| 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 |
3,041.0 |
2,998.0 |
-43.0 |
-1.4% |
3,088.0 |
| High |
3,048.0 |
3,010.0 |
-38.0 |
-1.2% |
3,089.0 |
| Low |
2,973.0 |
2,983.0 |
10.0 |
0.3% |
2,973.0 |
| Close |
2,989.0 |
3,001.0 |
12.0 |
0.4% |
2,989.0 |
| Range |
75.0 |
27.0 |
-48.0 |
-64.0% |
116.0 |
| ATR |
52.2 |
50.4 |
-1.8 |
-3.4% |
0.0 |
| Volume |
992,709 |
1,246,522 |
253,813 |
25.6% |
4,960,493 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,079.0 |
3,067.0 |
3,015.9 |
|
| R3 |
3,052.0 |
3,040.0 |
3,008.4 |
|
| R2 |
3,025.0 |
3,025.0 |
3,006.0 |
|
| R1 |
3,013.0 |
3,013.0 |
3,003.5 |
3,019.0 |
| PP |
2,998.0 |
2,998.0 |
2,998.0 |
3,001.0 |
| S1 |
2,986.0 |
2,986.0 |
2,998.5 |
2,992.0 |
| S2 |
2,971.0 |
2,971.0 |
2,996.1 |
|
| S3 |
2,944.0 |
2,959.0 |
2,993.6 |
|
| S4 |
2,917.0 |
2,932.0 |
2,986.2 |
|
|
| 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% |
44.2 |
1.5% |
24% |
False |
False |
1,241,403 |
| 10 |
3,089.0 |
2,901.0 |
188.0 |
6.3% |
47.3 |
1.6% |
53% |
False |
False |
1,172,231 |
| 20 |
3,089.0 |
2,873.0 |
216.0 |
7.2% |
48.6 |
1.6% |
59% |
False |
False |
1,214,296 |
| 40 |
3,094.0 |
2,811.0 |
283.0 |
9.4% |
49.2 |
1.6% |
67% |
False |
False |
1,239,895 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.6% |
53.5 |
1.8% |
71% |
False |
False |
1,253,593 |
| 80 |
3,094.0 |
2,594.0 |
500.0 |
16.7% |
54.5 |
1.8% |
81% |
False |
False |
958,870 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.7% |
60.6 |
2.0% |
81% |
False |
False |
768,872 |
| 120 |
3,260.0 |
2,594.0 |
666.0 |
22.2% |
61.2 |
2.0% |
61% |
False |
False |
641,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,124.8 |
|
2.618 |
3,080.7 |
|
1.618 |
3,053.7 |
|
1.000 |
3,037.0 |
|
0.618 |
3,026.7 |
|
HIGH |
3,010.0 |
|
0.618 |
2,999.7 |
|
0.500 |
2,996.5 |
|
0.382 |
2,993.3 |
|
LOW |
2,983.0 |
|
0.618 |
2,966.3 |
|
1.000 |
2,956.0 |
|
1.618 |
2,939.3 |
|
2.618 |
2,912.3 |
|
4.250 |
2,868.3 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,999.5 |
3,010.5 |
| PP |
2,998.0 |
3,007.3 |
| S1 |
2,996.5 |
3,004.2 |
|