| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
10,192.0 |
10,051.0 |
-141.0 |
-1.4% |
10,117.0 |
| High |
10,193.5 |
10,069.0 |
-124.5 |
-1.2% |
10,300.0 |
| Low |
10,033.0 |
9,763.5 |
-269.5 |
-2.7% |
9,763.5 |
| Close |
10,075.5 |
9,824.5 |
-251.0 |
-2.5% |
9,824.5 |
| Range |
160.5 |
305.5 |
145.0 |
90.3% |
536.5 |
| ATR |
148.0 |
159.7 |
11.7 |
7.9% |
0.0 |
| Volume |
8,255 |
24,117 |
15,862 |
192.2% |
41,407 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,802.2 |
10,618.8 |
9,992.5 |
|
| R3 |
10,496.7 |
10,313.3 |
9,908.5 |
|
| R2 |
10,191.2 |
10,191.2 |
9,880.5 |
|
| R1 |
10,007.8 |
10,007.8 |
9,852.5 |
9,946.8 |
| PP |
9,885.7 |
9,885.7 |
9,885.7 |
9,855.1 |
| S1 |
9,702.3 |
9,702.3 |
9,796.5 |
9,641.3 |
| S2 |
9,580.2 |
9,580.2 |
9,768.5 |
|
| S3 |
9,274.7 |
9,396.8 |
9,740.5 |
|
| S4 |
8,969.2 |
9,091.3 |
9,656.5 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,572.2 |
11,234.8 |
10,119.6 |
|
| R3 |
11,035.7 |
10,698.3 |
9,972.0 |
|
| R2 |
10,499.2 |
10,499.2 |
9,922.9 |
|
| R1 |
10,161.8 |
10,161.8 |
9,873.7 |
10,062.3 |
| PP |
9,962.7 |
9,962.7 |
9,962.7 |
9,912.9 |
| S1 |
9,625.3 |
9,625.3 |
9,775.3 |
9,525.8 |
| S2 |
9,426.2 |
9,426.2 |
9,726.1 |
|
| S3 |
8,889.7 |
9,088.8 |
9,677.0 |
|
| S4 |
8,353.2 |
8,552.3 |
9,529.4 |
|
|
| 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 |
9,763.5 |
536.5 |
5.5% |
152.4 |
1.6% |
11% |
False |
True |
8,281 |
| 10 |
10,357.0 |
9,763.5 |
593.5 |
6.0% |
138.0 |
1.4% |
10% |
False |
True |
4,360 |
| 20 |
10,357.0 |
9,757.5 |
599.5 |
6.1% |
141.6 |
1.4% |
11% |
False |
False |
2,259 |
| 40 |
10,508.0 |
9,757.5 |
750.5 |
7.6% |
146.8 |
1.5% |
9% |
False |
False |
1,217 |
| 60 |
10,508.0 |
9,485.5 |
1,022.5 |
10.4% |
147.4 |
1.5% |
33% |
False |
False |
866 |
| 80 |
10,508.0 |
9,156.5 |
1,351.5 |
13.8% |
137.2 |
1.4% |
49% |
False |
False |
665 |
| 100 |
10,508.0 |
8,732.0 |
1,776.0 |
18.1% |
138.5 |
1.4% |
62% |
False |
False |
540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,367.4 |
|
2.618 |
10,868.8 |
|
1.618 |
10,563.3 |
|
1.000 |
10,374.5 |
|
0.618 |
10,257.8 |
|
HIGH |
10,069.0 |
|
0.618 |
9,952.3 |
|
0.500 |
9,916.3 |
|
0.382 |
9,880.2 |
|
LOW |
9,763.5 |
|
0.618 |
9,574.7 |
|
1.000 |
9,458.0 |
|
1.618 |
9,269.2 |
|
2.618 |
8,963.7 |
|
4.250 |
8,465.1 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
9,916.3 |
10,008.3 |
| PP |
9,885.7 |
9,947.0 |
| S1 |
9,855.1 |
9,885.8 |
|