| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,435.75 |
2,431.75 |
-4.00 |
-0.2% |
2,428.00 |
| High |
2,440.00 |
2,439.00 |
-1.00 |
0.0% |
2,443.25 |
| Low |
2,428.00 |
2,428.00 |
0.00 |
0.0% |
2,416.25 |
| Close |
2,433.50 |
2,431.75 |
-1.75 |
-0.1% |
2,431.00 |
| Range |
12.00 |
11.00 |
-1.00 |
-8.3% |
27.00 |
| ATR |
15.68 |
15.35 |
-0.33 |
-2.1% |
0.00 |
| Volume |
1,374,762 |
1,056,822 |
-317,940 |
-23.1% |
9,128,576 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.00 |
2,459.75 |
2,437.75 |
|
| R3 |
2,455.00 |
2,448.75 |
2,434.75 |
|
| R2 |
2,444.00 |
2,444.00 |
2,433.75 |
|
| R1 |
2,437.75 |
2,437.75 |
2,432.75 |
2,437.25 |
| PP |
2,433.00 |
2,433.00 |
2,433.00 |
2,432.50 |
| S1 |
2,426.75 |
2,426.75 |
2,430.75 |
2,426.25 |
| S2 |
2,422.00 |
2,422.00 |
2,429.75 |
|
| S3 |
2,411.00 |
2,415.75 |
2,428.75 |
|
| S4 |
2,400.00 |
2,404.75 |
2,425.75 |
|
|
| 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 |
2,420.25 |
31.25 |
1.3% |
15.00 |
0.6% |
37% |
False |
False |
1,264,725 |
| 10 |
2,451.50 |
2,412.50 |
39.00 |
1.6% |
16.75 |
0.7% |
49% |
False |
False |
1,621,172 |
| 20 |
2,451.50 |
2,400.00 |
51.50 |
2.1% |
14.25 |
0.6% |
62% |
False |
False |
866,278 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
14.75 |
0.6% |
82% |
False |
False |
435,649 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.00 |
0.7% |
85% |
False |
False |
291,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,485.75 |
|
2.618 |
2,467.75 |
|
1.618 |
2,456.75 |
|
1.000 |
2,450.00 |
|
0.618 |
2,445.75 |
|
HIGH |
2,439.00 |
|
0.618 |
2,434.75 |
|
0.500 |
2,433.50 |
|
0.382 |
2,432.25 |
|
LOW |
2,428.00 |
|
0.618 |
2,421.25 |
|
1.000 |
2,417.00 |
|
1.618 |
2,410.25 |
|
2.618 |
2,399.25 |
|
4.250 |
2,381.25 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,433.50 |
2,439.50 |
| PP |
2,433.00 |
2,437.00 |
| S1 |
2,432.25 |
2,434.25 |
|