| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3,538.0 |
3,551.0 |
13.0 |
0.4% |
3,579.0 |
| High |
3,561.0 |
3,587.0 |
26.0 |
0.7% |
3,587.0 |
| Low |
3,536.0 |
3,548.0 |
12.0 |
0.3% |
3,526.0 |
| Close |
3,553.0 |
3,570.0 |
17.0 |
0.5% |
3,570.0 |
| Range |
25.0 |
39.0 |
14.0 |
56.0% |
61.0 |
| ATR |
32.7 |
33.2 |
0.4 |
1.4% |
0.0 |
| Volume |
283,947 |
545,228 |
261,281 |
92.0% |
1,104,426 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,685.3 |
3,666.7 |
3,591.5 |
|
| R3 |
3,646.3 |
3,627.7 |
3,580.7 |
|
| R2 |
3,607.3 |
3,607.3 |
3,577.2 |
|
| R1 |
3,588.7 |
3,588.7 |
3,573.6 |
3,598.0 |
| PP |
3,568.3 |
3,568.3 |
3,568.3 |
3,573.0 |
| S1 |
3,549.7 |
3,549.7 |
3,566.4 |
3,559.0 |
| S2 |
3,529.3 |
3,529.3 |
3,562.9 |
|
| S3 |
3,490.3 |
3,510.7 |
3,559.3 |
|
| S4 |
3,451.3 |
3,471.7 |
3,548.6 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.0 |
3,718.0 |
3,603.6 |
|
| R3 |
3,683.0 |
3,657.0 |
3,586.8 |
|
| R2 |
3,622.0 |
3,622.0 |
3,581.2 |
|
| R1 |
3,596.0 |
3,596.0 |
3,575.6 |
3,578.5 |
| PP |
3,561.0 |
3,561.0 |
3,561.0 |
3,552.3 |
| S1 |
3,535.0 |
3,535.0 |
3,564.4 |
3,517.5 |
| S2 |
3,500.0 |
3,500.0 |
3,558.8 |
|
| S3 |
3,439.0 |
3,474.0 |
3,553.2 |
|
| S4 |
3,378.0 |
3,413.0 |
3,536.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,587.0 |
3,526.0 |
61.0 |
1.7% |
31.6 |
0.9% |
72% |
True |
False |
220,885 |
| 10 |
3,601.0 |
3,526.0 |
75.0 |
2.1% |
28.5 |
0.8% |
59% |
False |
False |
116,766 |
| 20 |
3,616.0 |
3,500.0 |
116.0 |
3.2% |
30.9 |
0.9% |
60% |
False |
False |
59,625 |
| 40 |
3,634.0 |
3,319.0 |
315.0 |
8.8% |
31.6 |
0.9% |
80% |
False |
False |
30,048 |
| 60 |
3,634.0 |
3,313.0 |
321.0 |
9.0% |
31.5 |
0.9% |
80% |
False |
False |
20,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,752.8 |
|
2.618 |
3,689.1 |
|
1.618 |
3,650.1 |
|
1.000 |
3,626.0 |
|
0.618 |
3,611.1 |
|
HIGH |
3,587.0 |
|
0.618 |
3,572.1 |
|
0.500 |
3,567.5 |
|
0.382 |
3,562.9 |
|
LOW |
3,548.0 |
|
0.618 |
3,523.9 |
|
1.000 |
3,509.0 |
|
1.618 |
3,484.9 |
|
2.618 |
3,445.9 |
|
4.250 |
3,382.3 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,569.2 |
3,565.5 |
| PP |
3,568.3 |
3,561.0 |
| S1 |
3,567.5 |
3,556.5 |
|