| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,350.0 |
10,244.5 |
-105.5 |
-1.0% |
9,903.0 |
| High |
10,357.0 |
10,273.0 |
-84.0 |
-0.8% |
10,279.0 |
| Low |
10,238.5 |
10,152.5 |
-86.0 |
-0.8% |
9,767.0 |
| Close |
10,253.5 |
10,185.0 |
-68.5 |
-0.7% |
10,261.5 |
| Range |
118.5 |
120.5 |
2.0 |
1.7% |
512.0 |
| ATR |
153.9 |
151.5 |
-2.4 |
-1.6% |
0.0 |
| Volume |
386 |
237 |
-149 |
-38.6% |
746 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,565.0 |
10,495.5 |
10,251.3 |
|
| R3 |
10,444.5 |
10,375.0 |
10,218.1 |
|
| R2 |
10,324.0 |
10,324.0 |
10,207.1 |
|
| R1 |
10,254.5 |
10,254.5 |
10,196.0 |
10,229.0 |
| PP |
10,203.5 |
10,203.5 |
10,203.5 |
10,190.8 |
| S1 |
10,134.0 |
10,134.0 |
10,174.0 |
10,108.5 |
| S2 |
10,083.0 |
10,083.0 |
10,162.9 |
|
| S3 |
9,962.5 |
10,013.5 |
10,151.9 |
|
| S4 |
9,842.0 |
9,893.0 |
10,118.7 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,638.5 |
11,462.0 |
10,543.1 |
|
| R3 |
11,126.5 |
10,950.0 |
10,402.3 |
|
| R2 |
10,614.5 |
10,614.5 |
10,355.4 |
|
| R1 |
10,438.0 |
10,438.0 |
10,308.4 |
10,526.3 |
| PP |
10,102.5 |
10,102.5 |
10,102.5 |
10,146.6 |
| S1 |
9,926.0 |
9,926.0 |
10,214.6 |
10,014.3 |
| S2 |
9,590.5 |
9,590.5 |
10,167.6 |
|
| S3 |
9,078.5 |
9,414.0 |
10,120.7 |
|
| S4 |
8,566.5 |
8,902.0 |
9,979.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,357.0 |
10,120.0 |
237.0 |
2.3% |
95.2 |
0.9% |
27% |
False |
False |
173 |
| 10 |
10,357.0 |
9,765.0 |
592.0 |
5.8% |
128.6 |
1.3% |
71% |
False |
False |
205 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
5.9% |
140.8 |
1.4% |
71% |
False |
False |
171 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
146.1 |
1.4% |
68% |
False |
False |
180 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
140.6 |
1.4% |
68% |
False |
False |
163 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.4% |
137.4 |
1.3% |
82% |
False |
False |
131 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.4% |
141.3 |
1.4% |
82% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,785.1 |
|
2.618 |
10,588.5 |
|
1.618 |
10,468.0 |
|
1.000 |
10,393.5 |
|
0.618 |
10,347.5 |
|
HIGH |
10,273.0 |
|
0.618 |
10,227.0 |
|
0.500 |
10,212.8 |
|
0.382 |
10,198.5 |
|
LOW |
10,152.5 |
|
0.618 |
10,078.0 |
|
1.000 |
10,032.0 |
|
1.618 |
9,957.5 |
|
2.618 |
9,837.0 |
|
4.250 |
9,640.4 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,212.8 |
10,254.8 |
| PP |
10,203.5 |
10,231.5 |
| S1 |
10,194.3 |
10,208.3 |
|