| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,575.5 |
12,642.5 |
67.0 |
0.5% |
12,665.0 |
| High |
12,708.5 |
12,696.5 |
-12.0 |
-0.1% |
12,709.0 |
| Low |
12,575.5 |
12,616.5 |
41.0 |
0.3% |
12,526.0 |
| Close |
12,638.0 |
12,665.0 |
27.0 |
0.2% |
12,593.0 |
| Range |
133.0 |
80.0 |
-53.0 |
-39.8% |
183.0 |
| ATR |
116.9 |
114.2 |
-2.6 |
-2.3% |
0.0 |
| Volume |
71,391 |
100,812 |
29,421 |
41.2% |
320,644 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,899.3 |
12,862.2 |
12,709.0 |
|
| R3 |
12,819.3 |
12,782.2 |
12,687.0 |
|
| R2 |
12,739.3 |
12,739.3 |
12,679.7 |
|
| R1 |
12,702.2 |
12,702.2 |
12,672.3 |
12,720.8 |
| PP |
12,659.3 |
12,659.3 |
12,659.3 |
12,668.6 |
| S1 |
12,622.2 |
12,622.2 |
12,657.7 |
12,640.8 |
| S2 |
12,579.3 |
12,579.3 |
12,650.3 |
|
| S3 |
12,499.3 |
12,542.2 |
12,643.0 |
|
| S4 |
12,419.3 |
12,462.2 |
12,621.0 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,158.3 |
13,058.7 |
12,693.7 |
|
| R3 |
12,975.3 |
12,875.7 |
12,643.3 |
|
| R2 |
12,792.3 |
12,792.3 |
12,626.6 |
|
| R1 |
12,692.7 |
12,692.7 |
12,609.8 |
12,651.0 |
| PP |
12,609.3 |
12,609.3 |
12,609.3 |
12,588.5 |
| S1 |
12,509.7 |
12,509.7 |
12,576.2 |
12,468.0 |
| S2 |
12,426.3 |
12,426.3 |
12,559.5 |
|
| S3 |
12,243.3 |
12,326.7 |
12,542.7 |
|
| S4 |
12,060.3 |
12,143.7 |
12,492.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,709.0 |
12,526.0 |
183.0 |
1.4% |
110.7 |
0.9% |
76% |
False |
False |
75,621 |
| 10 |
12,709.0 |
12,491.5 |
217.5 |
1.7% |
105.7 |
0.8% |
80% |
False |
False |
74,692 |
| 20 |
12,843.5 |
12,491.5 |
352.0 |
2.8% |
117.6 |
0.9% |
49% |
False |
False |
76,584 |
| 40 |
12,843.5 |
11,962.5 |
881.0 |
7.0% |
115.0 |
0.9% |
80% |
False |
False |
78,212 |
| 60 |
12,843.5 |
11,878.5 |
965.0 |
7.6% |
111.8 |
0.9% |
82% |
False |
False |
72,462 |
| 80 |
12,843.5 |
11,496.0 |
1,347.5 |
10.6% |
110.1 |
0.9% |
87% |
False |
False |
54,525 |
| 100 |
12,843.5 |
11,456.0 |
1,387.5 |
11.0% |
106.5 |
0.8% |
87% |
False |
False |
43,760 |
| 120 |
12,843.5 |
11,178.0 |
1,665.5 |
13.2% |
99.9 |
0.8% |
89% |
False |
False |
36,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,036.5 |
|
2.618 |
12,905.9 |
|
1.618 |
12,825.9 |
|
1.000 |
12,776.5 |
|
0.618 |
12,745.9 |
|
HIGH |
12,696.5 |
|
0.618 |
12,665.9 |
|
0.500 |
12,656.5 |
|
0.382 |
12,647.1 |
|
LOW |
12,616.5 |
|
0.618 |
12,567.1 |
|
1.000 |
12,536.5 |
|
1.618 |
12,487.1 |
|
2.618 |
12,407.1 |
|
4.250 |
12,276.5 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,662.2 |
12,655.2 |
| PP |
12,659.3 |
12,645.3 |
| S1 |
12,656.5 |
12,635.5 |
|