| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,075.0 |
3,042.0 |
-33.0 |
-1.1% |
2,929.0 |
| High |
3,078.0 |
3,043.0 |
-35.0 |
-1.1% |
3,060.0 |
| Low |
3,032.0 |
3,006.0 |
-26.0 |
-0.9% |
2,892.0 |
| Close |
3,042.0 |
3,015.0 |
-27.0 |
-0.9% |
3,054.0 |
| Range |
46.0 |
37.0 |
-9.0 |
-19.6% |
168.0 |
| ATR |
49.4 |
48.5 |
-0.9 |
-1.8% |
0.0 |
| Volume |
170,247 |
50,118 |
-120,129 |
-70.6% |
8,462 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.3 |
3,110.7 |
3,035.4 |
|
| R3 |
3,095.3 |
3,073.7 |
3,025.2 |
|
| R2 |
3,058.3 |
3,058.3 |
3,021.8 |
|
| R1 |
3,036.7 |
3,036.7 |
3,018.4 |
3,029.0 |
| PP |
3,021.3 |
3,021.3 |
3,021.3 |
3,017.5 |
| S1 |
2,999.7 |
2,999.7 |
3,011.6 |
2,992.0 |
| S2 |
2,984.3 |
2,984.3 |
3,008.2 |
|
| S3 |
2,947.3 |
2,962.7 |
3,004.8 |
|
| S4 |
2,910.3 |
2,925.7 |
2,994.7 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,506.0 |
3,448.0 |
3,146.4 |
|
| R3 |
3,338.0 |
3,280.0 |
3,100.2 |
|
| R2 |
3,170.0 |
3,170.0 |
3,084.8 |
|
| R1 |
3,112.0 |
3,112.0 |
3,069.4 |
3,141.0 |
| PP |
3,002.0 |
3,002.0 |
3,002.0 |
3,016.5 |
| S1 |
2,944.0 |
2,944.0 |
3,038.6 |
2,973.0 |
| S2 |
2,834.0 |
2,834.0 |
3,023.2 |
|
| S3 |
2,666.0 |
2,776.0 |
3,007.8 |
|
| S4 |
2,498.0 |
2,608.0 |
2,961.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,078.0 |
3,004.0 |
74.0 |
2.5% |
33.8 |
1.1% |
15% |
False |
False |
45,084 |
| 10 |
3,078.0 |
2,878.0 |
200.0 |
6.6% |
42.3 |
1.4% |
69% |
False |
False |
27,202 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
7.7% |
46.1 |
1.5% |
73% |
False |
False |
19,312 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
46.2 |
1.5% |
80% |
False |
False |
12,187 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
46.1 |
1.5% |
80% |
False |
False |
12,039 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
15.8% |
40.3 |
1.3% |
87% |
False |
False |
9,959 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.8% |
38.7 |
1.3% |
87% |
False |
False |
7,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,200.3 |
|
2.618 |
3,139.9 |
|
1.618 |
3,102.9 |
|
1.000 |
3,080.0 |
|
0.618 |
3,065.9 |
|
HIGH |
3,043.0 |
|
0.618 |
3,028.9 |
|
0.500 |
3,024.5 |
|
0.382 |
3,020.1 |
|
LOW |
3,006.0 |
|
0.618 |
2,983.1 |
|
1.000 |
2,969.0 |
|
1.618 |
2,946.1 |
|
2.618 |
2,909.1 |
|
4.250 |
2,848.8 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.5 |
3,042.0 |
| PP |
3,021.3 |
3,033.0 |
| S1 |
3,018.2 |
3,024.0 |
|