| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,030.0 |
2,986.0 |
-44.0 |
-1.5% |
3,075.0 |
| High |
3,037.0 |
2,997.0 |
-40.0 |
-1.3% |
3,078.0 |
| Low |
2,962.0 |
2,973.0 |
11.0 |
0.4% |
2,962.0 |
| Close |
2,978.0 |
2,990.0 |
12.0 |
0.4% |
2,978.0 |
| Range |
75.0 |
24.0 |
-51.0 |
-68.0% |
116.0 |
| ATR |
49.1 |
47.3 |
-1.8 |
-3.7% |
0.0 |
| Volume |
31,283 |
143,564 |
112,281 |
358.9% |
277,795 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,058.7 |
3,048.3 |
3,003.2 |
|
| R3 |
3,034.7 |
3,024.3 |
2,996.6 |
|
| R2 |
3,010.7 |
3,010.7 |
2,994.4 |
|
| R1 |
3,000.3 |
3,000.3 |
2,992.2 |
3,005.5 |
| PP |
2,986.7 |
2,986.7 |
2,986.7 |
2,989.3 |
| S1 |
2,976.3 |
2,976.3 |
2,987.8 |
2,981.5 |
| S2 |
2,962.7 |
2,962.7 |
2,985.6 |
|
| S3 |
2,938.7 |
2,952.3 |
2,983.4 |
|
| S4 |
2,914.7 |
2,928.3 |
2,976.8 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.0 |
3,282.0 |
3,041.8 |
|
| R3 |
3,238.0 |
3,166.0 |
3,009.9 |
|
| R2 |
3,122.0 |
3,122.0 |
2,999.3 |
|
| R1 |
3,050.0 |
3,050.0 |
2,988.6 |
3,028.0 |
| PP |
3,006.0 |
3,006.0 |
3,006.0 |
2,995.0 |
| S1 |
2,934.0 |
2,934.0 |
2,967.4 |
2,912.0 |
| S2 |
2,890.0 |
2,890.0 |
2,956.7 |
|
| S3 |
2,774.0 |
2,818.0 |
2,946.1 |
|
| S4 |
2,658.0 |
2,702.0 |
2,914.2 |
|
|
| 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 |
2,962.0 |
116.0 |
3.9% |
42.2 |
1.4% |
24% |
False |
False |
84,271 |
| 10 |
3,078.0 |
2,892.0 |
186.0 |
6.2% |
44.9 |
1.5% |
53% |
False |
False |
42,982 |
| 20 |
3,078.0 |
2,866.0 |
212.0 |
7.1% |
45.6 |
1.5% |
58% |
False |
False |
28,022 |
| 40 |
3,078.0 |
2,802.0 |
276.0 |
9.2% |
45.4 |
1.5% |
68% |
False |
False |
17,200 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.5% |
47.4 |
1.6% |
72% |
False |
False |
14,689 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
15.9% |
40.0 |
1.3% |
81% |
False |
False |
12,405 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.9% |
38.6 |
1.3% |
81% |
False |
False |
9,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,099.0 |
|
2.618 |
3,059.8 |
|
1.618 |
3,035.8 |
|
1.000 |
3,021.0 |
|
0.618 |
3,011.8 |
|
HIGH |
2,997.0 |
|
0.618 |
2,987.8 |
|
0.500 |
2,985.0 |
|
0.382 |
2,982.2 |
|
LOW |
2,973.0 |
|
0.618 |
2,958.2 |
|
1.000 |
2,949.0 |
|
1.618 |
2,934.2 |
|
2.618 |
2,910.2 |
|
4.250 |
2,871.0 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,988.3 |
2,999.5 |
| PP |
2,986.7 |
2,996.3 |
| S1 |
2,985.0 |
2,993.2 |
|