| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,250.5 |
10,127.5 |
-123.0 |
-1.2% |
10,362.0 |
| High |
10,285.5 |
10,153.0 |
-132.5 |
-1.3% |
10,374.5 |
| Low |
10,037.0 |
10,092.0 |
55.0 |
0.5% |
10,037.0 |
| Close |
10,090.5 |
10,132.5 |
42.0 |
0.4% |
10,090.5 |
| Range |
248.5 |
61.0 |
-187.5 |
-75.5% |
337.5 |
| ATR |
174.3 |
166.3 |
-8.0 |
-4.6% |
0.0 |
| Volume |
81,337 |
88,191 |
6,854 |
8.4% |
369,035 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,308.8 |
10,281.7 |
10,166.1 |
|
| R3 |
10,247.8 |
10,220.7 |
10,149.3 |
|
| R2 |
10,186.8 |
10,186.8 |
10,143.7 |
|
| R1 |
10,159.7 |
10,159.7 |
10,138.1 |
10,173.3 |
| PP |
10,125.8 |
10,125.8 |
10,125.8 |
10,132.6 |
| S1 |
10,098.7 |
10,098.7 |
10,126.9 |
10,112.3 |
| S2 |
10,064.8 |
10,064.8 |
10,121.3 |
|
| S3 |
10,003.8 |
10,037.7 |
10,115.7 |
|
| S4 |
9,942.8 |
9,976.7 |
10,099.0 |
|
|
| 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% |
137.6 |
1.4% |
28% |
False |
False |
91,445 |
| 10 |
10,374.5 |
9,767.0 |
607.5 |
6.0% |
149.6 |
1.5% |
60% |
False |
False |
84,153 |
| 20 |
10,374.5 |
9,736.0 |
638.5 |
6.3% |
163.5 |
1.6% |
62% |
False |
False |
94,480 |
| 40 |
10,522.0 |
9,551.5 |
970.5 |
9.6% |
165.2 |
1.6% |
60% |
False |
False |
100,664 |
| 60 |
10,522.0 |
9,436.5 |
1,085.5 |
10.7% |
177.7 |
1.8% |
64% |
False |
False |
94,808 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.7% |
179.4 |
1.8% |
78% |
False |
False |
71,371 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.7% |
194.7 |
1.9% |
78% |
False |
False |
57,289 |
| 120 |
10,920.5 |
8,730.0 |
2,190.5 |
21.6% |
198.8 |
2.0% |
64% |
False |
False |
47,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,412.3 |
|
2.618 |
10,312.7 |
|
1.618 |
10,251.7 |
|
1.000 |
10,214.0 |
|
0.618 |
10,190.7 |
|
HIGH |
10,153.0 |
|
0.618 |
10,129.7 |
|
0.500 |
10,122.5 |
|
0.382 |
10,115.3 |
|
LOW |
10,092.0 |
|
0.618 |
10,054.3 |
|
1.000 |
10,031.0 |
|
1.618 |
9,993.3 |
|
2.618 |
9,932.3 |
|
4.250 |
9,832.8 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,129.2 |
10,161.3 |
| PP |
10,125.8 |
10,151.7 |
| S1 |
10,122.5 |
10,142.1 |
|