| 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 |
2,431.75 |
2,431.25 |
-0.50 |
0.0% |
2,433.50 |
| High |
2,439.00 |
2,438.75 |
-0.25 |
0.0% |
2,451.50 |
| Low |
2,428.00 |
2,428.25 |
0.25 |
0.0% |
2,428.00 |
| Close |
2,431.75 |
2,435.00 |
3.25 |
0.1% |
2,435.00 |
| Range |
11.00 |
10.50 |
-0.50 |
-4.5% |
23.50 |
| ATR |
15.35 |
15.00 |
-0.35 |
-2.3% |
0.00 |
| Volume |
1,056,822 |
1,197,448 |
140,626 |
13.3% |
6,184,393 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,465.50 |
2,460.75 |
2,440.75 |
|
| R3 |
2,455.00 |
2,450.25 |
2,438.00 |
|
| R2 |
2,444.50 |
2,444.50 |
2,437.00 |
|
| R1 |
2,439.75 |
2,439.75 |
2,436.00 |
2,442.00 |
| PP |
2,434.00 |
2,434.00 |
2,434.00 |
2,435.25 |
| S1 |
2,429.25 |
2,429.25 |
2,434.00 |
2,431.50 |
| S2 |
2,423.50 |
2,423.50 |
2,433.00 |
|
| S3 |
2,413.00 |
2,418.75 |
2,432.00 |
|
| S4 |
2,402.50 |
2,408.25 |
2,429.25 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.75 |
2,495.25 |
2,448.00 |
|
| R3 |
2,485.25 |
2,471.75 |
2,441.50 |
|
| R2 |
2,461.75 |
2,461.75 |
2,439.25 |
|
| R1 |
2,448.25 |
2,448.25 |
2,437.25 |
2,455.00 |
| PP |
2,438.25 |
2,438.25 |
2,438.25 |
2,441.50 |
| S1 |
2,424.75 |
2,424.75 |
2,432.75 |
2,431.50 |
| S2 |
2,414.75 |
2,414.75 |
2,430.75 |
|
| S3 |
2,391.25 |
2,401.25 |
2,428.50 |
|
| S4 |
2,367.75 |
2,377.75 |
2,422.00 |
|
|
| 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 |
2,428.00 |
23.50 |
1.0% |
13.75 |
0.6% |
30% |
False |
False |
1,236,878 |
| 10 |
2,451.50 |
2,416.25 |
35.25 |
1.4% |
14.75 |
0.6% |
53% |
False |
False |
1,531,296 |
| 20 |
2,451.50 |
2,400.00 |
51.50 |
2.1% |
14.00 |
0.6% |
68% |
False |
False |
925,700 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
14.75 |
0.6% |
85% |
False |
False |
465,482 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.00 |
0.7% |
87% |
False |
False |
311,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.50 |
|
2.618 |
2,466.25 |
|
1.618 |
2,455.75 |
|
1.000 |
2,449.25 |
|
0.618 |
2,445.25 |
|
HIGH |
2,438.75 |
|
0.618 |
2,434.75 |
|
0.500 |
2,433.50 |
|
0.382 |
2,432.25 |
|
LOW |
2,428.25 |
|
0.618 |
2,421.75 |
|
1.000 |
2,417.75 |
|
1.618 |
2,411.25 |
|
2.618 |
2,400.75 |
|
4.250 |
2,383.50 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,434.50 |
2,434.75 |
| PP |
2,434.00 |
2,434.25 |
| S1 |
2,433.50 |
2,434.00 |
|