| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,825.69 |
17,936.22 |
110.53 |
0.6% |
17,891.50 |
| High |
17,949.68 |
18,003.23 |
53.55 |
0.3% |
17,899.24 |
| Low |
17,822.81 |
17,936.22 |
113.41 |
0.6% |
17,664.79 |
| Close |
17,920.33 |
17,938.28 |
17.95 |
0.1% |
17,807.06 |
| Range |
126.87 |
67.01 |
-59.86 |
-47.2% |
234.45 |
| ATR |
157.71 |
152.37 |
-5.34 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,160.27 |
18,116.29 |
17,975.14 |
|
| R3 |
18,093.26 |
18,049.28 |
17,956.71 |
|
| R2 |
18,026.25 |
18,026.25 |
17,950.57 |
|
| R1 |
17,982.27 |
17,982.27 |
17,944.42 |
18,004.26 |
| PP |
17,959.24 |
17,959.24 |
17,959.24 |
17,970.24 |
| S1 |
17,915.26 |
17,915.26 |
17,932.14 |
17,937.25 |
| S2 |
17,892.23 |
17,892.23 |
17,925.99 |
|
| S3 |
17,825.22 |
17,848.25 |
17,919.85 |
|
| S4 |
17,758.21 |
17,781.24 |
17,901.42 |
|
|
| 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 |
18,003.23 |
17,664.79 |
338.44 |
1.9% |
123.35 |
0.7% |
81% |
True |
False |
|
| 10 |
18,003.23 |
17,525.19 |
478.04 |
2.7% |
129.93 |
0.7% |
86% |
True |
False |
|
| 20 |
18,003.23 |
17,331.07 |
672.16 |
3.7% |
158.60 |
0.9% |
90% |
True |
False |
|
| 40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
151.05 |
0.8% |
73% |
False |
False |
|
| 60 |
18,167.63 |
17,120.35 |
1,047.28 |
5.8% |
149.71 |
0.8% |
78% |
False |
False |
|
| 80 |
18,167.63 |
15,691.62 |
2,476.01 |
13.8% |
163.24 |
0.9% |
91% |
False |
False |
|
| 100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
195.63 |
1.1% |
92% |
False |
False |
|
| 120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
205.86 |
1.1% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,288.02 |
|
2.618 |
18,178.66 |
|
1.618 |
18,111.65 |
|
1.000 |
18,070.24 |
|
0.618 |
18,044.64 |
|
HIGH |
18,003.23 |
|
0.618 |
17,977.63 |
|
0.500 |
17,969.73 |
|
0.382 |
17,961.82 |
|
LOW |
17,936.22 |
|
0.618 |
17,894.81 |
|
1.000 |
17,869.21 |
|
1.618 |
17,827.80 |
|
2.618 |
17,760.79 |
|
4.250 |
17,651.43 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,969.73 |
17,907.67 |
| PP |
17,959.24 |
17,877.06 |
| S1 |
17,948.76 |
17,846.46 |
|