| 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 |
2,099.25 |
2,101.25 |
2.00 |
0.1% |
2,091.25 |
| High |
2,108.75 |
2,110.75 |
2.00 |
0.1% |
2,097.25 |
| Low |
2,098.00 |
2,098.00 |
0.00 |
0.0% |
2,074.00 |
| Close |
2,101.50 |
2,109.00 |
7.50 |
0.4% |
2,089.00 |
| Range |
10.75 |
12.75 |
2.00 |
18.6% |
23.25 |
| ATR |
19.78 |
19.28 |
-0.50 |
-2.5% |
0.00 |
| Volume |
74,113 |
222,034 |
147,921 |
199.6% |
107,748 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.25 |
2,139.25 |
2,116.00 |
|
| R3 |
2,131.50 |
2,126.50 |
2,112.50 |
|
| R2 |
2,118.75 |
2,118.75 |
2,111.25 |
|
| R1 |
2,113.75 |
2,113.75 |
2,110.25 |
2,116.25 |
| PP |
2,106.00 |
2,106.00 |
2,106.00 |
2,107.00 |
| S1 |
2,101.00 |
2,101.00 |
2,107.75 |
2,103.50 |
| S2 |
2,093.25 |
2,093.25 |
2,106.75 |
|
| S3 |
2,080.50 |
2,088.25 |
2,105.50 |
|
| S4 |
2,067.75 |
2,075.50 |
2,102.00 |
|
|
| 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 |
2,110.75 |
2,074.00 |
36.75 |
1.7% |
16.50 |
0.8% |
95% |
True |
False |
83,849 |
| 10 |
2,110.75 |
2,065.75 |
45.00 |
2.1% |
15.25 |
0.7% |
96% |
True |
False |
49,835 |
| 20 |
2,110.75 |
2,014.00 |
96.75 |
4.6% |
20.25 |
1.0% |
98% |
True |
False |
28,453 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.6% |
20.25 |
1.0% |
98% |
True |
False |
16,497 |
| 60 |
2,110.75 |
1,988.00 |
122.75 |
5.8% |
20.75 |
1.0% |
99% |
True |
False |
11,649 |
| 80 |
2,110.75 |
1,850.00 |
260.75 |
12.4% |
22.75 |
1.1% |
99% |
True |
False |
8,825 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.3% |
27.25 |
1.3% |
99% |
True |
False |
7,155 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.3% |
28.75 |
1.4% |
99% |
True |
False |
6,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.00 |
|
2.618 |
2,144.25 |
|
1.618 |
2,131.50 |
|
1.000 |
2,123.50 |
|
0.618 |
2,118.75 |
|
HIGH |
2,110.75 |
|
0.618 |
2,106.00 |
|
0.500 |
2,104.50 |
|
0.382 |
2,102.75 |
|
LOW |
2,098.00 |
|
0.618 |
2,090.00 |
|
1.000 |
2,085.25 |
|
1.618 |
2,077.25 |
|
2.618 |
2,064.50 |
|
4.250 |
2,043.75 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,107.50 |
2,105.25 |
| PP |
2,106.00 |
2,101.75 |
| S1 |
2,104.50 |
2,098.00 |
|