| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
16,635 |
16,345 |
-290 |
-1.7% |
16,940 |
| High |
16,715 |
16,690 |
-25 |
-0.1% |
17,270 |
| Low |
16,265 |
16,305 |
40 |
0.2% |
16,265 |
| Close |
16,335 |
16,660 |
325 |
2.0% |
16,335 |
| Range |
450 |
385 |
-65 |
-14.4% |
1,005 |
| ATR |
372 |
373 |
1 |
0.2% |
0 |
| Volume |
17,492 |
30,932 |
13,440 |
76.8% |
72,153 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,707 |
17,568 |
16,872 |
|
| R3 |
17,322 |
17,183 |
16,766 |
|
| R2 |
16,937 |
16,937 |
16,731 |
|
| R1 |
16,798 |
16,798 |
16,695 |
16,868 |
| PP |
16,552 |
16,552 |
16,552 |
16,586 |
| S1 |
16,413 |
16,413 |
16,625 |
16,483 |
| S2 |
16,167 |
16,167 |
16,590 |
|
| S3 |
15,782 |
16,028 |
16,554 |
|
| S4 |
15,397 |
15,643 |
16,448 |
|
|
| 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 |
6.0% |
405 |
2.4% |
39% |
False |
False |
20,617 |
| 10 |
17,270 |
16,265 |
1,005 |
6.0% |
336 |
2.0% |
39% |
False |
False |
15,703 |
| 20 |
17,270 |
16,155 |
1,115 |
6.7% |
360 |
2.2% |
45% |
False |
False |
14,838 |
| 40 |
17,825 |
15,565 |
2,260 |
13.6% |
405 |
2.4% |
48% |
False |
False |
16,232 |
| 60 |
17,825 |
15,375 |
2,450 |
14.7% |
396 |
2.4% |
52% |
False |
False |
15,667 |
| 80 |
17,825 |
14,820 |
3,005 |
18.0% |
398 |
2.4% |
61% |
False |
False |
12,733 |
| 100 |
17,870 |
14,820 |
3,050 |
18.3% |
392 |
2.4% |
60% |
False |
False |
10,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,326 |
|
2.618 |
17,698 |
|
1.618 |
17,313 |
|
1.000 |
17,075 |
|
0.618 |
16,928 |
|
HIGH |
16,690 |
|
0.618 |
16,543 |
|
0.500 |
16,498 |
|
0.382 |
16,452 |
|
LOW |
16,305 |
|
0.618 |
16,067 |
|
1.000 |
15,920 |
|
1.618 |
15,682 |
|
2.618 |
15,297 |
|
4.250 |
14,669 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,606 |
16,630 |
| PP |
16,552 |
16,600 |
| S1 |
16,498 |
16,570 |
|