| 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 |
1,248.0 |
1,247.0 |
-1.0 |
-0.1% |
1,215.1 |
| High |
1,249.0 |
1,267.2 |
18.2 |
1.5% |
1,247.4 |
| Low |
1,236.9 |
1,245.5 |
8.6 |
0.7% |
1,201.5 |
| Close |
1,247.0 |
1,262.3 |
15.3 |
1.2% |
1,242.9 |
| Range |
12.1 |
21.7 |
9.6 |
79.3% |
45.9 |
| ATR |
18.1 |
18.3 |
0.3 |
1.4% |
0.0 |
| Volume |
120,505 |
181,727 |
61,222 |
50.8% |
749,067 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.4 |
1,314.6 |
1,274.2 |
|
| R3 |
1,301.7 |
1,292.9 |
1,268.3 |
|
| R2 |
1,280.0 |
1,280.0 |
1,266.3 |
|
| R1 |
1,271.2 |
1,271.2 |
1,264.3 |
1,275.6 |
| PP |
1,258.3 |
1,258.3 |
1,258.3 |
1,260.6 |
| S1 |
1,249.5 |
1,249.5 |
1,260.3 |
1,253.9 |
| S2 |
1,236.6 |
1,236.6 |
1,258.3 |
|
| S3 |
1,214.9 |
1,227.8 |
1,256.3 |
|
| S4 |
1,193.2 |
1,206.1 |
1,250.4 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,368.3 |
1,351.5 |
1,268.1 |
|
| R3 |
1,322.4 |
1,305.6 |
1,255.5 |
|
| R2 |
1,276.5 |
1,276.5 |
1,251.3 |
|
| R1 |
1,259.7 |
1,259.7 |
1,247.1 |
1,268.1 |
| PP |
1,230.6 |
1,230.6 |
1,230.6 |
1,234.8 |
| S1 |
1,213.8 |
1,213.8 |
1,238.7 |
1,222.2 |
| S2 |
1,184.7 |
1,184.7 |
1,234.5 |
|
| S3 |
1,138.8 |
1,167.9 |
1,230.3 |
|
| S4 |
1,092.9 |
1,122.0 |
1,217.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,267.2 |
1,209.1 |
58.1 |
4.6% |
17.9 |
1.4% |
92% |
True |
False |
163,693 |
| 10 |
1,267.2 |
1,201.5 |
65.7 |
5.2% |
16.9 |
1.3% |
93% |
True |
False |
167,398 |
| 20 |
1,292.4 |
1,201.5 |
90.9 |
7.2% |
17.1 |
1.4% |
67% |
False |
False |
109,771 |
| 40 |
1,308.0 |
1,201.5 |
106.5 |
8.4% |
18.1 |
1.4% |
57% |
False |
False |
60,725 |
| 60 |
1,308.0 |
1,201.5 |
106.5 |
8.4% |
18.1 |
1.4% |
57% |
False |
False |
41,859 |
| 80 |
1,308.0 |
1,193.2 |
114.8 |
9.1% |
19.6 |
1.6% |
60% |
False |
False |
32,174 |
| 100 |
1,308.0 |
1,079.4 |
228.6 |
18.1% |
18.9 |
1.5% |
80% |
False |
False |
26,090 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.5% |
17.7 |
1.4% |
82% |
False |
False |
21,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,359.4 |
|
2.618 |
1,324.0 |
|
1.618 |
1,302.3 |
|
1.000 |
1,288.9 |
|
0.618 |
1,280.6 |
|
HIGH |
1,267.2 |
|
0.618 |
1,258.9 |
|
0.500 |
1,256.4 |
|
0.382 |
1,253.8 |
|
LOW |
1,245.5 |
|
0.618 |
1,232.1 |
|
1.000 |
1,223.8 |
|
1.618 |
1,210.4 |
|
2.618 |
1,188.7 |
|
4.250 |
1,153.3 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.3 |
1,258.9 |
| PP |
1,258.3 |
1,255.5 |
| S1 |
1,256.4 |
1,252.1 |
|