| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,042.0 |
3,009.0 |
-33.0 |
-1.1% |
2,929.0 |
| High |
3,043.0 |
3,035.0 |
-8.0 |
-0.3% |
3,060.0 |
| Low |
3,006.0 |
3,006.0 |
0.0 |
0.0% |
2,892.0 |
| Close |
3,015.0 |
3,020.0 |
5.0 |
0.2% |
3,054.0 |
| Range |
37.0 |
29.0 |
-8.0 |
-21.6% |
168.0 |
| ATR |
48.5 |
47.1 |
-1.4 |
-2.9% |
0.0 |
| Volume |
50,118 |
26,147 |
-23,971 |
-47.8% |
8,462 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,092.7 |
3,036.0 |
|
| R3 |
3,078.3 |
3,063.7 |
3,028.0 |
|
| R2 |
3,049.3 |
3,049.3 |
3,025.3 |
|
| R1 |
3,034.7 |
3,034.7 |
3,022.7 |
3,042.0 |
| PP |
3,020.3 |
3,020.3 |
3,020.3 |
3,024.0 |
| S1 |
3,005.7 |
3,005.7 |
3,017.3 |
3,013.0 |
| S2 |
2,991.3 |
2,991.3 |
3,014.7 |
|
| S3 |
2,962.3 |
2,976.7 |
3,012.0 |
|
| S4 |
2,933.3 |
2,947.7 |
3,004.1 |
|
|
| 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 |
3,006.0 |
72.0 |
2.4% |
31.2 |
1.0% |
19% |
False |
True |
50,201 |
| 10 |
3,078.0 |
2,882.0 |
196.0 |
6.5% |
40.4 |
1.3% |
70% |
False |
False |
26,957 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
7.7% |
45.2 |
1.5% |
75% |
False |
False |
20,604 |
| 40 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
46.1 |
1.5% |
82% |
False |
False |
12,840 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
46.5 |
1.5% |
82% |
False |
False |
12,475 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
15.7% |
40.2 |
1.3% |
88% |
False |
False |
10,285 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.7% |
38.5 |
1.3% |
88% |
False |
False |
8,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,158.3 |
|
2.618 |
3,110.9 |
|
1.618 |
3,081.9 |
|
1.000 |
3,064.0 |
|
0.618 |
3,052.9 |
|
HIGH |
3,035.0 |
|
0.618 |
3,023.9 |
|
0.500 |
3,020.5 |
|
0.382 |
3,017.1 |
|
LOW |
3,006.0 |
|
0.618 |
2,988.1 |
|
1.000 |
2,977.0 |
|
1.618 |
2,959.1 |
|
2.618 |
2,930.1 |
|
4.250 |
2,882.8 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,020.5 |
3,042.0 |
| PP |
3,020.3 |
3,034.7 |
| S1 |
3,020.2 |
3,027.3 |
|