| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,117.0 |
10,148.0 |
31.0 |
0.3% |
10,350.0 |
| High |
10,140.0 |
10,300.0 |
160.0 |
1.6% |
10,357.0 |
| Low |
10,084.0 |
10,148.0 |
64.0 |
0.6% |
10,033.5 |
| Close |
10,120.5 |
10,277.5 |
157.0 |
1.6% |
10,079.0 |
| Range |
56.0 |
152.0 |
96.0 |
171.4% |
323.5 |
| ATR |
147.4 |
149.7 |
2.3 |
1.6% |
0.0 |
| Volume |
699 |
3,320 |
2,621 |
375.0% |
2,106 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,697.8 |
10,639.7 |
10,361.1 |
|
| R3 |
10,545.8 |
10,487.7 |
10,319.3 |
|
| R2 |
10,393.8 |
10,393.8 |
10,305.4 |
|
| R1 |
10,335.7 |
10,335.7 |
10,291.4 |
10,364.8 |
| PP |
10,241.8 |
10,241.8 |
10,241.8 |
10,256.4 |
| S1 |
10,183.7 |
10,183.7 |
10,263.6 |
10,212.8 |
| S2 |
10,089.8 |
10,089.8 |
10,249.6 |
|
| S3 |
9,937.8 |
10,031.7 |
10,235.7 |
|
| S4 |
9,785.8 |
9,879.7 |
10,193.9 |
|
|
| 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 |
10,300.0 |
10,033.5 |
266.5 |
2.6% |
132.5 |
1.3% |
92% |
True |
False |
1,147 |
| 10 |
10,357.0 |
9,767.0 |
590.0 |
5.7% |
135.6 |
1.3% |
87% |
False |
False |
668 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
5.8% |
138.3 |
1.3% |
87% |
False |
False |
424 |
| 40 |
10,508.0 |
9,652.0 |
856.0 |
8.3% |
142.9 |
1.4% |
73% |
False |
False |
308 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
9.9% |
145.3 |
1.4% |
77% |
False |
False |
249 |
| 80 |
10,508.0 |
8,851.0 |
1,657.0 |
16.1% |
133.5 |
1.3% |
86% |
False |
False |
199 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.3% |
138.3 |
1.3% |
87% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,946.0 |
|
2.618 |
10,697.9 |
|
1.618 |
10,545.9 |
|
1.000 |
10,452.0 |
|
0.618 |
10,393.9 |
|
HIGH |
10,300.0 |
|
0.618 |
10,241.9 |
|
0.500 |
10,224.0 |
|
0.382 |
10,206.1 |
|
LOW |
10,148.0 |
|
0.618 |
10,054.1 |
|
1.000 |
9,996.0 |
|
1.618 |
9,902.1 |
|
2.618 |
9,750.1 |
|
4.250 |
9,502.0 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,259.7 |
10,240.6 |
| PP |
10,241.8 |
10,203.7 |
| S1 |
10,224.0 |
10,166.8 |
|