| 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 |
3,014.0 |
3,002.0 |
-12.0 |
-0.4% |
3,075.0 |
| High |
3,022.0 |
3,002.0 |
-20.0 |
-0.7% |
3,078.0 |
| Low |
2,993.0 |
2,966.0 |
-27.0 |
-0.9% |
2,962.0 |
| Close |
3,003.0 |
2,977.0 |
-26.0 |
-0.9% |
2,978.0 |
| Range |
29.0 |
36.0 |
7.0 |
24.1% |
116.0 |
| ATR |
46.5 |
45.9 |
-0.7 |
-1.5% |
0.0 |
| Volume |
388,735 |
404,189 |
15,454 |
4.0% |
277,795 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.7 |
3,069.3 |
2,996.8 |
|
| R3 |
3,053.7 |
3,033.3 |
2,986.9 |
|
| R2 |
3,017.7 |
3,017.7 |
2,983.6 |
|
| R1 |
2,997.3 |
2,997.3 |
2,980.3 |
2,989.5 |
| PP |
2,981.7 |
2,981.7 |
2,981.7 |
2,977.8 |
| S1 |
2,961.3 |
2,961.3 |
2,973.7 |
2,953.5 |
| S2 |
2,945.7 |
2,945.7 |
2,970.4 |
|
| S3 |
2,909.7 |
2,925.3 |
2,967.1 |
|
| S4 |
2,873.7 |
2,889.3 |
2,957.2 |
|
|
| 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% |
41.2 |
1.4% |
19% |
False |
False |
240,846 |
| 10 |
3,078.0 |
2,962.0 |
116.0 |
3.9% |
36.2 |
1.2% |
13% |
False |
False |
145,523 |
| 20 |
3,078.0 |
2,866.0 |
212.0 |
7.1% |
44.9 |
1.5% |
52% |
False |
False |
78,189 |
| 40 |
3,078.0 |
2,845.0 |
233.0 |
7.8% |
43.6 |
1.5% |
57% |
False |
False |
42,922 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.6% |
44.9 |
1.5% |
68% |
False |
False |
31,836 |
| 80 |
3,078.0 |
2,726.0 |
352.0 |
11.8% |
41.0 |
1.4% |
71% |
False |
False |
25,272 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
38.6 |
1.3% |
79% |
False |
False |
20,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.0 |
|
2.618 |
3,096.2 |
|
1.618 |
3,060.2 |
|
1.000 |
3,038.0 |
|
0.618 |
3,024.2 |
|
HIGH |
3,002.0 |
|
0.618 |
2,988.2 |
|
0.500 |
2,984.0 |
|
0.382 |
2,979.8 |
|
LOW |
2,966.0 |
|
0.618 |
2,943.8 |
|
1.000 |
2,930.0 |
|
1.618 |
2,907.8 |
|
2.618 |
2,871.8 |
|
4.250 |
2,813.0 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,984.0 |
3,002.5 |
| PP |
2,981.7 |
2,994.0 |
| S1 |
2,979.3 |
2,985.5 |
|