| 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 |
2,413.75 |
2,429.25 |
15.50 |
0.6% |
2,414.00 |
| High |
2,430.50 |
2,439.75 |
9.25 |
0.4% |
2,439.75 |
| Low |
2,410.50 |
2,427.00 |
16.50 |
0.7% |
2,402.75 |
| Close |
2,429.50 |
2,437.75 |
8.25 |
0.3% |
2,437.75 |
| Range |
20.00 |
12.75 |
-7.25 |
-36.3% |
37.00 |
| ATR |
16.11 |
15.87 |
-0.24 |
-1.5% |
0.00 |
| Volume |
1,432,385 |
1,735,800 |
303,415 |
21.2% |
5,938,193 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.00 |
2,468.25 |
2,444.75 |
|
| R3 |
2,460.25 |
2,455.50 |
2,441.25 |
|
| R2 |
2,447.50 |
2,447.50 |
2,440.00 |
|
| R1 |
2,442.75 |
2,442.75 |
2,439.00 |
2,445.00 |
| PP |
2,434.75 |
2,434.75 |
2,434.75 |
2,436.00 |
| S1 |
2,430.00 |
2,430.00 |
2,436.50 |
2,432.50 |
| S2 |
2,422.00 |
2,422.00 |
2,435.50 |
|
| S3 |
2,409.25 |
2,417.25 |
2,434.25 |
|
| S4 |
2,396.50 |
2,404.50 |
2,430.75 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.75 |
2,524.75 |
2,458.00 |
|
| R3 |
2,500.75 |
2,487.75 |
2,448.00 |
|
| R2 |
2,463.75 |
2,463.75 |
2,444.50 |
|
| R1 |
2,450.75 |
2,450.75 |
2,441.25 |
2,457.25 |
| PP |
2,426.75 |
2,426.75 |
2,426.75 |
2,430.00 |
| S1 |
2,413.75 |
2,413.75 |
2,434.25 |
2,420.25 |
| S2 |
2,389.75 |
2,389.75 |
2,431.00 |
|
| S3 |
2,352.75 |
2,376.75 |
2,427.50 |
|
| S4 |
2,315.75 |
2,339.75 |
2,417.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,439.75 |
2,402.75 |
37.00 |
1.5% |
12.75 |
0.5% |
95% |
True |
False |
1,363,550 |
| 10 |
2,439.75 |
2,361.00 |
78.75 |
3.2% |
14.50 |
0.6% |
97% |
True |
False |
1,292,870 |
| 20 |
2,439.75 |
2,344.50 |
95.25 |
3.9% |
16.00 |
0.7% |
98% |
True |
False |
1,347,456 |
| 40 |
2,439.75 |
2,322.75 |
117.00 |
4.8% |
16.50 |
0.7% |
98% |
True |
False |
1,339,703 |
| 60 |
2,439.75 |
2,317.75 |
122.00 |
5.0% |
17.00 |
0.7% |
98% |
True |
False |
1,421,945 |
| 80 |
2,439.75 |
2,276.00 |
163.75 |
6.7% |
16.50 |
0.7% |
99% |
True |
False |
1,075,702 |
| 100 |
2,439.75 |
2,243.00 |
196.75 |
8.1% |
16.25 |
0.7% |
99% |
True |
False |
861,175 |
| 120 |
2,439.75 |
2,222.50 |
217.25 |
8.9% |
16.25 |
0.7% |
99% |
True |
False |
717,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.00 |
|
2.618 |
2,473.25 |
|
1.618 |
2,460.50 |
|
1.000 |
2,452.50 |
|
0.618 |
2,447.75 |
|
HIGH |
2,439.75 |
|
0.618 |
2,435.00 |
|
0.500 |
2,433.50 |
|
0.382 |
2,431.75 |
|
LOW |
2,427.00 |
|
0.618 |
2,419.00 |
|
1.000 |
2,414.25 |
|
1.618 |
2,406.25 |
|
2.618 |
2,393.50 |
|
4.250 |
2,372.75 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.25 |
2,432.25 |
| PP |
2,434.75 |
2,426.75 |
| S1 |
2,433.50 |
2,421.25 |
|