| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2,410.50 |
2,413.75 |
3.25 |
0.1% |
2,381.75 |
| High |
2,416.75 |
2,430.50 |
13.75 |
0.6% |
2,417.75 |
| Low |
2,402.75 |
2,410.50 |
7.75 |
0.3% |
2,378.25 |
| Close |
2,411.00 |
2,429.50 |
18.50 |
0.8% |
2,413.75 |
| Range |
14.00 |
20.00 |
6.00 |
42.9% |
39.50 |
| ATR |
15.81 |
16.11 |
0.30 |
1.9% |
0.00 |
| Volume |
1,729,723 |
1,432,385 |
-297,338 |
-17.2% |
5,317,537 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.50 |
2,476.50 |
2,440.50 |
|
| R3 |
2,463.50 |
2,456.50 |
2,435.00 |
|
| R2 |
2,443.50 |
2,443.50 |
2,433.25 |
|
| R1 |
2,436.50 |
2,436.50 |
2,431.25 |
2,440.00 |
| PP |
2,423.50 |
2,423.50 |
2,423.50 |
2,425.25 |
| S1 |
2,416.50 |
2,416.50 |
2,427.75 |
2,420.00 |
| S2 |
2,403.50 |
2,403.50 |
2,425.75 |
|
| S3 |
2,383.50 |
2,396.50 |
2,424.00 |
|
| S4 |
2,363.50 |
2,376.50 |
2,418.50 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.75 |
2,507.25 |
2,435.50 |
|
| R3 |
2,482.25 |
2,467.75 |
2,424.50 |
|
| R2 |
2,442.75 |
2,442.75 |
2,421.00 |
|
| R1 |
2,428.25 |
2,428.25 |
2,417.25 |
2,435.50 |
| PP |
2,403.25 |
2,403.25 |
2,403.25 |
2,407.00 |
| S1 |
2,388.75 |
2,388.75 |
2,410.25 |
2,396.00 |
| S2 |
2,363.75 |
2,363.75 |
2,406.50 |
|
| S3 |
2,324.25 |
2,349.25 |
2,403.00 |
|
| S4 |
2,284.75 |
2,309.75 |
2,392.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,430.50 |
2,402.50 |
28.00 |
1.2% |
13.25 |
0.5% |
96% |
True |
False |
1,279,512 |
| 10 |
2,430.50 |
2,344.50 |
86.00 |
3.5% |
16.25 |
0.7% |
99% |
True |
False |
1,365,385 |
| 20 |
2,430.50 |
2,344.50 |
86.00 |
3.5% |
16.00 |
0.7% |
99% |
True |
False |
1,322,152 |
| 40 |
2,430.50 |
2,322.75 |
107.75 |
4.4% |
17.00 |
0.7% |
99% |
True |
False |
1,344,779 |
| 60 |
2,430.50 |
2,317.75 |
112.75 |
4.6% |
17.00 |
0.7% |
99% |
True |
False |
1,398,134 |
| 80 |
2,430.50 |
2,276.00 |
154.50 |
6.4% |
16.50 |
0.7% |
99% |
True |
False |
1,054,033 |
| 100 |
2,430.50 |
2,243.00 |
187.50 |
7.7% |
16.25 |
0.7% |
99% |
True |
False |
843,827 |
| 120 |
2,430.50 |
2,222.50 |
208.00 |
8.6% |
16.25 |
0.7% |
100% |
True |
False |
703,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,515.50 |
|
2.618 |
2,482.75 |
|
1.618 |
2,462.75 |
|
1.000 |
2,450.50 |
|
0.618 |
2,442.75 |
|
HIGH |
2,430.50 |
|
0.618 |
2,422.75 |
|
0.500 |
2,420.50 |
|
0.382 |
2,418.25 |
|
LOW |
2,410.50 |
|
0.618 |
2,398.25 |
|
1.000 |
2,390.50 |
|
1.618 |
2,378.25 |
|
2.618 |
2,358.25 |
|
4.250 |
2,325.50 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,426.50 |
2,425.25 |
| PP |
2,423.50 |
2,421.00 |
| S1 |
2,420.50 |
2,416.50 |
|