| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,775.0 |
12,678.5 |
-96.5 |
-0.8% |
12,610.0 |
| High |
12,791.5 |
12,745.5 |
-46.0 |
-0.4% |
12,879.5 |
| Low |
12,651.5 |
12,633.5 |
-18.0 |
-0.1% |
12,562.5 |
| Close |
12,686.0 |
12,660.5 |
-25.5 |
-0.2% |
12,817.0 |
| Range |
140.0 |
112.0 |
-28.0 |
-20.0% |
317.0 |
| ATR |
116.5 |
116.2 |
-0.3 |
-0.3% |
0.0 |
| Volume |
80,554 |
82,272 |
1,718 |
2.1% |
370,218 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,015.8 |
12,950.2 |
12,722.1 |
|
| R3 |
12,903.8 |
12,838.2 |
12,691.3 |
|
| R2 |
12,791.8 |
12,791.8 |
12,681.0 |
|
| R1 |
12,726.2 |
12,726.2 |
12,670.8 |
12,703.0 |
| PP |
12,679.8 |
12,679.8 |
12,679.8 |
12,668.3 |
| S1 |
12,614.2 |
12,614.2 |
12,650.2 |
12,591.0 |
| S2 |
12,567.8 |
12,567.8 |
12,640.0 |
|
| S3 |
12,455.8 |
12,502.2 |
12,629.7 |
|
| S4 |
12,343.8 |
12,390.2 |
12,598.9 |
|
|
| 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 |
12,616.5 |
263.0 |
2.1% |
96.8 |
0.8% |
17% |
False |
False |
70,502 |
| 10 |
12,879.5 |
12,526.0 |
353.5 |
2.8% |
100.8 |
0.8% |
38% |
False |
False |
71,338 |
| 20 |
12,879.5 |
12,491.5 |
388.0 |
3.1% |
107.6 |
0.8% |
44% |
False |
False |
75,540 |
| 40 |
12,879.5 |
11,962.5 |
917.0 |
7.2% |
112.3 |
0.9% |
76% |
False |
False |
76,887 |
| 60 |
12,879.5 |
11,878.5 |
1,001.0 |
7.9% |
113.0 |
0.9% |
78% |
False |
False |
76,153 |
| 80 |
12,879.5 |
11,676.0 |
1,203.5 |
9.5% |
108.8 |
0.9% |
82% |
False |
False |
57,665 |
| 100 |
12,879.5 |
11,456.0 |
1,423.5 |
11.2% |
106.6 |
0.8% |
85% |
False |
False |
46,266 |
| 120 |
12,879.5 |
11,299.0 |
1,580.5 |
12.5% |
101.0 |
0.8% |
86% |
False |
False |
38,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,221.5 |
|
2.618 |
13,038.7 |
|
1.618 |
12,926.7 |
|
1.000 |
12,857.5 |
|
0.618 |
12,814.7 |
|
HIGH |
12,745.5 |
|
0.618 |
12,702.7 |
|
0.500 |
12,689.5 |
|
0.382 |
12,676.3 |
|
LOW |
12,633.5 |
|
0.618 |
12,564.3 |
|
1.000 |
12,521.5 |
|
1.618 |
12,452.3 |
|
2.618 |
12,340.3 |
|
4.250 |
12,157.5 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,689.5 |
12,725.3 |
| PP |
12,679.8 |
12,703.7 |
| S1 |
12,670.2 |
12,682.1 |
|