| 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 |
2,998.0 |
3,007.0 |
9.0 |
0.3% |
3,088.0 |
| High |
3,010.0 |
3,051.0 |
41.0 |
1.4% |
3,089.0 |
| Low |
2,983.0 |
3,006.0 |
23.0 |
0.8% |
2,973.0 |
| Close |
3,001.0 |
3,039.0 |
38.0 |
1.3% |
2,989.0 |
| Range |
27.0 |
45.0 |
18.0 |
66.7% |
116.0 |
| ATR |
50.4 |
50.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,246,522 |
1,159,841 |
-86,681 |
-7.0% |
4,960,493 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,167.0 |
3,148.0 |
3,063.8 |
|
| R3 |
3,122.0 |
3,103.0 |
3,051.4 |
|
| R2 |
3,077.0 |
3,077.0 |
3,047.3 |
|
| R1 |
3,058.0 |
3,058.0 |
3,043.1 |
3,067.5 |
| PP |
3,032.0 |
3,032.0 |
3,032.0 |
3,036.8 |
| S1 |
3,013.0 |
3,013.0 |
3,034.9 |
3,022.5 |
| S2 |
2,987.0 |
2,987.0 |
3,030.8 |
|
| S3 |
2,942.0 |
2,968.0 |
3,026.6 |
|
| S4 |
2,897.0 |
2,923.0 |
3,014.3 |
|
|
| 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 |
3,057.0 |
2,973.0 |
84.0 |
2.8% |
43.6 |
1.4% |
79% |
False |
False |
1,182,530 |
| 10 |
3,089.0 |
2,901.0 |
188.0 |
6.2% |
47.3 |
1.6% |
73% |
False |
False |
1,121,842 |
| 20 |
3,089.0 |
2,873.0 |
216.0 |
7.1% |
48.4 |
1.6% |
77% |
False |
False |
1,209,722 |
| 40 |
3,094.0 |
2,828.0 |
266.0 |
8.8% |
48.7 |
1.6% |
79% |
False |
False |
1,235,571 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
51.0 |
1.7% |
83% |
False |
False |
1,260,992 |
| 80 |
3,094.0 |
2,621.0 |
473.0 |
15.6% |
54.1 |
1.8% |
88% |
False |
False |
973,291 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.5% |
60.1 |
2.0% |
89% |
False |
False |
780,460 |
| 120 |
3,260.0 |
2,594.0 |
666.0 |
21.9% |
61.2 |
2.0% |
67% |
False |
False |
650,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,242.3 |
|
2.618 |
3,168.8 |
|
1.618 |
3,123.8 |
|
1.000 |
3,096.0 |
|
0.618 |
3,078.8 |
|
HIGH |
3,051.0 |
|
0.618 |
3,033.8 |
|
0.500 |
3,028.5 |
|
0.382 |
3,023.2 |
|
LOW |
3,006.0 |
|
0.618 |
2,978.2 |
|
1.000 |
2,961.0 |
|
1.618 |
2,933.2 |
|
2.618 |
2,888.2 |
|
4.250 |
2,814.8 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.5 |
3,030.0 |
| PP |
3,032.0 |
3,021.0 |
| S1 |
3,028.5 |
3,012.0 |
|