.1 |
0.6% |
1,412.6 |
| Range |
15.8 |
15.7 |
-0.1 |
-0.6% |
27.9 |
| ATR |
16.0 |
15.9 |
0.0 |
-0.1% |
0.0 |
| Volume |
95,748 |
137,485 |
41,737 |
43.6% |
554,249 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.8 |
1,450.3 |
1,421.3 |
|
| R3 |
1,441.0 |
1,434.8 |
1,417.0 |
|
| R2 |
1,425.3 |
1,425.3 |
1,415.5 |
|
| R1 |
1,419.0 |
1,419.0 |
1,414.0 |
1,422.3 |
| PP |
1,409.8 |
1,409.8 |
1,409.8 |
1,411.3 |
| S1 |
1,403.3 |
1,403.3 |
1,411.3 |
1,406.5 |
| S2 |
1,394.0 |
1,394.0 |
1,409.8 |
|
| S3 |
1,378.3 |
1,387.5 |
1,408.3 |
|
| S4 |
1,362.5 |
1,371.8 |
1,404.0 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.8 |
1,480.8 |
1,428.0 |
|
| R3 |
1,465.0 |
1,452.8 |
1,420.3 |
|
| R2 |
1,437.0 |
1,437.0 |
1,417.8 |
|
| R1 |
1,424.8 |
1,424.8 |
1,415.3 |
1,431.0 |
| PP |
1,409.3 |
1,409.3 |
1,409.3 |
1,412.3 |
| S1 |
1,397.0 |
1,397.0 |
1,410.0 |
1,403.0 |
| S2 |
1,381.3 |
1,381.3 |
1,407.5 |
|
| S3 |
1,353.3 |
1,369.0 |
1,405.0 |
|
| S4 |
1,325.5 |
1,341.3 |
1,397.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,421.4 |
1,393.5 |
27.9 |
2.0% |
15.8 |
1.1% |
68% |
False |
False |
110,849 |
| 10 |
1,429.7 |
1,393.5 |
36.2 |
2.6% |
15.5 |
1.1% |
53% |
False |
False |
152,344 |
| 20 |
1,434.6 |
1,351.0 |
83.6 |
5.9% |
16.8 |
1.2% |
74% |
False |
False |
98,938 |
| 40 |
1,434.6 |
1,344.3 |
90.3 |
6.4% |
13.0 |
0.9% |
76% |
False |
False |
49,531 |
| 60 |
1,434.6 |
1,339.5 |
95.1 |
6.7% |
11.8 |
0.8% |
77% |
False |
False |
33,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.8 |
|
2.618 |
1,457.0 |
|
1.618 |
1,441.5 |
|
1.000 |
1,431.8 |
|
0.618 |
1,425.8 |
|
HIGH |
1,416.0 |
|
0.618 |
1,410.0 |
|
0.500 |
1,408.3 |
|
0.382 |
1,406.3 |
|
LOW |
1,400.3 |
|
0.618 |
1,390.5 |
|
1.000 |
1,384.5 |
|
1.618 |
1,375.0 |
|
2.618 |
1,359.3 |
|
4.250 |
1,333.5 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,411.0 |
1,410.0 |
| PP |
1,409.8 |
1,407.3 |
| S1 |
1,408.3 |
1,404.8 |
|