| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,178.5 |
10,250.5 |
72.0 |
0.7% |
10,362.0 |
| High |
10,258.0 |
10,285.5 |
27.5 |
0.3% |
10,374.5 |
| Low |
10,152.5 |
10,037.0 |
-115.5 |
-1.1% |
10,037.0 |
| Close |
10,220.0 |
10,090.5 |
-129.5 |
-1.3% |
10,090.5 |
| Range |
105.5 |
248.5 |
143.0 |
135.5% |
337.5 |
| ATR |
168.6 |
174.3 |
5.7 |
3.4% |
0.0 |
| Volume |
112,904 |
81,337 |
-31,567 |
-28.0% |
369,035 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,883.2 |
10,735.3 |
10,227.2 |
|
| R3 |
10,634.7 |
10,486.8 |
10,158.8 |
|
| R2 |
10,386.2 |
10,386.2 |
10,136.1 |
|
| R1 |
10,238.3 |
10,238.3 |
10,113.3 |
10,188.0 |
| PP |
10,137.7 |
10,137.7 |
10,137.7 |
10,112.5 |
| S1 |
9,989.8 |
9,989.8 |
10,067.7 |
9,939.5 |
| S2 |
9,889.2 |
9,889.2 |
10,044.9 |
|
| S3 |
9,640.7 |
9,741.3 |
10,022.2 |
|
| S4 |
9,392.2 |
9,492.8 |
9,953.8 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,179.8 |
10,972.7 |
10,276.1 |
|
| R3 |
10,842.3 |
10,635.2 |
10,183.3 |
|
| R2 |
10,504.8 |
10,504.8 |
10,152.4 |
|
| R1 |
10,297.7 |
10,297.7 |
10,121.4 |
10,232.5 |
| PP |
10,167.3 |
10,167.3 |
10,167.3 |
10,134.8 |
| S1 |
9,960.2 |
9,960.2 |
10,059.6 |
9,895.0 |
| S2 |
9,829.8 |
9,829.8 |
10,028.6 |
|
| S3 |
9,492.3 |
9,622.7 |
9,997.7 |
|
| S4 |
9,154.8 |
9,285.2 |
9,904.9 |
|
|
| 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 |
10,037.0 |
337.5 |
3.3% |
138.6 |
1.4% |
16% |
False |
True |
80,465 |
| 10 |
10,374.5 |
9,767.0 |
607.5 |
6.0% |
151.1 |
1.5% |
53% |
False |
False |
85,511 |
| 20 |
10,374.5 |
9,736.0 |
638.5 |
6.3% |
166.6 |
1.7% |
56% |
False |
False |
95,444 |
| 40 |
10,522.0 |
9,472.5 |
1,049.5 |
10.4% |
170.2 |
1.7% |
59% |
False |
False |
100,875 |
| 60 |
10,522.0 |
9,436.5 |
1,085.5 |
10.8% |
179.6 |
1.8% |
60% |
False |
False |
93,377 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.8% |
181.8 |
1.8% |
76% |
False |
False |
70,273 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.8% |
197.0 |
2.0% |
76% |
False |
False |
56,416 |
| 120 |
10,920.5 |
8,730.0 |
2,190.5 |
21.7% |
199.1 |
2.0% |
62% |
False |
False |
47,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,341.6 |
|
2.618 |
10,936.1 |
|
1.618 |
10,687.6 |
|
1.000 |
10,534.0 |
|
0.618 |
10,439.1 |
|
HIGH |
10,285.5 |
|
0.618 |
10,190.6 |
|
0.500 |
10,161.3 |
|
0.382 |
10,131.9 |
|
LOW |
10,037.0 |
|
0.618 |
9,883.4 |
|
1.000 |
9,788.5 |
|
1.618 |
9,634.9 |
|
2.618 |
9,386.4 |
|
4.250 |
8,980.9 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,161.3 |
10,162.5 |
| PP |
10,137.7 |
10,138.5 |
| S1 |
10,114.1 |
10,114.5 |
|