| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,431.50 |
2,427.25 |
-4.25 |
-0.2% |
2,435.25 |
| High |
2,439.00 |
2,445.75 |
6.75 |
0.3% |
2,445.75 |
| Low |
2,427.25 |
2,414.75 |
-12.50 |
-0.5% |
2,414.75 |
| Close |
2,432.50 |
2,430.50 |
-2.00 |
-0.1% |
2,430.50 |
| Range |
11.75 |
31.00 |
19.25 |
163.8% |
31.00 |
| ATR |
14.30 |
15.49 |
1.19 |
8.3% |
0.00 |
| Volume |
1,445,922 |
1,588,107 |
142,185 |
9.8% |
6,711,703 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.25 |
2,508.00 |
2,447.50 |
|
| R3 |
2,492.25 |
2,477.00 |
2,439.00 |
|
| R2 |
2,461.25 |
2,461.25 |
2,436.25 |
|
| R1 |
2,446.00 |
2,446.00 |
2,433.25 |
2,453.50 |
| PP |
2,430.25 |
2,430.25 |
2,430.25 |
2,434.25 |
| S1 |
2,415.00 |
2,415.00 |
2,427.75 |
2,422.50 |
| S2 |
2,399.25 |
2,399.25 |
2,424.75 |
|
| S3 |
2,368.25 |
2,384.00 |
2,422.00 |
|
| S4 |
2,337.25 |
2,353.00 |
2,413.50 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.25 |
2,508.00 |
2,447.50 |
|
| R3 |
2,492.25 |
2,477.00 |
2,439.00 |
|
| R2 |
2,461.25 |
2,461.25 |
2,436.25 |
|
| R1 |
2,446.00 |
2,446.00 |
2,433.25 |
2,438.00 |
| PP |
2,430.25 |
2,430.25 |
2,430.25 |
2,426.50 |
| S1 |
2,415.00 |
2,415.00 |
2,427.75 |
2,407.00 |
| S2 |
2,399.25 |
2,399.25 |
2,424.75 |
|
| S3 |
2,368.25 |
2,384.00 |
2,422.00 |
|
| S4 |
2,337.25 |
2,353.00 |
2,413.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,445.75 |
2,414.75 |
31.00 |
1.3% |
13.75 |
0.6% |
51% |
True |
True |
1,342,340 |
| 10 |
2,445.75 |
2,402.75 |
43.00 |
1.8% |
13.25 |
0.5% |
65% |
True |
False |
1,352,945 |
| 20 |
2,445.75 |
2,344.50 |
101.25 |
4.2% |
16.00 |
0.7% |
85% |
True |
False |
1,405,775 |
| 40 |
2,445.75 |
2,322.75 |
123.00 |
5.1% |
15.50 |
0.6% |
88% |
True |
False |
1,312,196 |
| 60 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.75 |
0.7% |
88% |
True |
False |
1,399,044 |
| 80 |
2,445.75 |
2,317.75 |
128.00 |
5.3% |
16.50 |
0.7% |
88% |
True |
False |
1,159,027 |
| 100 |
2,445.75 |
2,246.25 |
199.50 |
8.2% |
16.25 |
0.7% |
92% |
True |
False |
928,207 |
| 120 |
2,445.75 |
2,222.50 |
223.25 |
9.2% |
15.75 |
0.7% |
93% |
True |
False |
773,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.50 |
|
2.618 |
2,527.00 |
|
1.618 |
2,496.00 |
|
1.000 |
2,476.75 |
|
0.618 |
2,465.00 |
|
HIGH |
2,445.75 |
|
0.618 |
2,434.00 |
|
0.500 |
2,430.25 |
|
0.382 |
2,426.50 |
|
LOW |
2,414.75 |
|
0.618 |
2,395.50 |
|
1.000 |
2,383.75 |
|
1.618 |
2,364.50 |
|
2.618 |
2,333.50 |
|
4.250 |
2,283.00 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,430.50 |
2,430.50 |
| PP |
2,430.25 |
2,430.25 |
| S1 |
2,430.25 |
2,430.25 |
|