| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,891.50 |
17,754.55 |
-136.95 |
-0.8% |
17,507.04 |
| High |
17,899.24 |
17,809.18 |
-90.06 |
-0.5% |
17,891.71 |
| Low |
17,724.03 |
17,664.79 |
-59.24 |
-0.3% |
17,480.05 |
| Close |
17,787.20 |
17,789.67 |
2.47 |
0.0% |
17,873.22 |
| Range |
175.21 |
144.39 |
-30.82 |
-17.6% |
411.66 |
| ATR |
162.85 |
161.53 |
-1.32 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,187.72 |
18,133.08 |
17,869.08 |
|
| R3 |
18,043.33 |
17,988.69 |
17,829.38 |
|
| R2 |
17,898.94 |
17,898.94 |
17,816.14 |
|
| R1 |
17,844.30 |
17,844.30 |
17,802.91 |
17,871.62 |
| PP |
17,754.55 |
17,754.55 |
17,754.55 |
17,768.21 |
| S1 |
17,699.91 |
17,699.91 |
17,776.43 |
17,727.23 |
| S2 |
17,610.16 |
17,610.16 |
17,763.20 |
|
| S3 |
17,465.77 |
17,555.52 |
17,749.96 |
|
| S4 |
17,321.38 |
17,411.13 |
17,710.26 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,983.31 |
18,839.92 |
18,099.63 |
|
| R3 |
18,571.65 |
18,428.26 |
17,986.43 |
|
| R2 |
18,159.99 |
18,159.99 |
17,948.69 |
|
| R1 |
18,016.60 |
18,016.60 |
17,910.96 |
18,088.30 |
| PP |
17,748.33 |
17,748.33 |
17,748.33 |
17,784.17 |
| S1 |
17,604.94 |
17,604.94 |
17,835.48 |
17,676.64 |
| S2 |
17,336.67 |
17,336.67 |
17,797.75 |
|
| S3 |
16,925.01 |
17,193.28 |
17,760.01 |
|
| S4 |
16,513.35 |
16,781.62 |
17,646.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,899.24 |
17,664.79 |
234.45 |
1.3% |
121.91 |
0.7% |
53% |
False |
True |
|
| 10 |
17,899.24 |
17,331.07 |
568.17 |
3.2% |
143.31 |
0.8% |
81% |
False |
False |
|
| 20 |
17,934.61 |
17,331.07 |
603.54 |
3.4% |
161.40 |
0.9% |
76% |
False |
False |
|
| 40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
157.39 |
0.9% |
55% |
False |
False |
|
| 60 |
18,167.63 |
16,821.86 |
1,345.77 |
7.6% |
154.59 |
0.9% |
72% |
False |
False |
|
| 80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
173.54 |
1.0% |
86% |
False |
False |
|
| 100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
203.97 |
1.1% |
86% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
211.68 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,422.84 |
|
2.618 |
18,187.19 |
|
1.618 |
18,042.80 |
|
1.000 |
17,953.57 |
|
0.618 |
17,898.41 |
|
HIGH |
17,809.18 |
|
0.618 |
17,754.02 |
|
0.500 |
17,736.99 |
|
0.382 |
17,719.95 |
|
LOW |
17,664.79 |
|
0.618 |
17,575.56 |
|
1.000 |
17,520.40 |
|
1.618 |
17,431.17 |
|
2.618 |
17,286.78 |
|
4.250 |
17,051.13 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,772.11 |
17,787.12 |
| PP |
17,754.55 |
17,784.57 |
| S1 |
17,736.99 |
17,782.02 |
|