| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,205.0 |
10,065.0 |
-140.0 |
-1.4% |
10,127.5 |
| High |
10,212.0 |
10,081.5 |
-130.5 |
-1.3% |
10,319.0 |
| Low |
10,043.0 |
9,773.0 |
-270.0 |
-2.7% |
9,773.0 |
| Close |
10,087.0 |
9,836.0 |
-251.0 |
-2.5% |
9,836.0 |
| Range |
169.0 |
308.5 |
139.5 |
82.5% |
546.0 |
| ATR |
164.2 |
174.9 |
10.7 |
6.5% |
0.0 |
| Volume |
133,801 |
144,455 |
10,654 |
8.0% |
548,275 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,822.3 |
10,637.7 |
10,005.7 |
|
| R3 |
10,513.8 |
10,329.2 |
9,920.8 |
|
| R2 |
10,205.3 |
10,205.3 |
9,892.6 |
|
| R1 |
10,020.7 |
10,020.7 |
9,864.3 |
9,958.8 |
| PP |
9,896.8 |
9,896.8 |
9,896.8 |
9,865.9 |
| S1 |
9,712.2 |
9,712.2 |
9,807.7 |
9,650.3 |
| S2 |
9,588.3 |
9,588.3 |
9,779.4 |
|
| S3 |
9,279.8 |
9,403.7 |
9,751.2 |
|
| S4 |
8,971.3 |
9,095.2 |
9,666.3 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,614.0 |
11,271.0 |
10,136.3 |
|
| R3 |
11,068.0 |
10,725.0 |
9,986.2 |
|
| R2 |
10,522.0 |
10,522.0 |
9,936.1 |
|
| R1 |
10,179.0 |
10,179.0 |
9,886.1 |
10,077.5 |
| PP |
9,976.0 |
9,976.0 |
9,976.0 |
9,925.3 |
| S1 |
9,633.0 |
9,633.0 |
9,786.0 |
9,531.5 |
| S2 |
9,430.0 |
9,430.0 |
9,735.9 |
|
| S3 |
8,884.0 |
9,087.0 |
9,685.9 |
|
| S4 |
8,338.0 |
8,541.0 |
9,535.7 |
|
|
| 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 |
9,773.0 |
546.0 |
5.6% |
159.4 |
1.6% |
12% |
False |
True |
109,655 |
| 10 |
10,374.5 |
9,773.0 |
601.5 |
6.1% |
149.0 |
1.5% |
10% |
False |
True |
95,060 |
| 20 |
10,374.5 |
9,761.0 |
613.5 |
6.2% |
167.6 |
1.7% |
12% |
False |
False |
96,186 |
| 40 |
10,522.0 |
9,736.0 |
786.0 |
8.0% |
165.0 |
1.7% |
13% |
False |
False |
101,052 |
| 60 |
10,522.0 |
9,472.5 |
1,049.5 |
10.7% |
170.4 |
1.7% |
35% |
False |
False |
100,490 |
| 80 |
10,522.0 |
9,123.0 |
1,399.0 |
14.2% |
178.3 |
1.8% |
51% |
False |
False |
77,084 |
| 100 |
10,522.0 |
8,730.0 |
1,792.0 |
18.2% |
189.1 |
1.9% |
62% |
False |
False |
61,845 |
| 120 |
10,920.5 |
8,730.0 |
2,190.5 |
22.3% |
197.6 |
2.0% |
50% |
False |
False |
51,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,392.6 |
|
2.618 |
10,889.2 |
|
1.618 |
10,580.7 |
|
1.000 |
10,390.0 |
|
0.618 |
10,272.2 |
|
HIGH |
10,081.5 |
|
0.618 |
9,963.7 |
|
0.500 |
9,927.3 |
|
0.382 |
9,890.8 |
|
LOW |
9,773.0 |
|
0.618 |
9,582.3 |
|
1.000 |
9,464.5 |
|
1.618 |
9,273.8 |
|
2.618 |
8,965.3 |
|
4.250 |
8,461.9 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,927.3 |
10,022.0 |
| PP |
9,896.8 |
9,960.0 |
| S1 |
9,866.4 |
9,898.0 |
|