| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
16,910 |
16,675 |
-235 |
-1.4% |
17,100 |
| High |
16,910 |
16,760 |
-150 |
-0.9% |
17,300 |
| Low |
16,495 |
16,315 |
-180 |
-1.1% |
16,315 |
| Close |
16,660 |
16,375 |
-285 |
-1.7% |
16,375 |
| Range |
415 |
445 |
30 |
7.2% |
985 |
| ATR |
295 |
306 |
11 |
3.6% |
0 |
| Volume |
830 |
1,601 |
771 |
92.9% |
3,514 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,818 |
17,542 |
16,620 |
|
| R3 |
17,373 |
17,097 |
16,498 |
|
| R2 |
16,928 |
16,928 |
16,457 |
|
| R1 |
16,652 |
16,652 |
16,416 |
16,568 |
| PP |
16,483 |
16,483 |
16,483 |
16,441 |
| S1 |
16,207 |
16,207 |
16,334 |
16,123 |
| S2 |
16,038 |
16,038 |
16,294 |
|
| S3 |
15,593 |
15,762 |
16,253 |
|
| S4 |
15,148 |
15,317 |
16,130 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,618 |
18,982 |
16,917 |
|
| R3 |
18,633 |
17,997 |
16,646 |
|
| R2 |
17,648 |
17,648 |
16,556 |
|
| R1 |
17,012 |
17,012 |
16,465 |
16,838 |
| PP |
16,663 |
16,663 |
16,663 |
16,576 |
| S1 |
16,027 |
16,027 |
16,285 |
15,853 |
| S2 |
15,678 |
15,678 |
16,195 |
|
| S3 |
14,693 |
15,042 |
16,104 |
|
| S4 |
13,708 |
14,057 |
15,833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,300 |
16,315 |
985 |
6.0% |
343 |
2.1% |
6% |
False |
True |
743 |
| 10 |
17,300 |
16,315 |
985 |
6.0% |
291 |
1.8% |
6% |
False |
True |
417 |
| 20 |
17,300 |
15,900 |
1,400 |
8.5% |
284 |
1.7% |
34% |
False |
False |
220 |
| 40 |
17,830 |
15,640 |
2,190 |
13.4% |
240 |
1.5% |
34% |
False |
False |
112 |
| 60 |
17,830 |
15,505 |
2,325 |
14.2% |
173 |
1.1% |
37% |
False |
False |
75 |
| 80 |
17,830 |
15,145 |
2,685 |
16.4% |
130 |
0.8% |
46% |
False |
False |
56 |
| 100 |
17,830 |
15,145 |
2,685 |
16.4% |
104 |
0.6% |
46% |
False |
False |
45 |
| 120 |
19,265 |
15,145 |
4,120 |
25.2% |
87 |
0.5% |
30% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,651 |
|
2.618 |
17,925 |
|
1.618 |
17,480 |
|
1.000 |
17,205 |
|
0.618 |
17,035 |
|
HIGH |
16,760 |
|
0.618 |
16,590 |
|
0.500 |
16,538 |
|
0.382 |
16,485 |
|
LOW |
16,315 |
|
0.618 |
16,040 |
|
1.000 |
15,870 |
|
1.618 |
15,595 |
|
2.618 |
15,150 |
|
4.250 |
14,424 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,538 |
16,750 |
| PP |
16,483 |
16,625 |
| S1 |
16,429 |
16,500 |
|