| 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 |
1,253.2 |
1,252.6 |
-0.6 |
0.0% |
1,220.9 |
| High |
1,254.5 |
1,272.7 |
18.2 |
1.5% |
1,252.9 |
| Low |
1,242.7 |
1,251.3 |
8.6 |
0.7% |
1,207.0 |
| Close |
1,252.7 |
1,268.0 |
15.3 |
1.2% |
1,248.5 |
| Range |
11.8 |
21.4 |
9.6 |
81.4% |
45.9 |
| ATR |
17.5 |
17.8 |
0.3 |
1.6% |
0.0 |
| Volume |
3,279 |
7,266 |
3,987 |
121.6% |
19,597 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.2 |
1,319.5 |
1,279.8 |
|
| R3 |
1,306.8 |
1,298.1 |
1,273.9 |
|
| R2 |
1,285.4 |
1,285.4 |
1,271.9 |
|
| R1 |
1,276.7 |
1,276.7 |
1,270.0 |
1,281.1 |
| PP |
1,264.0 |
1,264.0 |
1,264.0 |
1,266.2 |
| S1 |
1,255.3 |
1,255.3 |
1,266.0 |
1,259.7 |
| S2 |
1,242.6 |
1,242.6 |
1,264.1 |
|
| S3 |
1,221.2 |
1,233.9 |
1,262.1 |
|
| S4 |
1,199.8 |
1,212.5 |
1,256.2 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.8 |
1,357.1 |
1,273.7 |
|
| R3 |
1,327.9 |
1,311.2 |
1,261.1 |
|
| R2 |
1,282.0 |
1,282.0 |
1,256.9 |
|
| R1 |
1,265.3 |
1,265.3 |
1,252.7 |
1,273.7 |
| PP |
1,236.1 |
1,236.1 |
1,236.1 |
1,240.3 |
| S1 |
1,219.4 |
1,219.4 |
1,244.3 |
1,227.8 |
| S2 |
1,190.2 |
1,190.2 |
1,240.1 |
|
| S3 |
1,144.3 |
1,173.5 |
1,235.9 |
|
| S4 |
1,098.4 |
1,127.6 |
1,223.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,272.7 |
1,214.9 |
57.8 |
4.6% |
17.5 |
1.4% |
92% |
True |
False |
5,070 |
| 10 |
1,272.7 |
1,207.0 |
65.7 |
5.2% |
16.4 |
1.3% |
93% |
True |
False |
5,253 |
| 20 |
1,297.0 |
1,207.0 |
90.0 |
7.1% |
16.4 |
1.3% |
68% |
False |
False |
6,246 |
| 40 |
1,311.5 |
1,207.0 |
104.5 |
8.2% |
17.4 |
1.4% |
58% |
False |
False |
4,522 |
| 60 |
1,311.5 |
1,207.0 |
104.5 |
8.2% |
17.5 |
1.4% |
58% |
False |
False |
3,841 |
| 80 |
1,311.5 |
1,194.0 |
117.5 |
9.3% |
19.4 |
1.5% |
63% |
False |
False |
3,353 |
| 100 |
1,311.5 |
1,083.5 |
228.0 |
18.0% |
18.8 |
1.5% |
81% |
False |
False |
2,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,363.7 |
|
2.618 |
1,328.7 |
|
1.618 |
1,307.3 |
|
1.000 |
1,294.1 |
|
0.618 |
1,285.9 |
|
HIGH |
1,272.7 |
|
0.618 |
1,264.5 |
|
0.500 |
1,262.0 |
|
0.382 |
1,259.5 |
|
LOW |
1,251.3 |
|
0.618 |
1,238.1 |
|
1.000 |
1,229.9 |
|
1.618 |
1,216.7 |
|
2.618 |
1,195.3 |
|
4.250 |
1,160.4 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,266.0 |
1,264.6 |
| PP |
1,264.0 |
1,261.1 |
| S1 |
1,262.0 |
1,257.7 |
|