| 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 |
16,675 |
16,370 |
-305 |
-1.8% |
17,100 |
| High |
16,760 |
16,730 |
-30 |
-0.2% |
17,300 |
| Low |
16,315 |
16,355 |
40 |
0.2% |
16,315 |
| Close |
16,375 |
16,705 |
330 |
2.0% |
16,375 |
| Range |
445 |
375 |
-70 |
-15.7% |
985 |
| ATR |
306 |
311 |
5 |
1.6% |
0 |
| Volume |
1,601 |
20,513 |
18,912 |
1,181.3% |
3,514 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,722 |
17,588 |
16,911 |
|
| R3 |
17,347 |
17,213 |
16,808 |
|
| R2 |
16,972 |
16,972 |
16,774 |
|
| R1 |
16,838 |
16,838 |
16,740 |
16,905 |
| PP |
16,597 |
16,597 |
16,597 |
16,630 |
| S1 |
16,463 |
16,463 |
16,671 |
16,530 |
| S2 |
16,222 |
16,222 |
16,636 |
|
| S3 |
15,847 |
16,088 |
16,602 |
|
| S4 |
15,472 |
15,713 |
16,499 |
|
|
| 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 |
5.9% |
388 |
2.3% |
40% |
False |
False |
4,805 |
| 10 |
17,300 |
16,315 |
985 |
5.9% |
306 |
1.8% |
40% |
False |
False |
2,461 |
| 20 |
17,300 |
16,215 |
1,085 |
6.5% |
280 |
1.7% |
45% |
False |
False |
1,246 |
| 40 |
17,830 |
15,640 |
2,190 |
13.1% |
247 |
1.5% |
49% |
False |
False |
625 |
| 60 |
17,830 |
15,505 |
2,325 |
13.9% |
179 |
1.1% |
52% |
False |
False |
417 |
| 80 |
17,830 |
15,145 |
2,685 |
16.1% |
135 |
0.8% |
58% |
False |
False |
312 |
| 100 |
17,830 |
15,145 |
2,685 |
16.1% |
108 |
0.6% |
58% |
False |
False |
250 |
| 120 |
19,265 |
15,145 |
4,120 |
24.7% |
90 |
0.5% |
38% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,324 |
|
2.618 |
17,712 |
|
1.618 |
17,337 |
|
1.000 |
17,105 |
|
0.618 |
16,962 |
|
HIGH |
16,730 |
|
0.618 |
16,587 |
|
0.500 |
16,543 |
|
0.382 |
16,498 |
|
LOW |
16,355 |
|
0.618 |
16,123 |
|
1.000 |
15,980 |
|
1.618 |
15,748 |
|
2.618 |
15,373 |
|
4.250 |
14,761 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,651 |
16,674 |
| PP |
16,597 |
16,643 |
| S1 |
16,543 |
16,613 |
|