| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,425.25 |
2,428.00 |
2.75 |
0.1% |
2,433.50 |
| High |
2,443.50 |
2,428.75 |
-14.75 |
-0.6% |
2,443.50 |
| Low |
2,412.50 |
2,416.75 |
4.25 |
0.2% |
2,412.50 |
| Close |
2,428.25 |
2,426.50 |
-1.75 |
-0.1% |
2,428.25 |
| Range |
31.00 |
12.00 |
-19.00 |
-61.3% |
31.00 |
| ATR |
15.32 |
15.08 |
-0.24 |
-1.5% |
0.00 |
| Volume |
2,096,199 |
2,175,655 |
79,456 |
3.8% |
3,088,381 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.00 |
2,455.25 |
2,433.00 |
|
| R3 |
2,448.00 |
2,443.25 |
2,429.75 |
|
| R2 |
2,436.00 |
2,436.00 |
2,428.75 |
|
| R1 |
2,431.25 |
2,431.25 |
2,427.50 |
2,427.50 |
| PP |
2,424.00 |
2,424.00 |
2,424.00 |
2,422.25 |
| S1 |
2,419.25 |
2,419.25 |
2,425.50 |
2,415.50 |
| S2 |
2,412.00 |
2,412.00 |
2,424.25 |
|
| S3 |
2,400.00 |
2,407.25 |
2,423.25 |
|
| S4 |
2,388.00 |
2,395.25 |
2,420.00 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.00 |
2,505.75 |
2,445.25 |
|
| R3 |
2,490.00 |
2,474.75 |
2,436.75 |
|
| R2 |
2,459.00 |
2,459.00 |
2,434.00 |
|
| R1 |
2,443.75 |
2,443.75 |
2,431.00 |
2,436.00 |
| PP |
2,428.00 |
2,428.00 |
2,428.00 |
2,424.25 |
| S1 |
2,412.75 |
2,412.75 |
2,425.50 |
2,405.00 |
| S2 |
2,397.00 |
2,397.00 |
2,422.50 |
|
| S3 |
2,366.00 |
2,381.75 |
2,419.75 |
|
| S4 |
2,335.00 |
2,350.75 |
2,411.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,443.50 |
2,412.50 |
31.00 |
1.3% |
15.00 |
0.6% |
45% |
False |
False |
1,044,386 |
| 10 |
2,443.50 |
2,400.00 |
43.50 |
1.8% |
13.75 |
0.6% |
61% |
False |
False |
536,696 |
| 20 |
2,443.50 |
2,341.75 |
101.75 |
4.2% |
16.00 |
0.7% |
83% |
False |
False |
271,874 |
| 40 |
2,443.50 |
2,320.00 |
123.50 |
5.1% |
15.25 |
0.6% |
86% |
False |
False |
137,729 |
| 60 |
2,443.50 |
2,314.75 |
128.75 |
5.3% |
16.75 |
0.7% |
87% |
False |
False |
92,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.75 |
|
2.618 |
2,460.25 |
|
1.618 |
2,448.25 |
|
1.000 |
2,440.75 |
|
0.618 |
2,436.25 |
|
HIGH |
2,428.75 |
|
0.618 |
2,424.25 |
|
0.500 |
2,422.75 |
|
0.382 |
2,421.25 |
|
LOW |
2,416.75 |
|
0.618 |
2,409.25 |
|
1.000 |
2,404.75 |
|
1.618 |
2,397.25 |
|
2.618 |
2,385.25 |
|
4.250 |
2,365.75 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,425.25 |
2,428.00 |
| PP |
2,424.00 |
2,427.50 |
| S1 |
2,422.75 |
2,427.00 |
|