| 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 |
3,558.0 |
3,590.0 |
32.0 |
0.9% |
3,568.0 |
| High |
3,576.0 |
3,610.0 |
34.0 |
1.0% |
3,610.0 |
| Low |
3,548.0 |
3,577.0 |
29.0 |
0.8% |
3,534.0 |
| Close |
3,562.0 |
3,581.0 |
19.0 |
0.5% |
3,581.0 |
| Range |
28.0 |
33.0 |
5.0 |
17.9% |
76.0 |
| ATR |
35.7 |
36.6 |
0.9 |
2.5% |
0.0 |
| Volume |
748,660 |
1,044,246 |
295,586 |
39.5% |
4,042,353 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,688.3 |
3,667.7 |
3,599.2 |
|
| R3 |
3,655.3 |
3,634.7 |
3,590.1 |
|
| R2 |
3,622.3 |
3,622.3 |
3,587.1 |
|
| R1 |
3,601.7 |
3,601.7 |
3,584.0 |
3,595.5 |
| PP |
3,589.3 |
3,589.3 |
3,589.3 |
3,586.3 |
| S1 |
3,568.7 |
3,568.7 |
3,578.0 |
3,562.5 |
| S2 |
3,556.3 |
3,556.3 |
3,575.0 |
|
| S3 |
3,523.3 |
3,535.7 |
3,571.9 |
|
| S4 |
3,490.3 |
3,502.7 |
3,562.9 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,803.0 |
3,768.0 |
3,622.8 |
|
| R3 |
3,727.0 |
3,692.0 |
3,601.9 |
|
| R2 |
3,651.0 |
3,651.0 |
3,594.9 |
|
| R1 |
3,616.0 |
3,616.0 |
3,588.0 |
3,633.5 |
| PP |
3,575.0 |
3,575.0 |
3,575.0 |
3,583.8 |
| S1 |
3,540.0 |
3,540.0 |
3,574.0 |
3,557.5 |
| S2 |
3,499.0 |
3,499.0 |
3,567.1 |
|
| S3 |
3,423.0 |
3,464.0 |
3,560.1 |
|
| S4 |
3,347.0 |
3,388.0 |
3,539.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,610.0 |
3,534.0 |
76.0 |
2.1% |
28.2 |
0.8% |
62% |
True |
False |
808,470 |
| 10 |
3,610.0 |
3,530.0 |
80.0 |
2.2% |
30.1 |
0.8% |
64% |
True |
False |
746,770 |
| 20 |
3,645.0 |
3,507.0 |
138.0 |
3.9% |
34.1 |
1.0% |
54% |
False |
False |
885,485 |
| 40 |
3,645.0 |
3,326.0 |
319.0 |
8.9% |
36.6 |
1.0% |
80% |
False |
False |
954,617 |
| 60 |
3,645.0 |
3,296.0 |
349.0 |
9.7% |
35.3 |
1.0% |
82% |
False |
False |
961,318 |
| 80 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
34.4 |
1.0% |
87% |
False |
False |
732,749 |
| 100 |
3,645.0 |
3,135.0 |
510.0 |
14.2% |
33.4 |
0.9% |
87% |
False |
False |
587,568 |
| 120 |
3,645.0 |
3,107.0 |
538.0 |
15.0% |
31.5 |
0.9% |
88% |
False |
False |
490,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,750.3 |
|
2.618 |
3,696.4 |
|
1.618 |
3,663.4 |
|
1.000 |
3,643.0 |
|
0.618 |
3,630.4 |
|
HIGH |
3,610.0 |
|
0.618 |
3,597.4 |
|
0.500 |
3,593.5 |
|
0.382 |
3,589.6 |
|
LOW |
3,577.0 |
|
0.618 |
3,556.6 |
|
1.000 |
3,544.0 |
|
1.618 |
3,523.6 |
|
2.618 |
3,490.6 |
|
4.250 |
3,436.8 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3,593.5 |
3,579.3 |
| PP |
3,589.3 |
3,577.7 |
| S1 |
3,585.2 |
3,576.0 |
|