| 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 |
2,429.50 |
2,431.50 |
2.00 |
0.1% |
2,414.00 |
| High |
2,435.00 |
2,439.00 |
4.00 |
0.2% |
2,439.75 |
| Low |
2,424.00 |
2,427.25 |
3.25 |
0.1% |
2,402.75 |
| Close |
2,432.00 |
2,432.50 |
0.50 |
0.0% |
2,437.75 |
| Range |
11.00 |
11.75 |
0.75 |
6.8% |
37.00 |
| ATR |
14.49 |
14.30 |
-0.20 |
-1.4% |
0.00 |
| Volume |
1,431,930 |
1,445,922 |
13,992 |
1.0% |
5,938,193 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.25 |
2,462.00 |
2,439.00 |
|
| R3 |
2,456.50 |
2,450.25 |
2,435.75 |
|
| R2 |
2,444.75 |
2,444.75 |
2,434.75 |
|
| R1 |
2,438.50 |
2,438.50 |
2,433.50 |
2,441.50 |
| PP |
2,433.00 |
2,433.00 |
2,433.00 |
2,434.50 |
| S1 |
2,426.75 |
2,426.75 |
2,431.50 |
2,430.00 |
| S2 |
2,421.25 |
2,421.25 |
2,430.25 |
|
| S3 |
2,409.50 |
2,415.00 |
2,429.25 |
|
| S4 |
2,397.75 |
2,403.25 |
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 |
2,424.00 |
15.75 |
0.6% |
10.25 |
0.4% |
54% |
False |
False |
1,371,879 |
| 10 |
2,439.75 |
2,402.50 |
37.25 |
1.5% |
11.75 |
0.5% |
81% |
False |
False |
1,325,696 |
| 20 |
2,439.75 |
2,344.50 |
95.25 |
3.9% |
15.25 |
0.6% |
92% |
False |
False |
1,394,182 |
| 40 |
2,439.75 |
2,322.75 |
117.00 |
4.8% |
15.25 |
0.6% |
94% |
False |
False |
1,310,858 |
| 60 |
2,439.75 |
2,317.75 |
122.00 |
5.0% |
16.75 |
0.7% |
94% |
False |
False |
1,402,164 |
| 80 |
2,439.75 |
2,315.00 |
124.75 |
5.1% |
16.25 |
0.7% |
94% |
False |
False |
1,139,313 |
| 100 |
2,439.75 |
2,246.25 |
193.50 |
8.0% |
16.00 |
0.7% |
96% |
False |
False |
912,339 |
| 120 |
2,439.75 |
2,222.50 |
217.25 |
8.9% |
15.75 |
0.6% |
97% |
False |
False |
760,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,489.00 |
|
2.618 |
2,469.75 |
|
1.618 |
2,458.00 |
|
1.000 |
2,450.75 |
|
0.618 |
2,446.25 |
|
HIGH |
2,439.00 |
|
0.618 |
2,434.50 |
|
0.500 |
2,433.00 |
|
0.382 |
2,431.75 |
|
LOW |
2,427.25 |
|
0.618 |
2,420.00 |
|
1.000 |
2,415.50 |
|
1.618 |
2,408.25 |
|
2.618 |
2,396.50 |
|
4.250 |
2,377.25 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,433.00 |
2,432.25 |
| PP |
2,433.00 |
2,431.75 |
| S1 |
2,432.75 |
2,431.50 |
|