| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,417.00 |
2,442.00 |
25.00 |
1.0% |
2,433.50 |
| High |
2,442.50 |
2,445.00 |
2.50 |
0.1% |
2,451.50 |
| Low |
2,413.75 |
2,402.25 |
-11.50 |
-0.5% |
2,428.00 |
| Close |
2,438.50 |
2,420.00 |
-18.50 |
-0.8% |
2,435.00 |
| Range |
28.75 |
42.75 |
14.00 |
48.7% |
23.50 |
| ATR |
16.52 |
18.39 |
1.87 |
11.3% |
0.00 |
| Volume |
1,560,424 |
2,337,789 |
777,365 |
49.8% |
6,184,393 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.75 |
2,528.00 |
2,443.50 |
|
| R3 |
2,508.00 |
2,485.25 |
2,431.75 |
|
| R2 |
2,465.25 |
2,465.25 |
2,427.75 |
|
| R1 |
2,442.50 |
2,442.50 |
2,424.00 |
2,432.50 |
| PP |
2,422.50 |
2,422.50 |
2,422.50 |
2,417.50 |
| S1 |
2,399.75 |
2,399.75 |
2,416.00 |
2,389.75 |
| S2 |
2,379.75 |
2,379.75 |
2,412.25 |
|
| S3 |
2,337.00 |
2,357.00 |
2,408.25 |
|
| S4 |
2,294.25 |
2,314.25 |
2,396.50 |
|
|
| 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 |
2,402.25 |
45.25 |
1.9% |
24.00 |
1.0% |
39% |
False |
True |
1,600,271 |
| 10 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
19.50 |
0.8% |
36% |
False |
True |
1,432,498 |
| 20 |
2,451.50 |
2,402.25 |
49.25 |
2.0% |
17.00 |
0.7% |
36% |
False |
True |
1,262,503 |
| 40 |
2,451.50 |
2,341.75 |
109.75 |
4.5% |
16.50 |
0.7% |
71% |
False |
False |
635,232 |
| 60 |
2,451.50 |
2,320.00 |
131.50 |
5.4% |
16.75 |
0.7% |
76% |
False |
False |
424,434 |
| 80 |
2,451.50 |
2,314.75 |
136.75 |
5.7% |
16.75 |
0.7% |
77% |
False |
False |
318,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.75 |
|
2.618 |
2,557.00 |
|
1.618 |
2,514.25 |
|
1.000 |
2,487.75 |
|
0.618 |
2,471.50 |
|
HIGH |
2,445.00 |
|
0.618 |
2,428.75 |
|
0.500 |
2,423.50 |
|
0.382 |
2,418.50 |
|
LOW |
2,402.25 |
|
0.618 |
2,375.75 |
|
1.000 |
2,359.50 |
|
1.618 |
2,333.00 |
|
2.618 |
2,290.25 |
|
4.250 |
2,220.50 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,423.50 |
2,423.50 |
| PP |
2,422.50 |
2,422.50 |
| S1 |
2,421.25 |
2,421.25 |
|