| 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 |
2,430.25 |
2,425.25 |
-5.00 |
-0.2% |
2,433.50 |
| High |
2,436.75 |
2,443.50 |
6.75 |
0.3% |
2,443.50 |
| Low |
2,425.00 |
2,412.50 |
-12.50 |
-0.5% |
2,412.50 |
| Close |
2,430.25 |
2,428.25 |
-2.00 |
-0.1% |
2,428.25 |
| Range |
11.75 |
31.00 |
19.25 |
163.8% |
31.00 |
| ATR |
14.11 |
15.32 |
1.21 |
8.5% |
0.00 |
| Volume |
637,421 |
2,096,199 |
1,458,778 |
228.9% |
3,088,381 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.00 |
2,505.75 |
2,445.25 |
|
| R3 |
2,490.00 |
2,474.75 |
2,436.75 |
|
| R2 |
2,459.00 |
2,459.00 |
2,434.00 |
|
| R1 |
2,443.75 |
2,443.75 |
2,431.00 |
2,451.50 |
| PP |
2,428.00 |
2,428.00 |
2,428.00 |
2,432.00 |
| S1 |
2,412.75 |
2,412.75 |
2,425.50 |
2,420.50 |
| S2 |
2,397.00 |
2,397.00 |
2,422.50 |
|
| S3 |
2,366.00 |
2,381.75 |
2,419.75 |
|
| S4 |
2,335.00 |
2,350.75 |
2,411.25 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.00 |
2,505.75 |
2,445.25 |
|
| R3 |
2,490.00 |
2,474.75 |
2,436.75 |
|
| R2 |
2,459.00 |
2,459.00 |
2,434.00 |
|
| R1 |
2,443.75 |
2,443.75 |
2,431.00 |
2,436.00 |
| PP |
2,428.00 |
2,428.00 |
2,428.00 |
2,424.25 |
| S1 |
2,412.75 |
2,412.75 |
2,425.50 |
2,405.00 |
| S2 |
2,397.00 |
2,397.00 |
2,422.50 |
|
| S3 |
2,366.00 |
2,381.75 |
2,419.75 |
|
| S4 |
2,335.00 |
2,350.75 |
2,411.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,443.50 |
2,412.50 |
31.00 |
1.3% |
13.75 |
0.6% |
51% |
True |
True |
617,676 |
| 10 |
2,443.50 |
2,400.00 |
43.50 |
1.8% |
13.25 |
0.5% |
65% |
True |
False |
320,105 |
| 20 |
2,443.50 |
2,341.75 |
101.75 |
4.2% |
15.50 |
0.6% |
85% |
True |
False |
163,291 |
| 40 |
2,443.50 |
2,320.00 |
123.50 |
5.1% |
15.50 |
0.6% |
88% |
True |
False |
83,401 |
| 60 |
2,443.50 |
2,314.75 |
128.75 |
5.3% |
16.75 |
0.7% |
88% |
True |
False |
56,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,575.25 |
|
2.618 |
2,524.75 |
|
1.618 |
2,493.75 |
|
1.000 |
2,474.50 |
|
0.618 |
2,462.75 |
|
HIGH |
2,443.50 |
|
0.618 |
2,431.75 |
|
0.500 |
2,428.00 |
|
0.382 |
2,424.25 |
|
LOW |
2,412.50 |
|
0.618 |
2,393.25 |
|
1.000 |
2,381.50 |
|
1.618 |
2,362.25 |
|
2.618 |
2,331.25 |
|
4.250 |
2,280.75 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,428.25 |
2,428.25 |
| PP |
2,428.00 |
2,428.00 |
| S1 |
2,428.00 |
2,428.00 |
|