| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,247.0 |
1,264.6 |
17.6 |
1.4% |
1,215.1 |
| High |
1,267.2 |
1,274.4 |
7.2 |
0.6% |
1,247.4 |
| Low |
1,245.5 |
1,259.4 |
13.9 |
1.1% |
1,201.5 |
| Close |
1,262.3 |
1,272.7 |
10.4 |
0.8% |
1,242.9 |
| Range |
21.7 |
15.0 |
-6.7 |
-30.9% |
45.9 |
| ATR |
18.3 |
18.1 |
-0.2 |
-1.3% |
0.0 |
| Volume |
181,727 |
153,261 |
-28,466 |
-15.7% |
749,067 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.8 |
1,308.3 |
1,281.0 |
|
| R3 |
1,298.8 |
1,293.3 |
1,276.8 |
|
| R2 |
1,283.8 |
1,283.8 |
1,275.5 |
|
| R1 |
1,278.3 |
1,278.3 |
1,274.1 |
1,281.1 |
| PP |
1,268.8 |
1,268.8 |
1,268.8 |
1,270.2 |
| S1 |
1,263.3 |
1,263.3 |
1,271.3 |
1,266.1 |
| S2 |
1,253.8 |
1,253.8 |
1,270.0 |
|
| S3 |
1,238.8 |
1,248.3 |
1,268.6 |
|
| S4 |
1,223.8 |
1,233.3 |
1,264.5 |
|
|
| 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 |
1,274.4 |
1,209.1 |
65.3 |
5.1% |
19.3 |
1.5% |
97% |
True |
False |
171,825 |
| 10 |
1,274.4 |
1,201.5 |
72.9 |
5.7% |
17.1 |
1.3% |
98% |
True |
False |
172,028 |
| 20 |
1,292.4 |
1,201.5 |
90.9 |
7.1% |
17.2 |
1.3% |
78% |
False |
False |
114,175 |
| 40 |
1,308.0 |
1,201.5 |
106.5 |
8.4% |
18.1 |
1.4% |
67% |
False |
False |
64,448 |
| 60 |
1,308.0 |
1,201.5 |
106.5 |
8.4% |
18.2 |
1.4% |
67% |
False |
False |
44,373 |
| 80 |
1,308.0 |
1,198.1 |
109.9 |
8.6% |
19.3 |
1.5% |
68% |
False |
False |
34,068 |
| 100 |
1,308.0 |
1,084.9 |
223.1 |
17.5% |
18.9 |
1.5% |
84% |
False |
False |
27,615 |
| 120 |
1,308.0 |
1,049.4 |
258.6 |
20.3% |
17.8 |
1.4% |
86% |
False |
False |
23,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,338.2 |
|
2.618 |
1,313.7 |
|
1.618 |
1,298.7 |
|
1.000 |
1,289.4 |
|
0.618 |
1,283.7 |
|
HIGH |
1,274.4 |
|
0.618 |
1,268.7 |
|
0.500 |
1,266.9 |
|
0.382 |
1,265.1 |
|
LOW |
1,259.4 |
|
0.618 |
1,250.1 |
|
1.000 |
1,244.4 |
|
1.618 |
1,235.1 |
|
2.618 |
1,220.1 |
|
4.250 |
1,195.7 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.8 |
1,267.0 |
| PP |
1,268.8 |
1,261.3 |
| S1 |
1,266.9 |
1,255.7 |
|