| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,244.5 |
10,170.5 |
-74.0 |
-0.7% |
9,903.0 |
| High |
10,273.0 |
10,245.0 |
-28.0 |
-0.3% |
10,279.0 |
| Low |
10,152.5 |
10,149.5 |
-3.0 |
0.0% |
9,767.0 |
| Close |
10,185.0 |
10,208.0 |
23.0 |
0.2% |
10,261.5 |
| Range |
120.5 |
95.5 |
-25.0 |
-20.7% |
512.0 |
| ATR |
151.5 |
147.5 |
-4.0 |
-2.6% |
0.0 |
| Volume |
237 |
383 |
146 |
61.6% |
746 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,487.3 |
10,443.2 |
10,260.5 |
|
| R3 |
10,391.8 |
10,347.7 |
10,234.3 |
|
| R2 |
10,296.3 |
10,296.3 |
10,225.5 |
|
| R1 |
10,252.2 |
10,252.2 |
10,216.8 |
10,274.3 |
| PP |
10,200.8 |
10,200.8 |
10,200.8 |
10,211.9 |
| S1 |
10,156.7 |
10,156.7 |
10,199.2 |
10,178.8 |
| S2 |
10,105.3 |
10,105.3 |
10,190.5 |
|
| S3 |
10,009.8 |
10,061.2 |
10,181.7 |
|
| S4 |
9,914.3 |
9,965.7 |
10,155.5 |
|
|
| 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 |
10,149.5 |
207.5 |
2.0% |
96.0 |
0.9% |
28% |
False |
True |
234 |
| 10 |
10,357.0 |
9,765.0 |
592.0 |
5.8% |
123.2 |
1.2% |
75% |
False |
False |
232 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
5.9% |
138.2 |
1.4% |
75% |
False |
False |
188 |
| 40 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
145.5 |
1.4% |
71% |
False |
False |
187 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
142.2 |
1.4% |
71% |
False |
False |
169 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.4% |
134.1 |
1.3% |
83% |
False |
False |
136 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.4% |
141.3 |
1.4% |
83% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,650.9 |
|
2.618 |
10,495.0 |
|
1.618 |
10,399.5 |
|
1.000 |
10,340.5 |
|
0.618 |
10,304.0 |
|
HIGH |
10,245.0 |
|
0.618 |
10,208.5 |
|
0.500 |
10,197.3 |
|
0.382 |
10,186.0 |
|
LOW |
10,149.5 |
|
0.618 |
10,090.5 |
|
1.000 |
10,054.0 |
|
1.618 |
9,995.0 |
|
2.618 |
9,899.5 |
|
4.250 |
9,743.6 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,204.4 |
10,253.3 |
| PP |
10,200.8 |
10,238.2 |
| S1 |
10,197.3 |
10,223.1 |
|