| 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 |
12,817.0 |
12,775.0 |
-42.0 |
-0.3% |
12,610.0 |
| High |
12,817.0 |
12,791.5 |
-25.5 |
-0.2% |
12,879.5 |
| Low |
12,817.0 |
12,651.5 |
-165.5 |
-1.3% |
12,562.5 |
| Close |
12,817.0 |
12,686.0 |
-131.0 |
-1.0% |
12,817.0 |
| Range |
0.0 |
140.0 |
140.0 |
|
317.0 |
| ATR |
112.7 |
116.5 |
3.8 |
3.3% |
0.0 |
| Volume |
0 |
80,554 |
80,554 |
|
370,218 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,129.7 |
13,047.8 |
12,763.0 |
|
| R3 |
12,989.7 |
12,907.8 |
12,724.5 |
|
| R2 |
12,849.7 |
12,849.7 |
12,711.7 |
|
| R1 |
12,767.8 |
12,767.8 |
12,698.8 |
12,738.8 |
| PP |
12,709.7 |
12,709.7 |
12,709.7 |
12,695.1 |
| S1 |
12,627.8 |
12,627.8 |
12,673.2 |
12,598.8 |
| S2 |
12,569.7 |
12,569.7 |
12,660.3 |
|
| S3 |
12,429.7 |
12,487.8 |
12,647.5 |
|
| S4 |
12,289.7 |
12,347.8 |
12,609.0 |
|
|
| 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 |
12,575.5 |
304.0 |
2.4% |
101.0 |
0.8% |
36% |
False |
False |
68,326 |
| 10 |
12,879.5 |
12,526.0 |
353.5 |
2.8% |
101.6 |
0.8% |
45% |
False |
False |
69,043 |
| 20 |
12,879.5 |
12,491.5 |
388.0 |
3.1% |
106.0 |
0.8% |
50% |
False |
False |
74,261 |
| 40 |
12,879.5 |
11,962.5 |
917.0 |
7.2% |
112.7 |
0.9% |
79% |
False |
False |
76,701 |
| 60 |
12,879.5 |
11,878.5 |
1,001.0 |
7.9% |
112.8 |
0.9% |
81% |
False |
False |
75,073 |
| 80 |
12,879.5 |
11,577.0 |
1,302.5 |
10.3% |
108.7 |
0.9% |
85% |
False |
False |
56,638 |
| 100 |
12,879.5 |
11,456.0 |
1,423.5 |
11.2% |
106.4 |
0.8% |
86% |
False |
False |
45,447 |
| 120 |
12,879.5 |
11,252.5 |
1,627.0 |
12.8% |
100.5 |
0.8% |
88% |
False |
False |
37,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,386.5 |
|
2.618 |
13,158.0 |
|
1.618 |
13,018.0 |
|
1.000 |
12,931.5 |
|
0.618 |
12,878.0 |
|
HIGH |
12,791.5 |
|
0.618 |
12,738.0 |
|
0.500 |
12,721.5 |
|
0.382 |
12,705.0 |
|
LOW |
12,651.5 |
|
0.618 |
12,565.0 |
|
1.000 |
12,511.5 |
|
1.618 |
12,425.0 |
|
2.618 |
12,285.0 |
|
4.250 |
12,056.5 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,721.5 |
12,765.5 |
| PP |
12,709.7 |
12,739.0 |
| S1 |
12,697.8 |
12,712.5 |
|