| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,432.00 |
2,435.75 |
3.75 |
0.2% |
2,433.50 |
| High |
2,447.50 |
2,437.25 |
-10.25 |
-0.4% |
2,451.50 |
| Low |
2,430.00 |
2,416.50 |
-13.50 |
-0.6% |
2,428.00 |
| Close |
2,436.00 |
2,420.50 |
-15.50 |
-0.6% |
2,435.00 |
| Range |
17.50 |
20.75 |
3.25 |
18.6% |
23.50 |
| ATR |
15.18 |
15.58 |
0.40 |
2.6% |
0.00 |
| Volume |
1,265,812 |
1,639,883 |
374,071 |
29.6% |
6,184,393 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,487.00 |
2,474.50 |
2,432.00 |
|
| R3 |
2,466.25 |
2,453.75 |
2,426.25 |
|
| R2 |
2,445.50 |
2,445.50 |
2,424.25 |
|
| R1 |
2,433.00 |
2,433.00 |
2,422.50 |
2,429.00 |
| PP |
2,424.75 |
2,424.75 |
2,424.75 |
2,422.75 |
| S1 |
2,412.25 |
2,412.25 |
2,418.50 |
2,408.00 |
| S2 |
2,404.00 |
2,404.00 |
2,416.75 |
|
| S3 |
2,383.25 |
2,391.50 |
2,414.75 |
|
| S4 |
2,362.50 |
2,370.75 |
2,409.00 |
|
|
| 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 |
2,447.50 |
2,416.50 |
31.00 |
1.3% |
14.25 |
0.6% |
13% |
False |
True |
1,306,945 |
| 10 |
2,451.50 |
2,416.25 |
35.25 |
1.5% |
16.00 |
0.7% |
12% |
False |
False |
1,411,973 |
| 20 |
2,451.50 |
2,400.00 |
51.50 |
2.1% |
15.00 |
0.6% |
40% |
False |
False |
1,069,886 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
15.00 |
0.6% |
72% |
False |
False |
537,977 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.25 |
0.7% |
76% |
False |
False |
359,519 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.6% |
16.25 |
0.7% |
77% |
False |
False |
269,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.50 |
|
2.618 |
2,491.50 |
|
1.618 |
2,470.75 |
|
1.000 |
2,458.00 |
|
0.618 |
2,450.00 |
|
HIGH |
2,437.25 |
|
0.618 |
2,429.25 |
|
0.500 |
2,427.00 |
|
0.382 |
2,424.50 |
|
LOW |
2,416.50 |
|
0.618 |
2,403.75 |
|
1.000 |
2,395.75 |
|
1.618 |
2,383.00 |
|
2.618 |
2,362.25 |
|
4.250 |
2,328.25 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.00 |
2,432.00 |
| PP |
2,424.75 |
2,428.25 |
| S1 |
2,422.50 |
2,424.25 |
|