| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,447.75 |
2,435.75 |
-12.00 |
-0.5% |
2,428.00 |
| High |
2,451.00 |
2,440.00 |
-11.00 |
-0.4% |
2,443.25 |
| Low |
2,434.00 |
2,428.00 |
-6.00 |
-0.2% |
2,416.25 |
| Close |
2,437.50 |
2,433.50 |
-4.00 |
-0.2% |
2,431.00 |
| Range |
17.00 |
12.00 |
-5.00 |
-29.4% |
27.00 |
| ATR |
15.97 |
15.68 |
-0.28 |
-1.8% |
0.00 |
| Volume |
1,332,027 |
1,374,762 |
42,735 |
3.2% |
9,128,576 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.75 |
2,463.75 |
2,440.00 |
|
| R3 |
2,457.75 |
2,451.75 |
2,436.75 |
|
| R2 |
2,445.75 |
2,445.75 |
2,435.75 |
|
| R1 |
2,439.75 |
2,439.75 |
2,434.50 |
2,436.75 |
| PP |
2,433.75 |
2,433.75 |
2,433.75 |
2,432.50 |
| S1 |
2,427.75 |
2,427.75 |
2,432.50 |
2,424.75 |
| S2 |
2,421.75 |
2,421.75 |
2,431.25 |
|
| S3 |
2,409.75 |
2,415.75 |
2,430.25 |
|
| S4 |
2,397.75 |
2,403.75 |
2,427.00 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.25 |
2,498.00 |
2,445.75 |
|
| R3 |
2,484.25 |
2,471.00 |
2,438.50 |
|
| R2 |
2,457.25 |
2,457.25 |
2,436.00 |
|
| R1 |
2,444.00 |
2,444.00 |
2,433.50 |
2,450.50 |
| PP |
2,430.25 |
2,430.25 |
2,430.25 |
2,433.50 |
| S1 |
2,417.00 |
2,417.00 |
2,428.50 |
2,423.50 |
| S2 |
2,403.25 |
2,403.25 |
2,426.00 |
|
| S3 |
2,376.25 |
2,390.00 |
2,423.50 |
|
| S4 |
2,349.25 |
2,363.00 |
2,416.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,451.50 |
2,416.25 |
35.25 |
1.4% |
16.50 |
0.7% |
49% |
False |
False |
1,428,297 |
| 10 |
2,451.50 |
2,412.50 |
39.00 |
1.6% |
17.00 |
0.7% |
54% |
False |
False |
1,579,231 |
| 20 |
2,451.50 |
2,392.25 |
59.25 |
2.4% |
14.00 |
0.6% |
70% |
False |
False |
813,797 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
14.75 |
0.6% |
84% |
False |
False |
409,299 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.25 |
0.7% |
86% |
False |
False |
273,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.00 |
|
2.618 |
2,471.50 |
|
1.618 |
2,459.50 |
|
1.000 |
2,452.00 |
|
0.618 |
2,447.50 |
|
HIGH |
2,440.00 |
|
0.618 |
2,435.50 |
|
0.500 |
2,434.00 |
|
0.382 |
2,432.50 |
|
LOW |
2,428.00 |
|
0.618 |
2,420.50 |
|
1.000 |
2,416.00 |
|
1.618 |
2,408.50 |
|
2.618 |
2,396.50 |
|
4.250 |
2,377.00 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,434.00 |
2,439.75 |
| PP |
2,433.75 |
2,437.75 |
| S1 |
2,433.75 |
2,435.50 |
|