| 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 |
2,434.25 |
2,429.50 |
-4.75 |
-0.2% |
2,414.00 |
| High |
2,435.75 |
2,435.00 |
-0.75 |
0.0% |
2,439.75 |
| Low |
2,426.25 |
2,424.00 |
-2.25 |
-0.1% |
2,402.75 |
| Close |
2,430.75 |
2,432.00 |
1.25 |
0.1% |
2,437.75 |
| Range |
9.50 |
11.00 |
1.50 |
15.8% |
37.00 |
| ATR |
14.76 |
14.49 |
-0.27 |
-1.8% |
0.00 |
| Volume |
1,353,806 |
1,431,930 |
78,124 |
5.8% |
5,938,193 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.25 |
2,458.75 |
2,438.00 |
|
| R3 |
2,452.25 |
2,447.75 |
2,435.00 |
|
| R2 |
2,441.25 |
2,441.25 |
2,434.00 |
|
| R1 |
2,436.75 |
2,436.75 |
2,433.00 |
2,439.00 |
| PP |
2,430.25 |
2,430.25 |
2,430.25 |
2,431.50 |
| S1 |
2,425.75 |
2,425.75 |
2,431.00 |
2,428.00 |
| S2 |
2,419.25 |
2,419.25 |
2,430.00 |
|
| S3 |
2,408.25 |
2,414.75 |
2,429.00 |
|
| S4 |
2,397.25 |
2,403.75 |
2,426.00 |
|
|
| 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 |
2,410.50 |
29.25 |
1.2% |
11.75 |
0.5% |
74% |
False |
False |
1,369,171 |
| 10 |
2,439.75 |
2,394.75 |
45.00 |
1.9% |
11.50 |
0.5% |
83% |
False |
False |
1,279,539 |
| 20 |
2,439.75 |
2,344.50 |
95.25 |
3.9% |
15.00 |
0.6% |
92% |
False |
False |
1,371,828 |
| 40 |
2,439.75 |
2,322.75 |
117.00 |
4.8% |
15.50 |
0.6% |
93% |
False |
False |
1,321,128 |
| 60 |
2,439.75 |
2,317.75 |
122.00 |
5.0% |
16.75 |
0.7% |
94% |
False |
False |
1,411,645 |
| 80 |
2,439.75 |
2,308.25 |
131.50 |
5.4% |
16.25 |
0.7% |
94% |
False |
False |
1,121,445 |
| 100 |
2,439.75 |
2,246.25 |
193.50 |
8.0% |
16.00 |
0.7% |
96% |
False |
False |
897,893 |
| 120 |
2,439.75 |
2,222.50 |
217.25 |
8.9% |
16.00 |
0.7% |
96% |
False |
False |
748,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.75 |
|
2.618 |
2,463.75 |
|
1.618 |
2,452.75 |
|
1.000 |
2,446.00 |
|
0.618 |
2,441.75 |
|
HIGH |
2,435.00 |
|
0.618 |
2,430.75 |
|
0.500 |
2,429.50 |
|
0.382 |
2,428.25 |
|
LOW |
2,424.00 |
|
0.618 |
2,417.25 |
|
1.000 |
2,413.00 |
|
1.618 |
2,406.25 |
|
2.618 |
2,395.25 |
|
4.250 |
2,377.25 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.25 |
2,431.75 |
| PP |
2,430.25 |
2,431.75 |
| S1 |
2,429.50 |
2,431.50 |
|