| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1,265.7 |
1,271.6 |
5.9 |
0.5% |
1,260.0 |
| High |
1,276.8 |
1,272.8 |
-4.0 |
-0.3% |
1,272.7 |
| Low |
1,262.0 |
1,263.7 |
1.7 |
0.1% |
1,250.9 |
| Close |
1,275.4 |
1,270.1 |
-5.3 |
-0.4% |
1,271.4 |
| Range |
14.8 |
9.1 |
-5.7 |
-38.5% |
21.8 |
| ATR |
12.9 |
12.8 |
-0.1 |
-0.7% |
0.0 |
| Volume |
204,293 |
181,198 |
-23,095 |
-11.3% |
370,597 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.2 |
1,292.2 |
1,275.1 |
|
| R3 |
1,287.1 |
1,283.1 |
1,272.6 |
|
| R2 |
1,278.0 |
1,278.0 |
1,271.8 |
|
| R1 |
1,274.0 |
1,274.0 |
1,270.9 |
1,271.5 |
| PP |
1,268.9 |
1,268.9 |
1,268.9 |
1,267.6 |
| S1 |
1,264.9 |
1,264.9 |
1,269.3 |
1,262.4 |
| S2 |
1,259.8 |
1,259.8 |
1,268.4 |
|
| S3 |
1,250.7 |
1,255.8 |
1,267.6 |
|
| S4 |
1,241.6 |
1,246.7 |
1,265.1 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.4 |
1,322.7 |
1,283.4 |
|
| R3 |
1,308.6 |
1,300.9 |
1,277.4 |
|
| R2 |
1,286.8 |
1,286.8 |
1,275.4 |
|
| R1 |
1,279.1 |
1,279.1 |
1,273.4 |
1,283.0 |
| PP |
1,265.0 |
1,265.0 |
1,265.0 |
1,266.9 |
| S1 |
1,257.3 |
1,257.3 |
1,269.4 |
1,261.2 |
| S2 |
1,243.2 |
1,243.2 |
1,267.4 |
|
| S3 |
1,221.4 |
1,235.5 |
1,265.4 |
|
| S4 |
1,199.6 |
1,213.7 |
1,259.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,276.8 |
1,256.2 |
20.6 |
1.6% |
11.6 |
0.9% |
67% |
False |
False |
178,773 |
| 10 |
1,276.8 |
1,249.1 |
27.7 |
2.2% |
12.3 |
1.0% |
76% |
False |
False |
109,203 |
| 20 |
1,276.8 |
1,217.8 |
59.0 |
4.6% |
12.3 |
1.0% |
89% |
False |
False |
66,814 |
| 40 |
1,300.3 |
1,217.8 |
82.5 |
6.5% |
12.6 |
1.0% |
63% |
False |
False |
35,983 |
| 60 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
11.9 |
0.9% |
69% |
False |
False |
25,048 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.0 |
0.9% |
69% |
False |
False |
19,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,311.5 |
|
2.618 |
1,296.6 |
|
1.618 |
1,287.5 |
|
1.000 |
1,281.9 |
|
0.618 |
1,278.4 |
|
HIGH |
1,272.8 |
|
0.618 |
1,269.3 |
|
0.500 |
1,268.3 |
|
0.382 |
1,267.2 |
|
LOW |
1,263.7 |
|
0.618 |
1,258.1 |
|
1.000 |
1,254.6 |
|
1.618 |
1,249.0 |
|
2.618 |
1,239.9 |
|
4.250 |
1,225.0 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,269.5 |
1,269.8 |
| PP |
1,268.9 |
1,269.6 |
| S1 |
1,268.3 |
1,269.3 |
|