| 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 |
16,660 |
16,735 |
75 |
0.5% |
16,940 |
| High |
16,845 |
16,855 |
10 |
0.1% |
17,270 |
| Low |
16,535 |
16,580 |
45 |
0.3% |
16,265 |
| Close |
16,710 |
16,815 |
105 |
0.6% |
16,335 |
| Range |
310 |
275 |
-35 |
-11.3% |
1,005 |
| ATR |
369 |
362 |
-7 |
-1.8% |
0 |
| Volume |
18,135 |
20,035 |
1,900 |
10.5% |
72,153 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,575 |
17,470 |
16,966 |
|
| R3 |
17,300 |
17,195 |
16,891 |
|
| R2 |
17,025 |
17,025 |
16,866 |
|
| R1 |
16,920 |
16,920 |
16,840 |
16,973 |
| PP |
16,750 |
16,750 |
16,750 |
16,776 |
| S1 |
16,645 |
16,645 |
16,790 |
16,698 |
| S2 |
16,475 |
16,475 |
16,765 |
|
| S3 |
16,200 |
16,370 |
16,740 |
|
| S4 |
15,925 |
16,095 |
16,664 |
|
|
| 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 |
16,875 |
16,265 |
610 |
3.6% |
369 |
2.2% |
90% |
False |
False |
20,915 |
| 10 |
17,270 |
16,265 |
1,005 |
6.0% |
327 |
1.9% |
55% |
False |
False |
17,234 |
| 20 |
17,270 |
16,265 |
1,005 |
6.0% |
344 |
2.0% |
55% |
False |
False |
15,142 |
| 40 |
17,825 |
15,865 |
1,960 |
11.7% |
398 |
2.4% |
48% |
False |
False |
16,225 |
| 60 |
17,825 |
15,375 |
2,450 |
14.6% |
392 |
2.3% |
59% |
False |
False |
15,952 |
| 80 |
17,825 |
15,375 |
2,450 |
14.6% |
391 |
2.3% |
59% |
False |
False |
13,201 |
| 100 |
17,870 |
14,820 |
3,050 |
18.1% |
393 |
2.3% |
65% |
False |
False |
10,572 |
| 120 |
19,595 |
14,820 |
4,775 |
28.4% |
348 |
2.1% |
42% |
False |
False |
8,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,024 |
|
2.618 |
17,575 |
|
1.618 |
17,300 |
|
1.000 |
17,130 |
|
0.618 |
17,025 |
|
HIGH |
16,855 |
|
0.618 |
16,750 |
|
0.500 |
16,718 |
|
0.382 |
16,685 |
|
LOW |
16,580 |
|
0.618 |
16,410 |
|
1.000 |
16,305 |
|
1.618 |
16,135 |
|
2.618 |
15,860 |
|
4.250 |
15,411 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,783 |
16,737 |
| PP |
16,750 |
16,658 |
| S1 |
16,718 |
16,580 |
|