| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,411.00 |
2,427.00 |
16.00 |
0.7% |
2,411.25 |
| High |
2,427.75 |
2,437.00 |
9.25 |
0.4% |
2,437.00 |
| Low |
2,408.00 |
2,424.25 |
16.25 |
0.7% |
2,400.00 |
| Close |
2,427.25 |
2,435.25 |
8.00 |
0.3% |
2,435.25 |
| Range |
19.75 |
12.75 |
-7.00 |
-35.4% |
37.00 |
| ATR |
15.87 |
15.65 |
-0.22 |
-1.4% |
0.00 |
| Volume |
30,681 |
44,815 |
14,134 |
46.1% |
102,933 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,470.50 |
2,465.50 |
2,442.25 |
|
| R3 |
2,457.75 |
2,452.75 |
2,438.75 |
|
| R2 |
2,445.00 |
2,445.00 |
2,437.50 |
|
| R1 |
2,440.00 |
2,440.00 |
2,436.50 |
2,442.50 |
| PP |
2,432.25 |
2,432.25 |
2,432.25 |
2,433.50 |
| S1 |
2,427.25 |
2,427.25 |
2,434.00 |
2,429.75 |
| S2 |
2,419.50 |
2,419.50 |
2,433.00 |
|
| S3 |
2,406.75 |
2,414.50 |
2,431.75 |
|
| S4 |
2,394.00 |
2,401.75 |
2,428.25 |
|
|
| 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 |
2,400.00 |
37.00 |
1.5% |
12.50 |
0.5% |
95% |
True |
False |
22,533 |
| 10 |
2,437.00 |
2,358.50 |
78.50 |
3.2% |
14.25 |
0.6% |
98% |
True |
False |
14,788 |
| 20 |
2,437.00 |
2,341.75 |
95.25 |
3.9% |
15.75 |
0.6% |
98% |
True |
False |
10,037 |
| 40 |
2,437.00 |
2,320.00 |
117.00 |
4.8% |
16.25 |
0.7% |
99% |
True |
False |
6,452 |
| 60 |
2,437.00 |
2,314.75 |
122.25 |
5.0% |
16.75 |
0.7% |
99% |
True |
False |
4,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.25 |
|
2.618 |
2,470.50 |
|
1.618 |
2,457.75 |
|
1.000 |
2,449.75 |
|
0.618 |
2,445.00 |
|
HIGH |
2,437.00 |
|
0.618 |
2,432.25 |
|
0.500 |
2,430.50 |
|
0.382 |
2,429.00 |
|
LOW |
2,424.25 |
|
0.618 |
2,416.25 |
|
1.000 |
2,411.50 |
|
1.618 |
2,403.50 |
|
2.618 |
2,390.75 |
|
4.250 |
2,370.00 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,433.75 |
2,429.75 |
| PP |
2,432.25 |
2,424.00 |
| S1 |
2,430.50 |
2,418.50 |
|