| 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 |
3,558.0 |
3,539.0 |
-19.0 |
-0.5% |
3,553.0 |
| High |
3,560.0 |
3,565.0 |
5.0 |
0.1% |
3,601.0 |
| Low |
3,530.0 |
3,526.0 |
-4.0 |
-0.1% |
3,528.0 |
| Close |
3,539.0 |
3,534.0 |
-5.0 |
-0.1% |
3,572.0 |
| Range |
30.0 |
39.0 |
9.0 |
30.0% |
73.0 |
| ATR |
32.7 |
33.2 |
0.4 |
1.4% |
0.0 |
| Volume |
68,111 |
190,581 |
122,470 |
179.8% |
63,235 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,658.7 |
3,635.3 |
3,555.5 |
|
| R3 |
3,619.7 |
3,596.3 |
3,544.7 |
|
| R2 |
3,580.7 |
3,580.7 |
3,541.2 |
|
| R1 |
3,557.3 |
3,557.3 |
3,537.6 |
3,549.5 |
| PP |
3,541.7 |
3,541.7 |
3,541.7 |
3,537.8 |
| S1 |
3,518.3 |
3,518.3 |
3,530.4 |
3,510.5 |
| S2 |
3,502.7 |
3,502.7 |
3,526.9 |
|
| S3 |
3,463.7 |
3,479.3 |
3,523.3 |
|
| S4 |
3,424.7 |
3,440.3 |
3,512.6 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,786.0 |
3,752.0 |
3,612.2 |
|
| R3 |
3,713.0 |
3,679.0 |
3,592.1 |
|
| R2 |
3,640.0 |
3,640.0 |
3,585.4 |
|
| R1 |
3,606.0 |
3,606.0 |
3,578.7 |
3,623.0 |
| PP |
3,567.0 |
3,567.0 |
3,567.0 |
3,575.5 |
| S1 |
3,533.0 |
3,533.0 |
3,565.3 |
3,550.0 |
| S2 |
3,494.0 |
3,494.0 |
3,558.6 |
|
| S3 |
3,421.0 |
3,460.0 |
3,551.9 |
|
| S4 |
3,348.0 |
3,387.0 |
3,531.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,601.0 |
3,526.0 |
75.0 |
2.1% |
30.4 |
0.9% |
11% |
False |
True |
62,544 |
| 10 |
3,601.0 |
3,525.0 |
76.0 |
2.2% |
28.5 |
0.8% |
12% |
False |
False |
34,126 |
| 20 |
3,616.0 |
3,500.0 |
116.0 |
3.3% |
30.8 |
0.9% |
29% |
False |
False |
18,296 |
| 40 |
3,634.0 |
3,319.0 |
315.0 |
8.9% |
31.4 |
0.9% |
68% |
False |
False |
9,323 |
| 60 |
3,634.0 |
3,303.0 |
331.0 |
9.4% |
31.1 |
0.9% |
70% |
False |
False |
6,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,730.8 |
|
2.618 |
3,667.1 |
|
1.618 |
3,628.1 |
|
1.000 |
3,604.0 |
|
0.618 |
3,589.1 |
|
HIGH |
3,565.0 |
|
0.618 |
3,550.1 |
|
0.500 |
3,545.5 |
|
0.382 |
3,540.9 |
|
LOW |
3,526.0 |
|
0.618 |
3,501.9 |
|
1.000 |
3,487.0 |
|
1.618 |
3,462.9 |
|
2.618 |
3,423.9 |
|
4.250 |
3,360.3 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,545.5 |
3,553.0 |
| PP |
3,541.7 |
3,546.7 |
| S1 |
3,537.8 |
3,540.3 |
|