| 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 |
2,094.50 |
2,088.50 |
-6.00 |
-0.3% |
2,091.25 |
| High |
2,097.25 |
2,103.25 |
6.00 |
0.3% |
2,097.25 |
| Low |
2,074.00 |
2,085.25 |
11.25 |
0.5% |
2,074.00 |
| Close |
2,089.00 |
2,099.50 |
10.50 |
0.5% |
2,089.00 |
| Range |
23.25 |
18.00 |
-5.25 |
-22.6% |
23.25 |
| ATR |
20.66 |
20.47 |
-0.19 |
-0.9% |
0.00 |
| Volume |
34,949 |
63,268 |
28,319 |
81.0% |
107,748 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.00 |
2,142.75 |
2,109.50 |
|
| R3 |
2,132.00 |
2,124.75 |
2,104.50 |
|
| R2 |
2,114.00 |
2,114.00 |
2,102.75 |
|
| R1 |
2,106.75 |
2,106.75 |
2,101.25 |
2,110.50 |
| PP |
2,096.00 |
2,096.00 |
2,096.00 |
2,097.75 |
| S1 |
2,088.75 |
2,088.75 |
2,097.75 |
2,092.50 |
| S2 |
2,078.00 |
2,078.00 |
2,096.25 |
|
| S3 |
2,060.00 |
2,070.75 |
2,094.50 |
|
| S4 |
2,042.00 |
2,052.75 |
2,089.50 |
|
|
| 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 |
2,103.25 |
2,074.00 |
29.25 |
1.4% |
18.50 |
0.9% |
87% |
True |
False |
34,203 |
| 10 |
2,103.25 |
2,032.75 |
70.50 |
3.4% |
17.75 |
0.9% |
95% |
True |
False |
21,803 |
| 20 |
2,103.25 |
2,014.00 |
89.25 |
4.3% |
21.00 |
1.0% |
96% |
True |
False |
14,379 |
| 40 |
2,103.25 |
2,014.00 |
89.25 |
4.3% |
21.00 |
1.0% |
96% |
True |
False |
9,203 |
| 60 |
2,103.25 |
1,971.25 |
132.00 |
6.3% |
21.25 |
1.0% |
97% |
True |
False |
6,730 |
| 80 |
2,103.25 |
1,787.50 |
315.75 |
15.0% |
23.25 |
1.1% |
99% |
True |
False |
5,129 |
| 100 |
2,103.25 |
1,787.50 |
315.75 |
15.0% |
28.25 |
1.3% |
99% |
True |
False |
4,203 |
| 120 |
2,103.25 |
1,787.50 |
315.75 |
15.0% |
29.25 |
1.4% |
99% |
True |
False |
3,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.75 |
|
2.618 |
2,150.25 |
|
1.618 |
2,132.25 |
|
1.000 |
2,121.25 |
|
0.618 |
2,114.25 |
|
HIGH |
2,103.25 |
|
0.618 |
2,096.25 |
|
0.500 |
2,094.25 |
|
0.382 |
2,092.25 |
|
LOW |
2,085.25 |
|
0.618 |
2,074.25 |
|
1.000 |
2,067.25 |
|
1.618 |
2,056.25 |
|
2.618 |
2,038.25 |
|
4.250 |
2,008.75 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.75 |
2,096.00 |
| PP |
2,096.00 |
2,092.25 |
| S1 |
2,094.25 |
2,088.50 |
|