| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,279.2 |
1,279.4 |
0.2 |
0.0% |
1,267.4 |
| High |
1,282.3 |
1,295.2 |
12.9 |
1.0% |
1,279.0 |
| Low |
1,277.0 |
1,279.4 |
2.4 |
0.2% |
1,258.4 |
| Close |
1,279.3 |
1,294.4 |
15.1 |
1.2% |
1,276.8 |
| Range |
5.3 |
15.8 |
10.5 |
198.1% |
20.6 |
| ATR |
12.9 |
13.1 |
0.2 |
1.6% |
0.0 |
| Volume |
433 |
942 |
509 |
117.6% |
135,088 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.1 |
1,331.5 |
1,303.1 |
|
| R3 |
1,321.3 |
1,315.7 |
1,298.7 |
|
| R2 |
1,305.5 |
1,305.5 |
1,297.3 |
|
| R1 |
1,299.9 |
1,299.9 |
1,295.8 |
1,302.7 |
| PP |
1,289.7 |
1,289.7 |
1,289.7 |
1,291.1 |
| S1 |
1,284.1 |
1,284.1 |
1,293.0 |
1,286.9 |
| S2 |
1,273.9 |
1,273.9 |
1,291.5 |
|
| S3 |
1,258.1 |
1,268.3 |
1,290.1 |
|
| S4 |
1,242.3 |
1,252.5 |
1,285.7 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.2 |
1,325.6 |
1,288.1 |
|
| R3 |
1,312.6 |
1,305.0 |
1,282.5 |
|
| R2 |
1,292.0 |
1,292.0 |
1,280.6 |
|
| R1 |
1,284.4 |
1,284.4 |
1,278.7 |
1,288.2 |
| PP |
1,271.4 |
1,271.4 |
1,271.4 |
1,273.3 |
| S1 |
1,263.8 |
1,263.8 |
1,274.9 |
1,267.6 |
| S2 |
1,250.8 |
1,250.8 |
1,273.0 |
|
| S3 |
1,230.2 |
1,243.2 |
1,271.1 |
|
| S4 |
1,209.6 |
1,222.6 |
1,265.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,295.2 |
1,258.5 |
36.7 |
2.8% |
12.8 |
1.0% |
98% |
True |
False |
1,328 |
| 10 |
1,295.2 |
1,247.6 |
47.6 |
3.7% |
12.3 |
0.9% |
98% |
True |
False |
114,323 |
| 20 |
1,295.2 |
1,214.3 |
80.9 |
6.3% |
12.5 |
1.0% |
99% |
True |
False |
179,395 |
| 40 |
1,297.4 |
1,214.3 |
83.1 |
6.4% |
12.8 |
1.0% |
96% |
False |
False |
209,225 |
| 60 |
1,297.4 |
1,200.0 |
97.4 |
7.5% |
12.6 |
1.0% |
97% |
False |
False |
174,626 |
| 80 |
1,297.4 |
1,198.0 |
99.4 |
7.7% |
12.7 |
1.0% |
97% |
False |
False |
133,808 |
| 100 |
1,297.4 |
1,186.0 |
111.4 |
8.6% |
13.1 |
1.0% |
97% |
False |
False |
108,286 |
| 120 |
1,297.4 |
1,129.8 |
167.6 |
12.9% |
13.1 |
1.0% |
98% |
False |
False |
90,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,362.4 |
|
2.618 |
1,336.6 |
|
1.618 |
1,320.8 |
|
1.000 |
1,311.0 |
|
0.618 |
1,305.0 |
|
HIGH |
1,295.2 |
|
0.618 |
1,289.2 |
|
0.500 |
1,287.3 |
|
0.382 |
1,285.4 |
|
LOW |
1,279.4 |
|
0.618 |
1,269.6 |
|
1.000 |
1,263.6 |
|
1.618 |
1,253.8 |
|
2.618 |
1,238.0 |
|
4.250 |
1,212.3 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.0 |
1,288.6 |
| PP |
1,289.7 |
1,282.9 |
| S1 |
1,287.3 |
1,277.1 |
|