| 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 |
2,088.75 |
2,094.50 |
5.75 |
0.3% |
2,091.25 |
| High |
2,096.00 |
2,097.25 |
1.25 |
0.1% |
2,097.25 |
| Low |
2,078.25 |
2,074.00 |
-4.25 |
-0.2% |
2,074.00 |
| Close |
2,095.50 |
2,089.00 |
-6.50 |
-0.3% |
2,089.00 |
| Range |
17.75 |
23.25 |
5.50 |
31.0% |
23.25 |
| ATR |
20.46 |
20.66 |
0.20 |
1.0% |
0.00 |
| Volume |
24,881 |
34,949 |
10,068 |
40.5% |
107,748 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,146.00 |
2,101.75 |
|
| R3 |
2,133.25 |
2,122.75 |
2,095.50 |
|
| R2 |
2,110.00 |
2,110.00 |
2,093.25 |
|
| R1 |
2,099.50 |
2,099.50 |
2,091.25 |
2,093.00 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,083.50 |
| S1 |
2,076.25 |
2,076.25 |
2,086.75 |
2,070.00 |
| S2 |
2,063.50 |
2,063.50 |
2,084.75 |
|
| S3 |
2,040.25 |
2,053.00 |
2,082.50 |
|
| S4 |
2,017.00 |
2,029.75 |
2,076.25 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,146.00 |
2,101.75 |
|
| R3 |
2,133.25 |
2,122.75 |
2,095.50 |
|
| R2 |
2,110.00 |
2,110.00 |
2,093.25 |
|
| R1 |
2,099.50 |
2,099.50 |
2,091.25 |
2,093.00 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,083.50 |
| S1 |
2,076.25 |
2,076.25 |
2,086.75 |
2,070.00 |
| S2 |
2,063.50 |
2,063.50 |
2,084.75 |
|
| S3 |
2,040.25 |
2,053.00 |
2,082.50 |
|
| S4 |
2,017.00 |
2,029.75 |
2,076.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,097.25 |
2,074.00 |
23.25 |
1.1% |
16.75 |
0.8% |
65% |
True |
True |
24,243 |
| 10 |
2,097.25 |
2,029.50 |
67.75 |
3.2% |
17.75 |
0.9% |
88% |
True |
False |
16,091 |
| 20 |
2,097.25 |
2,014.00 |
83.25 |
4.0% |
21.25 |
1.0% |
90% |
True |
False |
11,815 |
| 40 |
2,097.25 |
2,014.00 |
83.25 |
4.0% |
21.25 |
1.0% |
90% |
True |
False |
7,659 |
| 60 |
2,097.25 |
1,950.50 |
146.75 |
7.0% |
21.50 |
1.0% |
94% |
True |
False |
5,683 |
| 80 |
2,097.25 |
1,787.50 |
309.75 |
14.8% |
23.50 |
1.1% |
97% |
True |
False |
4,344 |
| 100 |
2,097.25 |
1,787.50 |
309.75 |
14.8% |
28.50 |
1.4% |
97% |
True |
False |
3,578 |
| 120 |
2,097.25 |
1,787.50 |
309.75 |
14.8% |
29.50 |
1.4% |
97% |
True |
False |
3,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.00 |
|
2.618 |
2,158.00 |
|
1.618 |
2,134.75 |
|
1.000 |
2,120.50 |
|
0.618 |
2,111.50 |
|
HIGH |
2,097.25 |
|
0.618 |
2,088.25 |
|
0.500 |
2,085.50 |
|
0.382 |
2,083.00 |
|
LOW |
2,074.00 |
|
0.618 |
2,059.75 |
|
1.000 |
2,050.75 |
|
1.618 |
2,036.50 |
|
2.618 |
2,013.25 |
|
4.250 |
1,975.25 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,088.00 |
2,088.00 |
| PP |
2,086.75 |
2,086.75 |
| S1 |
2,085.50 |
2,085.50 |
|