| 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 |
2,432.00 |
2,427.50 |
-4.50 |
-0.2% |
2,411.25 |
| High |
2,433.25 |
2,432.75 |
-0.50 |
0.0% |
2,437.00 |
| Low |
2,424.00 |
2,421.75 |
-2.25 |
-0.1% |
2,400.00 |
| Close |
2,428.50 |
2,429.75 |
1.25 |
0.1% |
2,435.25 |
| Range |
9.25 |
11.00 |
1.75 |
18.9% |
37.00 |
| ATR |
14.55 |
14.30 |
-0.25 |
-1.7% |
0.00 |
| Volume |
102,149 |
210,510 |
108,361 |
106.1% |
102,933 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.00 |
2,456.50 |
2,435.75 |
|
| R3 |
2,450.00 |
2,445.50 |
2,432.75 |
|
| R2 |
2,439.00 |
2,439.00 |
2,431.75 |
|
| R1 |
2,434.50 |
2,434.50 |
2,430.75 |
2,436.75 |
| PP |
2,428.00 |
2,428.00 |
2,428.00 |
2,429.25 |
| S1 |
2,423.50 |
2,423.50 |
2,428.75 |
2,425.75 |
| S2 |
2,417.00 |
2,417.00 |
2,427.75 |
|
| S3 |
2,406.00 |
2,412.50 |
2,426.75 |
|
| S4 |
2,395.00 |
2,401.50 |
2,423.75 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,535.00 |
2,522.25 |
2,455.50 |
|
| R3 |
2,498.00 |
2,485.25 |
2,445.50 |
|
| R2 |
2,461.00 |
2,461.00 |
2,442.00 |
|
| R1 |
2,448.25 |
2,448.25 |
2,438.75 |
2,454.50 |
| PP |
2,424.00 |
2,424.00 |
2,424.00 |
2,427.25 |
| S1 |
2,411.25 |
2,411.25 |
2,431.75 |
2,417.50 |
| S2 |
2,387.00 |
2,387.00 |
2,428.50 |
|
| S3 |
2,350.00 |
2,374.25 |
2,425.00 |
|
| S4 |
2,313.00 |
2,337.25 |
2,415.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,437.00 |
2,408.00 |
29.00 |
1.2% |
11.75 |
0.5% |
75% |
False |
False |
86,051 |
| 10 |
2,437.00 |
2,392.25 |
44.75 |
1.8% |
11.25 |
0.5% |
84% |
False |
False |
48,362 |
| 20 |
2,437.00 |
2,341.75 |
95.25 |
3.9% |
14.75 |
0.6% |
92% |
False |
False |
27,178 |
| 40 |
2,437.00 |
2,320.00 |
117.00 |
4.8% |
15.50 |
0.6% |
94% |
False |
False |
15,159 |
| 60 |
2,437.00 |
2,314.75 |
122.25 |
5.0% |
16.50 |
0.7% |
94% |
False |
False |
10,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.50 |
|
2.618 |
2,461.50 |
|
1.618 |
2,450.50 |
|
1.000 |
2,443.75 |
|
0.618 |
2,439.50 |
|
HIGH |
2,432.75 |
|
0.618 |
2,428.50 |
|
0.500 |
2,427.25 |
|
0.382 |
2,426.00 |
|
LOW |
2,421.75 |
|
0.618 |
2,415.00 |
|
1.000 |
2,410.75 |
|
1.618 |
2,404.00 |
|
2.618 |
2,393.00 |
|
4.250 |
2,375.00 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.00 |
2,429.50 |
| PP |
2,428.00 |
2,429.25 |
| S1 |
2,427.25 |
2,429.00 |
|