| 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 |
1,271.6 |
1,268.0 |
-3.6 |
-0.3% |
1,271.2 |
| High |
1,272.8 |
1,282.2 |
9.4 |
0.7% |
1,282.2 |
| Low |
1,263.7 |
1,261.3 |
-2.4 |
-0.2% |
1,261.3 |
| Close |
1,270.1 |
1,280.2 |
10.1 |
0.8% |
1,280.2 |
| Range |
9.1 |
20.9 |
11.8 |
129.7% |
20.9 |
| ATR |
12.8 |
13.4 |
0.6 |
4.5% |
0.0 |
| Volume |
181,198 |
272,288 |
91,090 |
50.3% |
943,991 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.3 |
1,329.6 |
1,291.7 |
|
| R3 |
1,316.4 |
1,308.7 |
1,285.9 |
|
| R2 |
1,295.5 |
1,295.5 |
1,284.0 |
|
| R1 |
1,287.8 |
1,287.8 |
1,282.1 |
1,291.7 |
| PP |
1,274.6 |
1,274.6 |
1,274.6 |
1,276.5 |
| S1 |
1,266.9 |
1,266.9 |
1,278.3 |
1,270.8 |
| S2 |
1,253.7 |
1,253.7 |
1,276.4 |
|
| S3 |
1,232.8 |
1,246.0 |
1,274.5 |
|
| S4 |
1,211.9 |
1,225.1 |
1,268.7 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.3 |
1,329.6 |
1,291.7 |
|
| R3 |
1,316.4 |
1,308.7 |
1,285.9 |
|
| R2 |
1,295.5 |
1,295.5 |
1,284.0 |
|
| R1 |
1,287.8 |
1,287.8 |
1,282.1 |
1,291.7 |
| PP |
1,274.6 |
1,274.6 |
1,274.6 |
1,276.5 |
| S1 |
1,266.9 |
1,266.9 |
1,278.3 |
1,270.8 |
| S2 |
1,253.7 |
1,253.7 |
1,276.4 |
|
| S3 |
1,232.8 |
1,246.0 |
1,274.5 |
|
| S4 |
1,211.9 |
1,225.1 |
1,268.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,282.2 |
1,256.2 |
26.0 |
2.0% |
14.6 |
1.1% |
92% |
True |
False |
220,597 |
| 10 |
1,282.2 |
1,249.5 |
32.7 |
2.6% |
12.4 |
1.0% |
94% |
True |
False |
133,858 |
| 20 |
1,282.2 |
1,217.8 |
64.4 |
5.0% |
12.6 |
1.0% |
97% |
True |
False |
78,939 |
| 40 |
1,300.3 |
1,217.8 |
82.5 |
6.4% |
12.8 |
1.0% |
76% |
False |
False |
42,584 |
| 60 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.1 |
0.9% |
80% |
False |
False |
29,523 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.2 |
1.0% |
80% |
False |
False |
22,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.0 |
|
2.618 |
1,336.9 |
|
1.618 |
1,316.0 |
|
1.000 |
1,303.1 |
|
0.618 |
1,295.1 |
|
HIGH |
1,282.2 |
|
0.618 |
1,274.2 |
|
0.500 |
1,271.8 |
|
0.382 |
1,269.3 |
|
LOW |
1,261.3 |
|
0.618 |
1,248.4 |
|
1.000 |
1,240.4 |
|
1.618 |
1,227.5 |
|
2.618 |
1,206.6 |
|
4.250 |
1,172.5 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,277.4 |
1,277.4 |
| PP |
1,274.6 |
1,274.6 |
| S1 |
1,271.8 |
1,271.8 |
|