| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,148.0 |
10,247.5 |
99.5 |
1.0% |
10,350.0 |
| High |
10,300.0 |
10,253.0 |
-47.0 |
-0.5% |
10,357.0 |
| Low |
10,148.0 |
10,165.0 |
17.0 |
0.2% |
10,033.5 |
| Close |
10,277.5 |
10,194.0 |
-83.5 |
-0.8% |
10,079.0 |
| Range |
152.0 |
88.0 |
-64.0 |
-42.1% |
323.5 |
| ATR |
149.7 |
147.0 |
-2.7 |
-1.8% |
0.0 |
| Volume |
3,320 |
5,016 |
1,696 |
51.1% |
2,106 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,468.0 |
10,419.0 |
10,242.4 |
|
| R3 |
10,380.0 |
10,331.0 |
10,218.2 |
|
| R2 |
10,292.0 |
10,292.0 |
10,210.1 |
|
| R1 |
10,243.0 |
10,243.0 |
10,202.1 |
10,223.5 |
| PP |
10,204.0 |
10,204.0 |
10,204.0 |
10,194.3 |
| S1 |
10,155.0 |
10,155.0 |
10,185.9 |
10,135.5 |
| S2 |
10,116.0 |
10,116.0 |
10,177.9 |
|
| S3 |
10,028.0 |
10,067.0 |
10,169.8 |
|
| S4 |
9,940.0 |
9,979.0 |
10,145.6 |
|
|
| 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% |
126.0 |
1.2% |
60% |
False |
False |
2,103 |
| 10 |
10,357.0 |
10,033.5 |
323.5 |
3.2% |
110.6 |
1.1% |
50% |
False |
False |
1,138 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
5.9% |
137.0 |
1.3% |
73% |
False |
False |
668 |
| 40 |
10,508.0 |
9,757.5 |
750.5 |
7.4% |
141.2 |
1.4% |
58% |
False |
False |
427 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.0% |
142.8 |
1.4% |
69% |
False |
False |
331 |
| 80 |
10,508.0 |
9,128.5 |
1,379.5 |
13.5% |
133.1 |
1.3% |
77% |
False |
False |
261 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.4% |
136.2 |
1.3% |
82% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,627.0 |
|
2.618 |
10,483.4 |
|
1.618 |
10,395.4 |
|
1.000 |
10,341.0 |
|
0.618 |
10,307.4 |
|
HIGH |
10,253.0 |
|
0.618 |
10,219.4 |
|
0.500 |
10,209.0 |
|
0.382 |
10,198.6 |
|
LOW |
10,165.0 |
|
0.618 |
10,110.6 |
|
1.000 |
10,077.0 |
|
1.618 |
10,022.6 |
|
2.618 |
9,934.6 |
|
4.250 |
9,791.0 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,209.0 |
10,193.3 |
| PP |
10,204.0 |
10,192.7 |
| S1 |
10,199.0 |
10,192.0 |
|