| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
12,678.5 |
12,695.0 |
16.5 |
0.1% |
12,610.0 |
| High |
12,745.5 |
12,742.5 |
-3.0 |
0.0% |
12,879.5 |
| Low |
12,633.5 |
12,671.5 |
38.0 |
0.3% |
12,562.5 |
| Close |
12,660.5 |
12,715.5 |
55.0 |
0.4% |
12,817.0 |
| Range |
112.0 |
71.0 |
-41.0 |
-36.6% |
317.0 |
| ATR |
116.2 |
113.7 |
-2.4 |
-2.1% |
0.0 |
| Volume |
82,272 |
87,993 |
5,721 |
7.0% |
370,218 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,922.8 |
12,890.2 |
12,754.6 |
|
| R3 |
12,851.8 |
12,819.2 |
12,735.0 |
|
| R2 |
12,780.8 |
12,780.8 |
12,728.5 |
|
| R1 |
12,748.2 |
12,748.2 |
12,722.0 |
12,764.5 |
| PP |
12,709.8 |
12,709.8 |
12,709.8 |
12,718.0 |
| S1 |
12,677.2 |
12,677.2 |
12,709.0 |
12,693.5 |
| S2 |
12,638.8 |
12,638.8 |
12,702.5 |
|
| S3 |
12,567.8 |
12,606.2 |
12,696.0 |
|
| S4 |
12,496.8 |
12,535.2 |
12,676.5 |
|
|
| 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 |
12,633.5 |
246.0 |
1.9% |
95.0 |
0.7% |
33% |
False |
False |
67,938 |
| 10 |
12,879.5 |
12,526.0 |
353.5 |
2.8% |
102.9 |
0.8% |
54% |
False |
False |
71,780 |
| 20 |
12,879.5 |
12,491.5 |
388.0 |
3.1% |
107.6 |
0.8% |
58% |
False |
False |
75,797 |
| 40 |
12,879.5 |
11,962.5 |
917.0 |
7.2% |
111.3 |
0.9% |
82% |
False |
False |
77,526 |
| 60 |
12,879.5 |
11,878.5 |
1,001.0 |
7.9% |
112.0 |
0.9% |
84% |
False |
False |
76,902 |
| 80 |
12,879.5 |
11,701.0 |
1,178.5 |
9.3% |
108.8 |
0.9% |
86% |
False |
False |
58,763 |
| 100 |
12,879.5 |
11,456.0 |
1,423.5 |
11.2% |
106.7 |
0.8% |
88% |
False |
False |
47,141 |
| 120 |
12,879.5 |
11,381.5 |
1,498.0 |
11.8% |
100.7 |
0.8% |
89% |
False |
False |
39,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,044.3 |
|
2.618 |
12,928.4 |
|
1.618 |
12,857.4 |
|
1.000 |
12,813.5 |
|
0.618 |
12,786.4 |
|
HIGH |
12,742.5 |
|
0.618 |
12,715.4 |
|
0.500 |
12,707.0 |
|
0.382 |
12,698.6 |
|
LOW |
12,671.5 |
|
0.618 |
12,627.6 |
|
1.000 |
12,600.5 |
|
1.618 |
12,556.6 |
|
2.618 |
12,485.6 |
|
4.250 |
12,369.8 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,712.7 |
12,714.5 |
| PP |
12,709.8 |
12,713.5 |
| S1 |
12,707.0 |
12,712.5 |
|