| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,021.0 |
3,041.0 |
20.0 |
0.7% |
3,088.0 |
| High |
3,046.0 |
3,048.0 |
2.0 |
0.1% |
3,089.0 |
| Low |
3,016.0 |
2,973.0 |
-43.0 |
-1.4% |
2,973.0 |
| Close |
3,031.0 |
2,989.0 |
-42.0 |
-1.4% |
2,989.0 |
| Range |
30.0 |
75.0 |
45.0 |
150.0% |
116.0 |
| ATR |
50.4 |
52.2 |
1.8 |
3.5% |
0.0 |
| Volume |
1,426,101 |
992,709 |
-433,392 |
-30.4% |
4,960,493 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,228.3 |
3,183.7 |
3,030.3 |
|
| R3 |
3,153.3 |
3,108.7 |
3,009.6 |
|
| R2 |
3,078.3 |
3,078.3 |
3,002.8 |
|
| R1 |
3,033.7 |
3,033.7 |
2,995.9 |
3,018.5 |
| PP |
3,003.3 |
3,003.3 |
3,003.3 |
2,995.8 |
| S1 |
2,958.7 |
2,958.7 |
2,982.1 |
2,943.5 |
| S2 |
2,928.3 |
2,928.3 |
2,975.3 |
|
| S3 |
2,853.3 |
2,883.7 |
2,968.4 |
|
| S4 |
2,778.3 |
2,808.7 |
2,947.8 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,365.0 |
3,293.0 |
3,052.8 |
|
| R3 |
3,249.0 |
3,177.0 |
3,020.9 |
|
| R2 |
3,133.0 |
3,133.0 |
3,010.3 |
|
| R1 |
3,061.0 |
3,061.0 |
2,999.6 |
3,039.0 |
| PP |
3,017.0 |
3,017.0 |
3,017.0 |
3,006.0 |
| S1 |
2,945.0 |
2,945.0 |
2,978.4 |
2,923.0 |
| S2 |
2,901.0 |
2,901.0 |
2,967.7 |
|
| S3 |
2,785.0 |
2,829.0 |
2,957.1 |
|
| S4 |
2,669.0 |
2,713.0 |
2,925.2 |
|
|
| 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 |
2,973.0 |
116.0 |
3.9% |
43.6 |
1.5% |
14% |
False |
True |
1,055,896 |
| 10 |
3,089.0 |
2,901.0 |
188.0 |
6.3% |
47.2 |
1.6% |
47% |
False |
False |
1,171,605 |
| 20 |
3,089.0 |
2,855.0 |
234.0 |
7.8% |
50.4 |
1.7% |
57% |
False |
False |
1,209,983 |
| 40 |
3,094.0 |
2,800.0 |
294.0 |
9.8% |
49.8 |
1.7% |
64% |
False |
False |
1,238,428 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.7% |
53.8 |
1.8% |
67% |
False |
False |
1,240,623 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.7% |
55.3 |
1.8% |
79% |
False |
False |
943,356 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.7% |
61.5 |
2.1% |
79% |
False |
False |
756,430 |
| 120 |
3,260.0 |
2,594.0 |
666.0 |
22.3% |
61.1 |
2.0% |
59% |
False |
False |
630,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,366.8 |
|
2.618 |
3,244.4 |
|
1.618 |
3,169.4 |
|
1.000 |
3,123.0 |
|
0.618 |
3,094.4 |
|
HIGH |
3,048.0 |
|
0.618 |
3,019.4 |
|
0.500 |
3,010.5 |
|
0.382 |
3,001.7 |
|
LOW |
2,973.0 |
|
0.618 |
2,926.7 |
|
1.000 |
2,898.0 |
|
1.618 |
2,851.7 |
|
2.618 |
2,776.7 |
|
4.250 |
2,654.3 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,010.5 |
3,015.0 |
| PP |
3,003.3 |
3,006.3 |
| S1 |
2,996.2 |
2,997.7 |
|