| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3,552.0 |
3,562.0 |
10.0 |
0.3% |
3,587.0 |
| High |
3,571.0 |
3,595.0 |
24.0 |
0.7% |
3,595.0 |
| Low |
3,543.0 |
3,556.0 |
13.0 |
0.4% |
3,533.0 |
| Close |
3,561.0 |
3,579.0 |
18.0 |
0.5% |
3,579.0 |
| Range |
28.0 |
39.0 |
11.0 |
39.3% |
62.0 |
| ATR |
35.5 |
35.7 |
0.3 |
0.7% |
0.0 |
| Volume |
1,013,193 |
1,346,084 |
332,891 |
32.9% |
4,606,213 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,693.7 |
3,675.3 |
3,600.5 |
|
| R3 |
3,654.7 |
3,636.3 |
3,589.7 |
|
| R2 |
3,615.7 |
3,615.7 |
3,586.2 |
|
| R1 |
3,597.3 |
3,597.3 |
3,582.6 |
3,606.5 |
| PP |
3,576.7 |
3,576.7 |
3,576.7 |
3,581.3 |
| S1 |
3,558.3 |
3,558.3 |
3,575.4 |
3,567.5 |
| S2 |
3,537.7 |
3,537.7 |
3,571.9 |
|
| S3 |
3,498.7 |
3,519.3 |
3,568.3 |
|
| S4 |
3,459.7 |
3,480.3 |
3,557.6 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,755.0 |
3,729.0 |
3,613.1 |
|
| R3 |
3,693.0 |
3,667.0 |
3,596.1 |
|
| R2 |
3,631.0 |
3,631.0 |
3,590.4 |
|
| R1 |
3,605.0 |
3,605.0 |
3,584.7 |
3,587.0 |
| PP |
3,569.0 |
3,569.0 |
3,569.0 |
3,560.0 |
| S1 |
3,543.0 |
3,543.0 |
3,573.3 |
3,525.0 |
| S2 |
3,507.0 |
3,507.0 |
3,567.6 |
|
| S3 |
3,445.0 |
3,481.0 |
3,562.0 |
|
| S4 |
3,383.0 |
3,419.0 |
3,544.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,595.0 |
3,533.0 |
62.0 |
1.7% |
33.2 |
0.9% |
74% |
True |
False |
921,242 |
| 10 |
3,610.0 |
3,533.0 |
77.0 |
2.2% |
30.7 |
0.9% |
60% |
False |
False |
864,856 |
| 20 |
3,629.0 |
3,507.0 |
122.0 |
3.4% |
34.0 |
0.9% |
59% |
False |
False |
878,371 |
| 40 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
35.9 |
1.0% |
79% |
False |
False |
953,841 |
| 60 |
3,645.0 |
3,320.0 |
325.0 |
9.1% |
35.5 |
1.0% |
80% |
False |
False |
949,993 |
| 80 |
3,645.0 |
3,200.0 |
445.0 |
12.4% |
34.5 |
1.0% |
85% |
False |
False |
789,167 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
33.8 |
0.9% |
87% |
False |
False |
632,918 |
| 120 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
31.6 |
0.9% |
87% |
False |
False |
528,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,760.8 |
|
2.618 |
3,697.1 |
|
1.618 |
3,658.1 |
|
1.000 |
3,634.0 |
|
0.618 |
3,619.1 |
|
HIGH |
3,595.0 |
|
0.618 |
3,580.1 |
|
0.500 |
3,575.5 |
|
0.382 |
3,570.9 |
|
LOW |
3,556.0 |
|
0.618 |
3,531.9 |
|
1.000 |
3,517.0 |
|
1.618 |
3,492.9 |
|
2.618 |
3,453.9 |
|
4.250 |
3,390.3 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,577.8 |
3,574.0 |
| PP |
3,576.7 |
3,569.0 |
| S1 |
3,575.5 |
3,564.0 |
|