| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,252.5 |
10,178.5 |
-74.0 |
-0.7% |
9,929.0 |
| High |
10,288.0 |
10,258.0 |
-30.0 |
-0.3% |
10,307.5 |
| Low |
10,160.5 |
10,152.5 |
-8.0 |
-0.1% |
9,767.0 |
| Close |
10,195.0 |
10,220.0 |
25.0 |
0.2% |
10,272.0 |
| Range |
127.5 |
105.5 |
-22.0 |
-17.3% |
540.5 |
| ATR |
173.4 |
168.6 |
-4.9 |
-2.8% |
0.0 |
| Volume |
79,388 |
112,904 |
33,516 |
42.2% |
384,310 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,526.7 |
10,478.8 |
10,278.0 |
|
| R3 |
10,421.2 |
10,373.3 |
10,249.0 |
|
| R2 |
10,315.7 |
10,315.7 |
10,239.3 |
|
| R1 |
10,267.8 |
10,267.8 |
10,229.7 |
10,291.8 |
| PP |
10,210.2 |
10,210.2 |
10,210.2 |
10,222.1 |
| S1 |
10,162.3 |
10,162.3 |
10,210.3 |
10,186.3 |
| S2 |
10,104.7 |
10,104.7 |
10,200.7 |
|
| S3 |
9,999.2 |
10,056.8 |
10,191.0 |
|
| S4 |
9,893.7 |
9,951.3 |
10,162.0 |
|
|
| 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 |
10,152.5 |
222.0 |
2.2% |
111.8 |
1.1% |
30% |
False |
True |
75,981 |
| 10 |
10,374.5 |
9,766.0 |
608.5 |
6.0% |
140.3 |
1.4% |
75% |
False |
False |
86,166 |
| 20 |
10,374.5 |
9,736.0 |
638.5 |
6.2% |
162.1 |
1.6% |
76% |
False |
False |
95,673 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.3% |
168.1 |
1.6% |
71% |
False |
False |
101,728 |
| 60 |
10,522.0 |
9,436.5 |
1,085.5 |
10.6% |
177.3 |
1.7% |
72% |
False |
False |
92,059 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.5% |
183.8 |
1.8% |
83% |
False |
False |
69,264 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.5% |
197.4 |
1.9% |
83% |
False |
False |
55,608 |
| 120 |
10,920.5 |
8,730.0 |
2,190.5 |
21.4% |
198.3 |
1.9% |
68% |
False |
False |
46,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,706.4 |
|
2.618 |
10,534.2 |
|
1.618 |
10,428.7 |
|
1.000 |
10,363.5 |
|
0.618 |
10,323.2 |
|
HIGH |
10,258.0 |
|
0.618 |
10,217.7 |
|
0.500 |
10,205.3 |
|
0.382 |
10,192.8 |
|
LOW |
10,152.5 |
|
0.618 |
10,087.3 |
|
1.000 |
10,047.0 |
|
1.618 |
9,981.8 |
|
2.618 |
9,876.3 |
|
4.250 |
9,704.1 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,215.1 |
10,263.5 |
| PP |
10,210.2 |
10,249.0 |
| S1 |
10,205.3 |
10,234.5 |
|