| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,799.80 |
17,825.69 |
25.89 |
0.1% |
17,891.50 |
| High |
17,833.17 |
17,949.68 |
116.51 |
0.7% |
17,899.24 |
| Low |
17,689.68 |
17,822.81 |
133.13 |
0.8% |
17,664.79 |
| Close |
17,807.06 |
17,920.33 |
113.27 |
0.6% |
17,807.06 |
| Range |
143.49 |
126.87 |
-16.62 |
-11.6% |
234.45 |
| ATR |
158.87 |
157.71 |
-1.16 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,278.22 |
18,226.14 |
17,990.11 |
|
| R3 |
18,151.35 |
18,099.27 |
17,955.22 |
|
| R2 |
18,024.48 |
18,024.48 |
17,943.59 |
|
| R1 |
17,972.40 |
17,972.40 |
17,931.96 |
17,998.44 |
| PP |
17,897.61 |
17,897.61 |
17,897.61 |
17,910.63 |
| S1 |
17,845.53 |
17,845.53 |
17,908.70 |
17,871.57 |
| S2 |
17,770.74 |
17,770.74 |
17,897.07 |
|
| S3 |
17,643.87 |
17,718.66 |
17,885.44 |
|
| S4 |
17,517.00 |
17,591.79 |
17,850.55 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,493.71 |
18,384.84 |
17,936.01 |
|
| R3 |
18,259.26 |
18,150.39 |
17,871.53 |
|
| R2 |
18,024.81 |
18,024.81 |
17,850.04 |
|
| R1 |
17,915.94 |
17,915.94 |
17,828.55 |
17,853.15 |
| PP |
17,790.36 |
17,790.36 |
17,790.36 |
17,758.97 |
| S1 |
17,681.49 |
17,681.49 |
17,785.57 |
17,618.70 |
| S2 |
17,555.91 |
17,555.91 |
17,764.08 |
|
| S3 |
17,321.46 |
17,447.04 |
17,742.59 |
|
| S4 |
17,087.01 |
17,212.59 |
17,678.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,949.68 |
17,664.79 |
284.89 |
1.6% |
144.99 |
0.8% |
90% |
True |
False |
|
| 10 |
17,949.68 |
17,480.05 |
469.63 |
2.6% |
130.30 |
0.7% |
94% |
True |
False |
|
| 20 |
17,949.68 |
17,331.07 |
618.61 |
3.5% |
160.99 |
0.9% |
95% |
True |
False |
|
| 40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
153.77 |
0.9% |
70% |
False |
False |
|
| 60 |
18,167.63 |
17,014.99 |
1,152.64 |
6.4% |
152.01 |
0.8% |
79% |
False |
False |
|
| 80 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
167.34 |
0.9% |
91% |
False |
False |
|
| 100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
199.66 |
1.1% |
91% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
207.29 |
1.2% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,488.88 |
|
2.618 |
18,281.83 |
|
1.618 |
18,154.96 |
|
1.000 |
18,076.55 |
|
0.618 |
18,028.09 |
|
HIGH |
17,949.68 |
|
0.618 |
17,901.22 |
|
0.500 |
17,886.25 |
|
0.382 |
17,871.27 |
|
LOW |
17,822.81 |
|
0.618 |
17,744.40 |
|
1.000 |
17,695.94 |
|
1.618 |
17,617.53 |
|
2.618 |
17,490.66 |
|
4.250 |
17,283.61 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,908.97 |
17,886.78 |
| PP |
17,897.61 |
17,853.23 |
| S1 |
17,886.25 |
17,819.68 |
|