| 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 |
1,282.5 |
1,297.0 |
14.5 |
1.1% |
1,271.2 |
| High |
1,298.8 |
1,297.6 |
-1.2 |
-0.1% |
1,282.2 |
| Low |
1,282.1 |
1,285.0 |
2.9 |
0.2% |
1,261.3 |
| Close |
1,297.5 |
1,293.2 |
-4.3 |
-0.3% |
1,280.2 |
| Range |
16.7 |
12.6 |
-4.1 |
-24.6% |
20.9 |
| ATR |
13.1 |
13.1 |
0.0 |
-0.3% |
0.0 |
| Volume |
257,790 |
218,849 |
-38,941 |
-15.1% |
943,991 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.7 |
1,324.1 |
1,300.1 |
|
| R3 |
1,317.1 |
1,311.5 |
1,296.7 |
|
| R2 |
1,304.5 |
1,304.5 |
1,295.5 |
|
| R1 |
1,298.9 |
1,298.9 |
1,294.4 |
1,295.4 |
| PP |
1,291.9 |
1,291.9 |
1,291.9 |
1,290.2 |
| S1 |
1,286.3 |
1,286.3 |
1,292.0 |
1,282.8 |
| S2 |
1,279.3 |
1,279.3 |
1,290.9 |
|
| S3 |
1,266.7 |
1,273.7 |
1,289.7 |
|
| S4 |
1,254.1 |
1,261.1 |
1,286.3 |
|
|
| 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 |
1,298.8 |
1,261.3 |
37.5 |
2.9% |
13.0 |
1.0% |
85% |
False |
False |
213,985 |
| 10 |
1,298.8 |
1,250.9 |
47.9 |
3.7% |
12.5 |
1.0% |
88% |
False |
False |
183,133 |
| 20 |
1,298.8 |
1,220.9 |
77.9 |
6.0% |
12.4 |
1.0% |
93% |
False |
False |
106,449 |
| 40 |
1,300.3 |
1,217.8 |
82.5 |
6.4% |
12.6 |
1.0% |
91% |
False |
False |
57,726 |
| 60 |
1,300.3 |
1,203.6 |
96.7 |
7.5% |
12.2 |
0.9% |
93% |
False |
False |
39,617 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.6% |
12.1 |
0.9% |
93% |
False |
False |
30,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,351.2 |
|
2.618 |
1,330.6 |
|
1.618 |
1,318.0 |
|
1.000 |
1,310.2 |
|
0.618 |
1,305.4 |
|
HIGH |
1,297.6 |
|
0.618 |
1,292.8 |
|
0.500 |
1,291.3 |
|
0.382 |
1,289.8 |
|
LOW |
1,285.0 |
|
0.618 |
1,277.2 |
|
1.000 |
1,272.4 |
|
1.618 |
1,264.6 |
|
2.618 |
1,252.0 |
|
4.250 |
1,231.5 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.6 |
1,292.0 |
| PP |
1,291.9 |
1,290.7 |
| S1 |
1,291.3 |
1,289.5 |
|