| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,237.5 |
10,117.0 |
-120.5 |
-1.2% |
10,350.0 |
| High |
10,272.0 |
10,140.0 |
-132.0 |
-1.3% |
10,357.0 |
| Low |
10,033.5 |
10,084.0 |
50.5 |
0.5% |
10,033.5 |
| Close |
10,079.0 |
10,120.5 |
41.5 |
0.4% |
10,079.0 |
| Range |
238.5 |
56.0 |
-182.5 |
-76.5% |
323.5 |
| ATR |
154.0 |
147.4 |
-6.6 |
-4.3% |
0.0 |
| Volume |
1,100 |
699 |
-401 |
-36.5% |
2,106 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,282.8 |
10,257.7 |
10,151.3 |
|
| R3 |
10,226.8 |
10,201.7 |
10,135.9 |
|
| R2 |
10,170.8 |
10,170.8 |
10,130.8 |
|
| R1 |
10,145.7 |
10,145.7 |
10,125.6 |
10,158.3 |
| PP |
10,114.8 |
10,114.8 |
10,114.8 |
10,121.1 |
| S1 |
10,089.7 |
10,089.7 |
10,115.4 |
10,102.3 |
| S2 |
10,058.8 |
10,058.8 |
10,110.2 |
|
| S3 |
10,002.8 |
10,033.7 |
10,105.1 |
|
| S4 |
9,946.8 |
9,977.7 |
10,089.7 |
|
|
| 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% |
125.8 |
1.2% |
27% |
False |
False |
561 |
| 10 |
10,357.0 |
9,767.0 |
590.0 |
5.8% |
135.5 |
1.3% |
60% |
False |
False |
355 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
5.9% |
139.5 |
1.4% |
61% |
False |
False |
269 |
| 40 |
10,508.0 |
9,562.5 |
945.5 |
9.3% |
144.1 |
1.4% |
59% |
False |
False |
229 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.1% |
145.7 |
1.4% |
62% |
False |
False |
196 |
| 80 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
134.0 |
1.3% |
78% |
False |
False |
158 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.5% |
139.1 |
1.4% |
78% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,378.0 |
|
2.618 |
10,286.6 |
|
1.618 |
10,230.6 |
|
1.000 |
10,196.0 |
|
0.618 |
10,174.6 |
|
HIGH |
10,140.0 |
|
0.618 |
10,118.6 |
|
0.500 |
10,112.0 |
|
0.382 |
10,105.4 |
|
LOW |
10,084.0 |
|
0.618 |
10,049.4 |
|
1.000 |
10,028.0 |
|
1.618 |
9,993.4 |
|
2.618 |
9,937.4 |
|
4.250 |
9,846.0 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,117.7 |
10,152.8 |
| PP |
10,114.8 |
10,142.0 |
| S1 |
10,112.0 |
10,131.3 |
|