| 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 |
2,997.0 |
3,014.0 |
17.0 |
0.6% |
3,075.0 |
| High |
3,039.0 |
3,022.0 |
-17.0 |
-0.6% |
3,078.0 |
| Low |
2,997.0 |
2,993.0 |
-4.0 |
-0.1% |
2,962.0 |
| Close |
3,028.0 |
3,003.0 |
-25.0 |
-0.8% |
2,978.0 |
| Range |
42.0 |
29.0 |
-13.0 |
-31.0% |
116.0 |
| ATR |
47.4 |
46.5 |
-0.9 |
-1.9% |
0.0 |
| Volume |
236,459 |
388,735 |
152,276 |
64.4% |
277,795 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.0 |
3,077.0 |
3,019.0 |
|
| R3 |
3,064.0 |
3,048.0 |
3,011.0 |
|
| R2 |
3,035.0 |
3,035.0 |
3,008.3 |
|
| R1 |
3,019.0 |
3,019.0 |
3,005.7 |
3,012.5 |
| PP |
3,006.0 |
3,006.0 |
3,006.0 |
3,002.8 |
| S1 |
2,990.0 |
2,990.0 |
3,000.3 |
2,983.5 |
| S2 |
2,977.0 |
2,977.0 |
2,997.7 |
|
| S3 |
2,948.0 |
2,961.0 |
2,995.0 |
|
| S4 |
2,919.0 |
2,932.0 |
2,987.1 |
|
|
| 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 |
3,039.0 |
2,962.0 |
77.0 |
2.6% |
39.8 |
1.3% |
53% |
False |
False |
165,237 |
| 10 |
3,078.0 |
2,962.0 |
116.0 |
3.9% |
36.8 |
1.2% |
35% |
False |
False |
105,161 |
| 20 |
3,078.0 |
2,866.0 |
212.0 |
7.1% |
44.9 |
1.5% |
65% |
False |
False |
57,999 |
| 40 |
3,078.0 |
2,845.0 |
233.0 |
7.8% |
44.6 |
1.5% |
68% |
False |
False |
32,820 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.5% |
44.7 |
1.5% |
76% |
False |
False |
25,107 |
| 80 |
3,078.0 |
2,726.0 |
352.0 |
11.7% |
40.6 |
1.4% |
79% |
False |
False |
20,220 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.8% |
38.3 |
1.3% |
84% |
False |
False |
16,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,145.3 |
|
2.618 |
3,097.9 |
|
1.618 |
3,068.9 |
|
1.000 |
3,051.0 |
|
0.618 |
3,039.9 |
|
HIGH |
3,022.0 |
|
0.618 |
3,010.9 |
|
0.500 |
3,007.5 |
|
0.382 |
3,004.1 |
|
LOW |
2,993.0 |
|
0.618 |
2,975.1 |
|
1.000 |
2,964.0 |
|
1.618 |
2,946.1 |
|
2.618 |
2,917.1 |
|
4.250 |
2,869.8 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,007.5 |
3,006.0 |
| PP |
3,006.0 |
3,005.0 |
| S1 |
3,004.5 |
3,004.0 |
|