| 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 |
1,174.0 |
1,181.9 |
7.9 |
0.7% |
1,145.2 |
| High |
1,185.1 |
1,182.8 |
-2.3 |
-0.2% |
1,167.7 |
| Low |
1,172.5 |
1,171.7 |
-0.8 |
-0.1% |
1,143.6 |
| Close |
1,183.6 |
1,174.5 |
-9.1 |
-0.8% |
1,157.0 |
| Range |
12.6 |
11.1 |
-1.5 |
-11.9% |
24.1 |
| ATR |
12.8 |
12.7 |
-0.1 |
-0.5% |
0.0 |
| Volume |
29,901 |
69,270 |
39,369 |
131.7% |
3,100 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,209.8 |
1,203.3 |
1,180.5 |
|
| R3 |
1,198.5 |
1,192.0 |
1,177.5 |
|
| R2 |
1,187.5 |
1,187.5 |
1,176.5 |
|
| R1 |
1,181.0 |
1,181.0 |
1,175.5 |
1,178.8 |
| PP |
1,176.3 |
1,176.3 |
1,176.3 |
1,175.3 |
| S1 |
1,169.8 |
1,169.8 |
1,173.5 |
1,167.5 |
| S2 |
1,165.3 |
1,165.3 |
1,172.5 |
|
| S3 |
1,154.3 |
1,158.8 |
1,171.5 |
|
| S4 |
1,143.0 |
1,147.8 |
1,168.5 |
|
|
| 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% |
14.0 |
1.2% |
70% |
False |
False |
21,535 |
| 10 |
1,185.1 |
1,132.0 |
53.1 |
4.5% |
11.5 |
1.0% |
80% |
False |
False |
10,923 |
| 20 |
1,185.1 |
1,080.6 |
104.5 |
8.9% |
11.0 |
0.9% |
90% |
False |
False |
5,466 |
| 40 |
1,185.1 |
1,080.6 |
104.5 |
8.9% |
8.0 |
0.7% |
90% |
False |
False |
2,735 |
| 60 |
1,185.1 |
1,063.7 |
121.4 |
10.3% |
8.5 |
0.7% |
91% |
False |
False |
1,826 |
| 80 |
1,185.1 |
994.9 |
190.2 |
16.2% |
6.8 |
0.6% |
94% |
False |
False |
1,370 |
| 100 |
1,185.1 |
941.4 |
243.7 |
20.7% |
5.5 |
0.5% |
96% |
False |
False |
1,096 |
| 120 |
1,185.1 |
941.4 |
243.7 |
20.7% |
4.8 |
0.4% |
96% |
False |
False |
913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,230.0 |
|
2.618 |
1,211.8 |
|
1.618 |
1,200.8 |
|
1.000 |
1,194.0 |
|
0.618 |
1,189.8 |
|
HIGH |
1,182.8 |
|
0.618 |
1,178.5 |
|
0.500 |
1,177.3 |
|
0.382 |
1,176.0 |
|
LOW |
1,171.8 |
|
0.618 |
1,164.8 |
|
1.000 |
1,160.5 |
|
1.618 |
1,153.8 |
|
2.618 |
1,142.8 |
|
4.250 |
1,124.5 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,177.3 |
1,177.0 |
| PP |
1,176.3 |
1,176.0 |
| S1 |
1,175.5 |
1,175.3 |
|