| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,127.5 |
10,161.0 |
33.5 |
0.3% |
10,362.0 |
| High |
10,153.0 |
10,319.0 |
166.0 |
1.6% |
10,374.5 |
| Low |
10,092.0 |
10,156.0 |
64.0 |
0.6% |
10,037.0 |
| Close |
10,132.5 |
10,288.5 |
156.0 |
1.5% |
10,090.5 |
| Range |
61.0 |
163.0 |
102.0 |
167.2% |
337.5 |
| ATR |
166.3 |
167.8 |
1.4 |
0.9% |
0.0 |
| Volume |
88,191 |
80,295 |
-7,896 |
-9.0% |
369,035 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,743.5 |
10,679.0 |
10,378.2 |
|
| R3 |
10,580.5 |
10,516.0 |
10,333.3 |
|
| R2 |
10,417.5 |
10,417.5 |
10,318.4 |
|
| R1 |
10,353.0 |
10,353.0 |
10,303.4 |
10,385.3 |
| PP |
10,254.5 |
10,254.5 |
10,254.5 |
10,270.6 |
| S1 |
10,190.0 |
10,190.0 |
10,273.6 |
10,222.3 |
| S2 |
10,091.5 |
10,091.5 |
10,258.6 |
|
| S3 |
9,928.5 |
10,027.0 |
10,243.7 |
|
| S4 |
9,765.5 |
9,864.0 |
10,198.9 |
|
|
| 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 |
10,319.0 |
10,037.0 |
282.0 |
2.7% |
141.1 |
1.4% |
89% |
True |
False |
88,423 |
| 10 |
10,374.5 |
9,767.0 |
607.5 |
5.9% |
149.3 |
1.5% |
86% |
False |
False |
79,906 |
| 20 |
10,374.5 |
9,761.0 |
613.5 |
6.0% |
161.9 |
1.6% |
86% |
False |
False |
92,905 |
| 40 |
10,522.0 |
9,551.5 |
970.5 |
9.4% |
165.8 |
1.6% |
76% |
False |
False |
99,794 |
| 60 |
10,522.0 |
9,436.5 |
1,085.5 |
10.6% |
178.0 |
1.7% |
78% |
False |
False |
96,017 |
| 80 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
178.4 |
1.7% |
87% |
False |
False |
72,366 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.4% |
192.1 |
1.9% |
87% |
False |
False |
58,082 |
| 120 |
10,920.5 |
8,730.0 |
2,190.5 |
21.3% |
199.5 |
1.9% |
71% |
False |
False |
48,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,011.8 |
|
2.618 |
10,745.7 |
|
1.618 |
10,582.7 |
|
1.000 |
10,482.0 |
|
0.618 |
10,419.7 |
|
HIGH |
10,319.0 |
|
0.618 |
10,256.7 |
|
0.500 |
10,237.5 |
|
0.382 |
10,218.3 |
|
LOW |
10,156.0 |
|
0.618 |
10,055.3 |
|
1.000 |
9,993.0 |
|
1.618 |
9,892.3 |
|
2.618 |
9,729.3 |
|
4.250 |
9,463.3 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,271.5 |
10,251.7 |
| PP |
10,254.5 |
10,214.8 |
| S1 |
10,237.5 |
10,178.0 |
|