| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,051.0 |
3,021.0 |
-30.0 |
-1.0% |
2,939.0 |
| High |
3,057.0 |
3,046.0 |
-11.0 |
-0.4% |
3,073.0 |
| Low |
3,016.0 |
3,016.0 |
0.0 |
0.0% |
2,901.0 |
| Close |
3,026.0 |
3,031.0 |
5.0 |
0.2% |
3,065.0 |
| Range |
41.0 |
30.0 |
-11.0 |
-26.8% |
172.0 |
| ATR |
52.0 |
50.4 |
-1.6 |
-3.0% |
0.0 |
| Volume |
1,087,481 |
1,426,101 |
338,620 |
31.1% |
5,515,298 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.0 |
3,106.0 |
3,047.5 |
|
| R3 |
3,091.0 |
3,076.0 |
3,039.3 |
|
| R2 |
3,061.0 |
3,061.0 |
3,036.5 |
|
| R1 |
3,046.0 |
3,046.0 |
3,033.8 |
3,053.5 |
| PP |
3,031.0 |
3,031.0 |
3,031.0 |
3,034.8 |
| S1 |
3,016.0 |
3,016.0 |
3,028.3 |
3,023.5 |
| S2 |
3,001.0 |
3,001.0 |
3,025.5 |
|
| S3 |
2,971.0 |
2,986.0 |
3,022.8 |
|
| S4 |
2,941.0 |
2,956.0 |
3,014.5 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,529.0 |
3,469.0 |
3,159.6 |
|
| R3 |
3,357.0 |
3,297.0 |
3,112.3 |
|
| R2 |
3,185.0 |
3,185.0 |
3,096.5 |
|
| R1 |
3,125.0 |
3,125.0 |
3,080.8 |
3,155.0 |
| PP |
3,013.0 |
3,013.0 |
3,013.0 |
3,028.0 |
| S1 |
2,953.0 |
2,953.0 |
3,049.2 |
2,983.0 |
| S2 |
2,841.0 |
2,841.0 |
3,033.5 |
|
| S3 |
2,669.0 |
2,781.0 |
3,017.7 |
|
| S4 |
2,497.0 |
2,609.0 |
2,970.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,089.0 |
3,016.0 |
73.0 |
2.4% |
34.2 |
1.1% |
21% |
False |
True |
1,027,578 |
| 10 |
3,089.0 |
2,890.0 |
199.0 |
6.6% |
43.2 |
1.4% |
71% |
False |
False |
1,200,672 |
| 20 |
3,089.0 |
2,855.0 |
234.0 |
7.7% |
48.3 |
1.6% |
75% |
False |
False |
1,229,880 |
| 40 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
49.9 |
1.6% |
80% |
False |
False |
1,244,041 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
53.5 |
1.8% |
80% |
False |
False |
1,227,371 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.5% |
55.5 |
1.8% |
87% |
False |
False |
930,978 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.5% |
61.5 |
2.0% |
87% |
False |
False |
746,507 |
| 120 |
3,260.0 |
2,594.0 |
666.0 |
22.0% |
61.0 |
2.0% |
66% |
False |
False |
622,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.5 |
|
2.618 |
3,124.5 |
|
1.618 |
3,094.5 |
|
1.000 |
3,076.0 |
|
0.618 |
3,064.5 |
|
HIGH |
3,046.0 |
|
0.618 |
3,034.5 |
|
0.500 |
3,031.0 |
|
0.382 |
3,027.5 |
|
LOW |
3,016.0 |
|
0.618 |
2,997.5 |
|
1.000 |
2,986.0 |
|
1.618 |
2,967.5 |
|
2.618 |
2,937.5 |
|
4.250 |
2,888.5 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,031.0 |
3,052.5 |
| PP |
3,031.0 |
3,045.3 |
| S1 |
3,031.0 |
3,038.2 |
|