| 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 |
2,101.25 |
2,108.50 |
7.25 |
0.3% |
2,091.25 |
| High |
2,110.75 |
2,109.50 |
-1.25 |
-0.1% |
2,097.25 |
| Low |
2,098.00 |
2,097.25 |
-0.75 |
0.0% |
2,074.00 |
| Close |
2,109.00 |
2,105.25 |
-3.75 |
-0.2% |
2,089.00 |
| Range |
12.75 |
12.25 |
-0.50 |
-3.9% |
23.25 |
| ATR |
19.28 |
18.77 |
-0.50 |
-2.6% |
0.00 |
| Volume |
222,034 |
785,978 |
563,944 |
254.0% |
107,748 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.75 |
2,135.25 |
2,112.00 |
|
| R3 |
2,128.50 |
2,123.00 |
2,108.50 |
|
| R2 |
2,116.25 |
2,116.25 |
2,107.50 |
|
| R1 |
2,110.75 |
2,110.75 |
2,106.25 |
2,107.50 |
| PP |
2,104.00 |
2,104.00 |
2,104.00 |
2,102.25 |
| S1 |
2,098.50 |
2,098.50 |
2,104.25 |
2,095.00 |
| S2 |
2,091.75 |
2,091.75 |
2,103.00 |
|
| S3 |
2,079.50 |
2,086.25 |
2,102.00 |
|
| S4 |
2,067.25 |
2,074.00 |
2,098.50 |
|
|
| 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 |
2,110.75 |
2,074.00 |
36.75 |
1.7% |
15.50 |
0.7% |
85% |
False |
False |
236,068 |
| 10 |
2,110.75 |
2,074.00 |
36.75 |
1.7% |
14.75 |
0.7% |
85% |
False |
False |
127,339 |
| 20 |
2,110.75 |
2,014.00 |
96.75 |
4.6% |
19.75 |
0.9% |
94% |
False |
False |
67,442 |
| 40 |
2,110.75 |
2,014.00 |
96.75 |
4.6% |
20.00 |
1.0% |
94% |
False |
False |
36,085 |
| 60 |
2,110.75 |
1,989.75 |
121.00 |
5.7% |
20.75 |
1.0% |
95% |
False |
False |
24,743 |
| 80 |
2,110.75 |
1,865.50 |
245.25 |
11.6% |
22.50 |
1.1% |
98% |
False |
False |
18,647 |
| 100 |
2,110.75 |
1,787.50 |
323.25 |
15.4% |
26.75 |
1.3% |
98% |
False |
False |
15,004 |
| 120 |
2,110.75 |
1,787.50 |
323.25 |
15.4% |
28.75 |
1.4% |
98% |
False |
False |
12,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.50 |
|
2.618 |
2,141.50 |
|
1.618 |
2,129.25 |
|
1.000 |
2,121.75 |
|
0.618 |
2,117.00 |
|
HIGH |
2,109.50 |
|
0.618 |
2,104.75 |
|
0.500 |
2,103.50 |
|
0.382 |
2,102.00 |
|
LOW |
2,097.25 |
|
0.618 |
2,089.75 |
|
1.000 |
2,085.00 |
|
1.618 |
2,077.50 |
|
2.618 |
2,065.25 |
|
4.250 |
2,045.25 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.50 |
2,104.75 |
| PP |
2,104.00 |
2,104.50 |
| S1 |
2,103.50 |
2,104.00 |
|