| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
16,840 |
16,635 |
-205 |
-1.2% |
16,940 |
| High |
16,875 |
16,715 |
-160 |
-0.9% |
17,270 |
| Low |
16,450 |
16,265 |
-185 |
-1.1% |
16,265 |
| Close |
16,615 |
16,335 |
-280 |
-1.7% |
16,335 |
| Range |
425 |
450 |
25 |
5.9% |
1,005 |
| ATR |
366 |
372 |
6 |
1.6% |
0 |
| Volume |
17,984 |
17,492 |
-492 |
-2.7% |
72,153 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,788 |
17,512 |
16,583 |
|
| R3 |
17,338 |
17,062 |
16,459 |
|
| R2 |
16,888 |
16,888 |
16,418 |
|
| R1 |
16,612 |
16,612 |
16,376 |
16,525 |
| PP |
16,438 |
16,438 |
16,438 |
16,395 |
| S1 |
16,162 |
16,162 |
16,294 |
16,075 |
| S2 |
15,988 |
15,988 |
16,253 |
|
| S3 |
15,538 |
15,712 |
16,211 |
|
| S4 |
15,088 |
15,262 |
16,088 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,638 |
18,992 |
16,888 |
|
| R3 |
18,633 |
17,987 |
16,612 |
|
| R2 |
17,628 |
17,628 |
16,519 |
|
| R1 |
16,982 |
16,982 |
16,427 |
16,803 |
| PP |
16,623 |
16,623 |
16,623 |
16,534 |
| S1 |
15,977 |
15,977 |
16,243 |
15,798 |
| S2 |
15,618 |
15,618 |
16,151 |
|
| S3 |
14,613 |
14,972 |
16,059 |
|
| S4 |
13,608 |
13,967 |
15,782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,270 |
16,265 |
1,005 |
6.2% |
361 |
2.2% |
7% |
False |
True |
15,976 |
| 10 |
17,270 |
16,265 |
1,005 |
6.2% |
324 |
2.0% |
7% |
False |
True |
13,726 |
| 20 |
17,270 |
15,885 |
1,385 |
8.5% |
362 |
2.2% |
32% |
False |
False |
14,151 |
| 40 |
17,825 |
15,465 |
2,360 |
14.4% |
411 |
2.5% |
37% |
False |
False |
16,069 |
| 60 |
17,825 |
15,375 |
2,450 |
15.0% |
401 |
2.5% |
39% |
False |
False |
15,541 |
| 80 |
17,825 |
14,820 |
3,005 |
18.4% |
399 |
2.4% |
50% |
False |
False |
12,348 |
| 100 |
17,870 |
14,820 |
3,050 |
18.7% |
389 |
2.4% |
50% |
False |
False |
9,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,628 |
|
2.618 |
17,893 |
|
1.618 |
17,443 |
|
1.000 |
17,165 |
|
0.618 |
16,993 |
|
HIGH |
16,715 |
|
0.618 |
16,543 |
|
0.500 |
16,490 |
|
0.382 |
16,437 |
|
LOW |
16,265 |
|
0.618 |
15,987 |
|
1.000 |
15,815 |
|
1.618 |
15,537 |
|
2.618 |
15,087 |
|
4.250 |
14,353 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,490 |
16,713 |
| PP |
16,438 |
16,587 |
| S1 |
16,387 |
16,461 |
|