| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,170.5 |
10,237.5 |
67.0 |
0.7% |
10,350.0 |
| High |
10,245.0 |
10,272.0 |
27.0 |
0.3% |
10,357.0 |
| Low |
10,149.5 |
10,033.5 |
-116.0 |
-1.1% |
10,033.5 |
| Close |
10,208.0 |
10,079.0 |
-129.0 |
-1.3% |
10,079.0 |
| Range |
95.5 |
238.5 |
143.0 |
149.7% |
323.5 |
| ATR |
147.5 |
154.0 |
6.5 |
4.4% |
0.0 |
| Volume |
383 |
1,100 |
717 |
187.2% |
2,106 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,843.7 |
10,699.8 |
10,210.2 |
|
| R3 |
10,605.2 |
10,461.3 |
10,144.6 |
|
| R2 |
10,366.7 |
10,366.7 |
10,122.7 |
|
| R1 |
10,222.8 |
10,222.8 |
10,100.9 |
10,175.5 |
| PP |
10,128.2 |
10,128.2 |
10,128.2 |
10,104.5 |
| S1 |
9,984.3 |
9,984.3 |
10,057.1 |
9,937.0 |
| S2 |
9,889.7 |
9,889.7 |
10,035.3 |
|
| S3 |
9,651.2 |
9,745.8 |
10,013.4 |
|
| S4 |
9,412.7 |
9,507.3 |
9,947.8 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,127.0 |
10,926.5 |
10,256.9 |
|
| R3 |
10,803.5 |
10,603.0 |
10,168.0 |
|
| R2 |
10,480.0 |
10,480.0 |
10,138.3 |
|
| R1 |
10,279.5 |
10,279.5 |
10,108.7 |
10,218.0 |
| PP |
10,156.5 |
10,156.5 |
10,156.5 |
10,125.8 |
| S1 |
9,956.0 |
9,956.0 |
10,049.3 |
9,894.5 |
| S2 |
9,833.0 |
9,833.0 |
10,019.7 |
|
| S3 |
9,509.5 |
9,632.5 |
9,990.0 |
|
| S4 |
9,186.0 |
9,309.0 |
9,901.1 |
|
|
| 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 |
10,033.5 |
323.5 |
3.2% |
123.5 |
1.2% |
14% |
False |
True |
439 |
| 10 |
10,357.0 |
9,767.0 |
590.0 |
5.9% |
135.3 |
1.3% |
53% |
False |
False |
303 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
5.9% |
144.8 |
1.4% |
54% |
False |
False |
238 |
| 40 |
10,508.0 |
9,562.5 |
945.5 |
9.4% |
145.5 |
1.4% |
55% |
False |
False |
213 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.1% |
146.2 |
1.5% |
58% |
False |
False |
187 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.6% |
135.6 |
1.3% |
76% |
False |
False |
149 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.6% |
142.0 |
1.4% |
76% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,285.6 |
|
2.618 |
10,896.4 |
|
1.618 |
10,657.9 |
|
1.000 |
10,510.5 |
|
0.618 |
10,419.4 |
|
HIGH |
10,272.0 |
|
0.618 |
10,180.9 |
|
0.500 |
10,152.8 |
|
0.382 |
10,124.6 |
|
LOW |
10,033.5 |
|
0.618 |
9,886.1 |
|
1.000 |
9,795.0 |
|
1.618 |
9,647.6 |
|
2.618 |
9,409.1 |
|
4.250 |
9,019.9 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,152.8 |
10,153.3 |
| PP |
10,128.2 |
10,128.5 |
| S1 |
10,103.6 |
10,103.8 |
|