| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,362.0 |
10,252.5 |
-109.5 |
-1.1% |
9,929.0 |
| High |
10,374.5 |
10,288.0 |
-86.5 |
-0.8% |
10,307.5 |
| Low |
10,229.0 |
10,160.5 |
-68.5 |
-0.7% |
9,767.0 |
| Close |
10,263.5 |
10,195.0 |
-68.5 |
-0.7% |
10,272.0 |
| Range |
145.5 |
127.5 |
-18.0 |
-12.4% |
540.5 |
| ATR |
177.0 |
173.4 |
-3.5 |
-2.0% |
0.0 |
| Volume |
95,406 |
79,388 |
-16,018 |
-16.8% |
384,310 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,597.0 |
10,523.5 |
10,265.1 |
|
| R3 |
10,469.5 |
10,396.0 |
10,230.1 |
|
| R2 |
10,342.0 |
10,342.0 |
10,218.4 |
|
| R1 |
10,268.5 |
10,268.5 |
10,206.7 |
10,241.5 |
| PP |
10,214.5 |
10,214.5 |
10,214.5 |
10,201.0 |
| S1 |
10,141.0 |
10,141.0 |
10,183.3 |
10,114.0 |
| S2 |
10,087.0 |
10,087.0 |
10,171.6 |
|
| S3 |
9,959.5 |
10,013.5 |
10,159.9 |
|
| S4 |
9,832.0 |
9,886.0 |
10,124.9 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,737.0 |
11,545.0 |
10,569.3 |
|
| R3 |
11,196.5 |
11,004.5 |
10,420.6 |
|
| R2 |
10,656.0 |
10,656.0 |
10,371.1 |
|
| R1 |
10,464.0 |
10,464.0 |
10,321.5 |
10,560.0 |
| PP |
10,115.5 |
10,115.5 |
10,115.5 |
10,163.5 |
| S1 |
9,923.5 |
9,923.5 |
10,222.5 |
10,019.5 |
| S2 |
9,575.0 |
9,575.0 |
10,172.9 |
|
| S3 |
9,034.5 |
9,383.0 |
10,123.4 |
|
| S4 |
8,494.0 |
8,842.5 |
9,974.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,374.5 |
10,128.5 |
246.0 |
2.4% |
111.8 |
1.1% |
27% |
False |
False |
68,861 |
| 10 |
10,374.5 |
9,766.0 |
608.5 |
6.0% |
146.7 |
1.4% |
71% |
False |
False |
85,241 |
| 20 |
10,374.5 |
9,736.0 |
638.5 |
6.3% |
167.5 |
1.6% |
72% |
False |
False |
95,267 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.3% |
170.6 |
1.7% |
69% |
False |
False |
101,742 |
| 60 |
10,522.0 |
9,436.5 |
1,085.5 |
10.6% |
178.1 |
1.7% |
70% |
False |
False |
90,191 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.6% |
185.3 |
1.8% |
82% |
False |
False |
67,868 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.6% |
199.9 |
2.0% |
82% |
False |
False |
54,484 |
| 120 |
11,026.0 |
8,730.0 |
2,296.0 |
22.5% |
198.4 |
1.9% |
64% |
False |
False |
45,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,829.9 |
|
2.618 |
10,621.8 |
|
1.618 |
10,494.3 |
|
1.000 |
10,415.5 |
|
0.618 |
10,366.8 |
|
HIGH |
10,288.0 |
|
0.618 |
10,239.3 |
|
0.500 |
10,224.3 |
|
0.382 |
10,209.2 |
|
LOW |
10,160.5 |
|
0.618 |
10,081.7 |
|
1.000 |
10,033.0 |
|
1.618 |
9,954.2 |
|
2.618 |
9,826.7 |
|
4.250 |
9,618.6 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,224.3 |
10,267.5 |
| PP |
10,214.5 |
10,243.3 |
| S1 |
10,204.8 |
10,219.2 |
|