| 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 |
1,297.0 |
1,289.5 |
-7.5 |
-0.6% |
1,271.2 |
| High |
1,297.6 |
1,291.5 |
-6.1 |
-0.5% |
1,282.2 |
| Low |
1,285.0 |
1,273.5 |
-11.5 |
-0.9% |
1,261.3 |
| Close |
1,293.2 |
1,279.5 |
-13.7 |
-1.1% |
1,280.2 |
| Range |
12.6 |
18.0 |
5.4 |
42.9% |
20.9 |
| ATR |
13.1 |
13.6 |
0.5 |
3.6% |
0.0 |
| Volume |
218,849 |
257,436 |
38,587 |
17.6% |
943,991 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.5 |
1,325.5 |
1,289.4 |
|
| R3 |
1,317.5 |
1,307.5 |
1,284.5 |
|
| R2 |
1,299.5 |
1,299.5 |
1,282.8 |
|
| R1 |
1,289.5 |
1,289.5 |
1,281.2 |
1,285.5 |
| PP |
1,281.5 |
1,281.5 |
1,281.5 |
1,279.5 |
| S1 |
1,271.5 |
1,271.5 |
1,277.9 |
1,267.5 |
| S2 |
1,263.5 |
1,263.5 |
1,276.2 |
|
| S3 |
1,245.5 |
1,253.5 |
1,274.6 |
|
| S4 |
1,227.5 |
1,235.5 |
1,269.6 |
|
|
| 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% |
14.8 |
1.2% |
49% |
False |
False |
229,232 |
| 10 |
1,298.8 |
1,256.2 |
42.6 |
3.3% |
13.2 |
1.0% |
55% |
False |
False |
204,002 |
| 20 |
1,298.8 |
1,220.9 |
77.9 |
6.1% |
12.9 |
1.0% |
75% |
False |
False |
118,460 |
| 40 |
1,300.3 |
1,217.8 |
82.5 |
6.4% |
12.5 |
1.0% |
75% |
False |
False |
64,089 |
| 60 |
1,300.3 |
1,203.6 |
96.7 |
7.6% |
12.4 |
1.0% |
78% |
False |
False |
43,847 |
| 80 |
1,300.3 |
1,201.4 |
98.9 |
7.7% |
12.1 |
0.9% |
79% |
False |
False |
33,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.0 |
|
2.618 |
1,338.6 |
|
1.618 |
1,320.6 |
|
1.000 |
1,309.5 |
|
0.618 |
1,302.6 |
|
HIGH |
1,291.5 |
|
0.618 |
1,284.6 |
|
0.500 |
1,282.5 |
|
0.382 |
1,280.4 |
|
LOW |
1,273.5 |
|
0.618 |
1,262.4 |
|
1.000 |
1,255.5 |
|
1.618 |
1,244.4 |
|
2.618 |
1,226.4 |
|
4.250 |
1,197.0 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,282.5 |
1,286.2 |
| PP |
1,281.5 |
1,283.9 |
| S1 |
1,280.5 |
1,281.7 |
|