| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,247.5 |
10,192.0 |
-55.5 |
-0.5% |
10,350.0 |
| High |
10,253.0 |
10,193.5 |
-59.5 |
-0.6% |
10,357.0 |
| Low |
10,165.0 |
10,033.0 |
-132.0 |
-1.3% |
10,033.5 |
| Close |
10,194.0 |
10,075.5 |
-118.5 |
-1.2% |
10,079.0 |
| Range |
88.0 |
160.5 |
72.5 |
82.4% |
323.5 |
| ATR |
147.0 |
148.0 |
1.0 |
0.7% |
0.0 |
| Volume |
5,016 |
8,255 |
3,239 |
64.6% |
2,106 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,582.2 |
10,489.3 |
10,163.8 |
|
| R3 |
10,421.7 |
10,328.8 |
10,119.6 |
|
| R2 |
10,261.2 |
10,261.2 |
10,104.9 |
|
| R1 |
10,168.3 |
10,168.3 |
10,090.2 |
10,134.5 |
| PP |
10,100.7 |
10,100.7 |
10,100.7 |
10,083.8 |
| S1 |
10,007.8 |
10,007.8 |
10,060.8 |
9,974.0 |
| S2 |
9,940.2 |
9,940.2 |
10,046.1 |
|
| S3 |
9,779.7 |
9,847.3 |
10,031.4 |
|
| S4 |
9,619.2 |
9,686.8 |
9,987.2 |
|
|
| 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 |
10,033.0 |
267.0 |
2.6% |
139.0 |
1.4% |
16% |
False |
True |
3,678 |
| 10 |
10,357.0 |
10,033.0 |
324.0 |
3.2% |
117.5 |
1.2% |
13% |
False |
True |
1,956 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
6.0% |
138.4 |
1.4% |
53% |
False |
False |
1,069 |
| 40 |
10,508.0 |
9,757.5 |
750.5 |
7.4% |
141.2 |
1.4% |
42% |
False |
False |
625 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.1% |
142.9 |
1.4% |
58% |
False |
False |
465 |
| 80 |
10,508.0 |
9,128.5 |
1,379.5 |
13.7% |
134.6 |
1.3% |
69% |
False |
False |
364 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
17.6% |
136.7 |
1.4% |
76% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,875.6 |
|
2.618 |
10,613.7 |
|
1.618 |
10,453.2 |
|
1.000 |
10,354.0 |
|
0.618 |
10,292.7 |
|
HIGH |
10,193.5 |
|
0.618 |
10,132.2 |
|
0.500 |
10,113.3 |
|
0.382 |
10,094.3 |
|
LOW |
10,033.0 |
|
0.618 |
9,933.8 |
|
1.000 |
9,872.5 |
|
1.618 |
9,773.3 |
|
2.618 |
9,612.8 |
|
4.250 |
9,350.9 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,113.3 |
10,166.5 |
| PP |
10,100.7 |
10,136.2 |
| S1 |
10,088.1 |
10,105.8 |
|