| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,642.5 |
12,735.0 |
92.5 |
0.7% |
12,610.0 |
| High |
12,696.5 |
12,879.5 |
183.0 |
1.4% |
12,879.5 |
| Low |
12,616.5 |
12,727.5 |
111.0 |
0.9% |
12,562.5 |
| Close |
12,665.0 |
12,817.0 |
152.0 |
1.2% |
12,817.0 |
| Range |
80.0 |
152.0 |
72.0 |
90.0% |
317.0 |
| ATR |
114.2 |
121.4 |
7.2 |
6.3% |
0.0 |
| Volume |
100,812 |
88,874 |
-11,938 |
-11.8% |
370,218 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,264.0 |
13,192.5 |
12,900.6 |
|
| R3 |
13,112.0 |
13,040.5 |
12,858.8 |
|
| R2 |
12,960.0 |
12,960.0 |
12,844.9 |
|
| R1 |
12,888.5 |
12,888.5 |
12,830.9 |
12,924.3 |
| PP |
12,808.0 |
12,808.0 |
12,808.0 |
12,825.9 |
| S1 |
12,736.5 |
12,736.5 |
12,803.1 |
12,772.3 |
| S2 |
12,656.0 |
12,656.0 |
12,789.1 |
|
| S3 |
12,504.0 |
12,584.5 |
12,775.2 |
|
| S4 |
12,352.0 |
12,432.5 |
12,733.4 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,704.0 |
13,577.5 |
12,991.4 |
|
| R3 |
13,387.0 |
13,260.5 |
12,904.2 |
|
| R2 |
13,070.0 |
13,070.0 |
12,875.1 |
|
| R1 |
12,943.5 |
12,943.5 |
12,846.1 |
13,006.8 |
| PP |
12,753.0 |
12,753.0 |
12,753.0 |
12,784.6 |
| S1 |
12,626.5 |
12,626.5 |
12,787.9 |
12,689.8 |
| S2 |
12,436.0 |
12,436.0 |
12,758.9 |
|
| S3 |
12,119.0 |
12,309.5 |
12,729.8 |
|
| S4 |
11,802.0 |
11,992.5 |
12,642.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,879.5 |
12,526.0 |
353.5 |
2.8% |
106.8 |
0.8% |
82% |
True |
False |
80,285 |
| 10 |
12,879.5 |
12,526.0 |
353.5 |
2.8% |
105.9 |
0.8% |
82% |
True |
False |
75,923 |
| 20 |
12,879.5 |
12,491.5 |
388.0 |
3.0% |
119.2 |
0.9% |
84% |
True |
False |
77,096 |
| 40 |
12,879.5 |
11,962.5 |
917.0 |
7.2% |
114.4 |
0.9% |
93% |
True |
False |
78,855 |
| 60 |
12,879.5 |
11,878.5 |
1,001.0 |
7.8% |
113.0 |
0.9% |
94% |
True |
False |
73,918 |
| 80 |
12,879.5 |
11,496.0 |
1,383.5 |
10.8% |
109.7 |
0.9% |
95% |
True |
False |
55,633 |
| 100 |
12,879.5 |
11,456.0 |
1,423.5 |
11.1% |
107.1 |
0.8% |
96% |
True |
False |
44,648 |
| 120 |
12,879.5 |
11,178.0 |
1,701.5 |
13.3% |
100.7 |
0.8% |
96% |
True |
False |
37,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,525.5 |
|
2.618 |
13,277.4 |
|
1.618 |
13,125.4 |
|
1.000 |
13,031.5 |
|
0.618 |
12,973.4 |
|
HIGH |
12,879.5 |
|
0.618 |
12,821.4 |
|
0.500 |
12,803.5 |
|
0.382 |
12,785.6 |
|
LOW |
12,727.5 |
|
0.618 |
12,633.6 |
|
1.000 |
12,575.5 |
|
1.618 |
12,481.6 |
|
2.618 |
12,329.6 |
|
4.250 |
12,081.5 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,812.5 |
12,787.2 |
| PP |
12,808.0 |
12,757.3 |
| S1 |
12,803.5 |
12,727.5 |
|