| 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 |
1,170.0 |
1,174.0 |
4.0 |
0.3% |
1,145.2 |
| High |
1,178.4 |
1,185.1 |
6.7 |
0.6% |
1,167.7 |
| Low |
1,168.7 |
1,172.5 |
3.8 |
0.3% |
1,143.6 |
| Close |
1,174.4 |
1,183.6 |
9.2 |
0.8% |
1,157.0 |
| Range |
9.7 |
12.6 |
2.9 |
29.9% |
24.1 |
| ATR |
12.8 |
12.8 |
0.0 |
-0.1% |
0.0 |
| Volume |
2,741 |
29,901 |
27,160 |
990.9% |
3,100 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.3 |
1,213.5 |
1,190.5 |
|
| R3 |
1,205.5 |
1,201.0 |
1,187.0 |
|
| R2 |
1,193.0 |
1,193.0 |
1,186.0 |
|
| R1 |
1,188.3 |
1,188.3 |
1,184.8 |
1,190.8 |
| PP |
1,180.5 |
1,180.5 |
1,180.5 |
1,181.5 |
| S1 |
1,175.8 |
1,175.8 |
1,182.5 |
1,178.0 |
| S2 |
1,167.8 |
1,167.8 |
1,181.3 |
|
| S3 |
1,155.3 |
1,163.0 |
1,180.3 |
|
| S4 |
1,142.5 |
1,150.5 |
1,176.8 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,228.5 |
1,216.8 |
1,170.3 |
|
| R3 |
1,204.3 |
1,192.8 |
1,163.8 |
|
| R2 |
1,180.3 |
1,180.3 |
1,161.5 |
|
| R1 |
1,168.5 |
1,168.5 |
1,159.3 |
1,174.5 |
| PP |
1,156.0 |
1,156.0 |
1,156.0 |
1,159.0 |
| S1 |
1,144.5 |
1,144.5 |
1,154.8 |
1,150.3 |
| S2 |
1,132.0 |
1,132.0 |
1,152.5 |
|
| S3 |
1,108.0 |
1,120.5 |
1,150.3 |
|
| S4 |
1,083.8 |
1,096.3 |
1,143.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,185.1 |
1,149.5 |
35.6 |
3.0% |
14.5 |
1.2% |
96% |
True |
False |
7,712 |
| 10 |
1,185.1 |
1,130.0 |
55.1 |
4.7% |
11.0 |
0.9% |
97% |
True |
False |
3,997 |
| 20 |
1,185.1 |
1,080.6 |
104.5 |
8.8% |
10.5 |
0.9% |
99% |
True |
False |
2,002 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
8.8% |
8.3 |
0.7% |
99% |
True |
False |
1,003 |
| 60 |
1,185.1 |
1,056.6 |
128.5 |
10.9% |
8.3 |
0.7% |
99% |
True |
False |
671 |
| 80 |
1,185.1 |
981.8 |
203.3 |
17.2% |
6.8 |
0.6% |
99% |
True |
False |
504 |
| 100 |
1,185.1 |
941.4 |
243.7 |
20.6% |
5.5 |
0.5% |
99% |
True |
False |
403 |
| 120 |
1,185.1 |
941.4 |
243.7 |
20.6% |
4.8 |
0.4% |
99% |
True |
False |
336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.8 |
|
2.618 |
1,218.0 |
|
1.618 |
1,205.5 |
|
1.000 |
1,197.8 |
|
0.618 |
1,193.0 |
|
HIGH |
1,185.0 |
|
0.618 |
1,180.3 |
|
0.500 |
1,178.8 |
|
0.382 |
1,177.3 |
|
LOW |
1,172.5 |
|
0.618 |
1,164.8 |
|
1.000 |
1,160.0 |
|
1.618 |
1,152.0 |
|
2.618 |
1,139.5 |
|
4.250 |
1,119.0 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,182.0 |
1,179.3 |
| PP |
1,180.5 |
1,174.8 |
| S1 |
1,178.8 |
1,170.3 |
|