| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,253.0 |
10,205.0 |
-48.0 |
-0.5% |
10,362.0 |
| High |
10,271.0 |
10,212.0 |
-59.0 |
-0.6% |
10,374.5 |
| Low |
10,175.5 |
10,043.0 |
-132.5 |
-1.3% |
10,037.0 |
| Close |
10,205.0 |
10,087.0 |
-118.0 |
-1.2% |
10,090.5 |
| Range |
95.5 |
169.0 |
73.5 |
77.0% |
337.5 |
| ATR |
163.8 |
164.2 |
0.4 |
0.2% |
0.0 |
| Volume |
101,533 |
133,801 |
32,268 |
31.8% |
369,035 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,621.0 |
10,523.0 |
10,180.0 |
|
| R3 |
10,452.0 |
10,354.0 |
10,133.5 |
|
| R2 |
10,283.0 |
10,283.0 |
10,118.0 |
|
| R1 |
10,185.0 |
10,185.0 |
10,102.5 |
10,149.5 |
| PP |
10,114.0 |
10,114.0 |
10,114.0 |
10,096.3 |
| S1 |
10,016.0 |
10,016.0 |
10,071.5 |
9,980.5 |
| S2 |
9,945.0 |
9,945.0 |
10,056.0 |
|
| S3 |
9,776.0 |
9,847.0 |
10,040.5 |
|
| S4 |
9,607.0 |
9,678.0 |
9,994.1 |
|
|
| 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% |
147.4 |
1.5% |
18% |
False |
False |
97,031 |
| 10 |
10,374.5 |
10,037.0 |
337.5 |
3.3% |
129.6 |
1.3% |
15% |
False |
False |
86,506 |
| 20 |
10,374.5 |
9,761.0 |
613.5 |
6.1% |
159.2 |
1.6% |
53% |
False |
False |
95,214 |
| 40 |
10,522.0 |
9,736.0 |
786.0 |
7.8% |
162.0 |
1.6% |
45% |
False |
False |
99,886 |
| 60 |
10,522.0 |
9,472.5 |
1,049.5 |
10.4% |
168.2 |
1.7% |
59% |
False |
False |
99,262 |
| 80 |
10,522.0 |
9,087.0 |
1,435.0 |
14.2% |
176.8 |
1.8% |
70% |
False |
False |
75,282 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
17.8% |
187.7 |
1.9% |
76% |
False |
False |
60,419 |
| 120 |
10,920.5 |
8,730.0 |
2,190.5 |
21.7% |
197.0 |
2.0% |
62% |
False |
False |
50,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,930.3 |
|
2.618 |
10,654.4 |
|
1.618 |
10,485.4 |
|
1.000 |
10,381.0 |
|
0.618 |
10,316.4 |
|
HIGH |
10,212.0 |
|
0.618 |
10,147.4 |
|
0.500 |
10,127.5 |
|
0.382 |
10,107.6 |
|
LOW |
10,043.0 |
|
0.618 |
9,938.6 |
|
1.000 |
9,874.0 |
|
1.618 |
9,769.6 |
|
2.618 |
9,600.6 |
|
4.250 |
9,324.8 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,127.5 |
10,181.0 |
| PP |
10,114.0 |
10,149.7 |
| S1 |
10,100.5 |
10,118.3 |
|