| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,161.0 |
10,253.0 |
92.0 |
0.9% |
10,362.0 |
| High |
10,319.0 |
10,271.0 |
-48.0 |
-0.5% |
10,374.5 |
| Low |
10,156.0 |
10,175.5 |
19.5 |
0.2% |
10,037.0 |
| Close |
10,288.5 |
10,205.0 |
-83.5 |
-0.8% |
10,090.5 |
| Range |
163.0 |
95.5 |
-67.5 |
-41.4% |
337.5 |
| ATR |
167.8 |
163.8 |
-3.9 |
-2.3% |
0.0 |
| Volume |
80,295 |
101,533 |
21,238 |
26.4% |
369,035 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,503.7 |
10,449.8 |
10,257.5 |
|
| R3 |
10,408.2 |
10,354.3 |
10,231.3 |
|
| R2 |
10,312.7 |
10,312.7 |
10,222.5 |
|
| R1 |
10,258.8 |
10,258.8 |
10,213.8 |
10,238.0 |
| PP |
10,217.2 |
10,217.2 |
10,217.2 |
10,206.8 |
| S1 |
10,163.3 |
10,163.3 |
10,196.2 |
10,142.5 |
| S2 |
10,121.7 |
10,121.7 |
10,187.5 |
|
| S3 |
10,026.2 |
10,067.8 |
10,178.7 |
|
| S4 |
9,930.7 |
9,972.3 |
10,152.5 |
|
|
| 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 |
2.8% |
134.7 |
1.3% |
60% |
False |
False |
92,852 |
| 10 |
10,374.5 |
10,037.0 |
337.5 |
3.3% |
123.3 |
1.2% |
50% |
False |
False |
80,856 |
| 20 |
10,374.5 |
9,761.0 |
613.5 |
6.0% |
156.8 |
1.5% |
72% |
False |
False |
93,170 |
| 40 |
10,522.0 |
9,645.0 |
877.0 |
8.6% |
162.4 |
1.6% |
64% |
False |
False |
99,427 |
| 60 |
10,522.0 |
9,472.5 |
1,049.5 |
10.3% |
169.8 |
1.7% |
70% |
False |
False |
97,577 |
| 80 |
10,522.0 |
8,850.0 |
1,672.0 |
16.4% |
176.9 |
1.7% |
81% |
False |
False |
73,627 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.6% |
190.0 |
1.9% |
82% |
False |
False |
59,088 |
| 120 |
10,920.5 |
8,730.0 |
2,190.5 |
21.5% |
197.8 |
1.9% |
67% |
False |
False |
49,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,676.9 |
|
2.618 |
10,521.0 |
|
1.618 |
10,425.5 |
|
1.000 |
10,366.5 |
|
0.618 |
10,330.0 |
|
HIGH |
10,271.0 |
|
0.618 |
10,234.5 |
|
0.500 |
10,223.3 |
|
0.382 |
10,212.0 |
|
LOW |
10,175.5 |
|
0.618 |
10,116.5 |
|
1.000 |
10,080.0 |
|
1.618 |
10,021.0 |
|
2.618 |
9,925.5 |
|
4.250 |
9,769.6 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,223.3 |
10,205.5 |
| PP |
10,217.2 |
10,205.3 |
| S1 |
10,211.1 |
10,205.2 |
|