| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,085.00 |
2,088.75 |
3.75 |
0.2% |
2,043.75 |
| High |
2,090.75 |
2,096.00 |
5.25 |
0.3% |
2,090.25 |
| Low |
2,075.00 |
2,078.25 |
3.25 |
0.2% |
2,032.75 |
| Close |
2,089.50 |
2,095.50 |
6.00 |
0.3% |
2,089.00 |
| Range |
15.75 |
17.75 |
2.00 |
12.7% |
57.50 |
| ATR |
20.67 |
20.46 |
-0.21 |
-1.0% |
0.00 |
| Volume |
35,308 |
24,881 |
-10,427 |
-29.5% |
47,015 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.25 |
2,137.00 |
2,105.25 |
|
| R3 |
2,125.50 |
2,119.25 |
2,100.50 |
|
| R2 |
2,107.75 |
2,107.75 |
2,098.75 |
|
| R1 |
2,101.50 |
2,101.50 |
2,097.25 |
2,104.50 |
| PP |
2,090.00 |
2,090.00 |
2,090.00 |
2,091.50 |
| S1 |
2,083.75 |
2,083.75 |
2,093.75 |
2,087.00 |
| S2 |
2,072.25 |
2,072.25 |
2,092.25 |
|
| S3 |
2,054.50 |
2,066.00 |
2,090.50 |
|
| S4 |
2,036.75 |
2,048.25 |
2,085.75 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.25 |
2,223.50 |
2,120.50 |
|
| R3 |
2,185.75 |
2,166.00 |
2,104.75 |
|
| R2 |
2,128.25 |
2,128.25 |
2,099.50 |
|
| R1 |
2,108.50 |
2,108.50 |
2,094.25 |
2,118.50 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,075.50 |
| S1 |
2,051.00 |
2,051.00 |
2,083.75 |
2,061.00 |
| S2 |
2,013.25 |
2,013.25 |
2,078.50 |
|
| S3 |
1,955.75 |
1,993.50 |
2,073.25 |
|
| S4 |
1,898.25 |
1,936.00 |
2,057.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,096.00 |
2,074.50 |
21.50 |
1.0% |
14.00 |
0.7% |
98% |
True |
False |
18,611 |
| 10 |
2,096.00 |
2,014.00 |
82.00 |
3.9% |
17.75 |
0.8% |
99% |
True |
False |
13,152 |
| 20 |
2,096.00 |
2,014.00 |
82.00 |
3.9% |
21.25 |
1.0% |
99% |
True |
False |
10,170 |
| 40 |
2,097.00 |
2,014.00 |
83.00 |
4.0% |
21.50 |
1.0% |
98% |
False |
False |
6,882 |
| 60 |
2,097.00 |
1,950.50 |
146.50 |
7.0% |
21.50 |
1.0% |
99% |
False |
False |
5,114 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
23.75 |
1.1% |
100% |
False |
False |
3,910 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
28.75 |
1.4% |
100% |
False |
False |
3,241 |
| 120 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
29.50 |
1.4% |
100% |
False |
False |
2,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.50 |
|
2.618 |
2,142.50 |
|
1.618 |
2,124.75 |
|
1.000 |
2,113.75 |
|
0.618 |
2,107.00 |
|
HIGH |
2,096.00 |
|
0.618 |
2,089.25 |
|
0.500 |
2,087.00 |
|
0.382 |
2,085.00 |
|
LOW |
2,078.25 |
|
0.618 |
2,067.25 |
|
1.000 |
2,060.50 |
|
1.618 |
2,049.50 |
|
2.618 |
2,031.75 |
|
4.250 |
2,002.75 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.75 |
2,092.25 |
| PP |
2,090.00 |
2,088.75 |
| S1 |
2,087.00 |
2,085.50 |
|