| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,007.0 |
3,026.0 |
19.0 |
0.6% |
3,088.0 |
| High |
3,051.0 |
3,034.0 |
-17.0 |
-0.6% |
3,089.0 |
| Low |
3,006.0 |
3,005.0 |
-1.0 |
0.0% |
2,973.0 |
| Close |
3,039.0 |
3,014.0 |
-25.0 |
-0.8% |
2,989.0 |
| Range |
45.0 |
29.0 |
-16.0 |
-35.6% |
116.0 |
| ATR |
50.4 |
49.2 |
-1.2 |
-2.3% |
0.0 |
| Volume |
1,159,841 |
1,540,532 |
380,691 |
32.8% |
4,960,493 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.7 |
3,088.3 |
3,030.0 |
|
| R3 |
3,075.7 |
3,059.3 |
3,022.0 |
|
| R2 |
3,046.7 |
3,046.7 |
3,019.3 |
|
| R1 |
3,030.3 |
3,030.3 |
3,016.7 |
3,024.0 |
| PP |
3,017.7 |
3,017.7 |
3,017.7 |
3,014.5 |
| S1 |
3,001.3 |
3,001.3 |
3,011.3 |
2,995.0 |
| S2 |
2,988.7 |
2,988.7 |
3,008.7 |
|
| S3 |
2,959.7 |
2,972.3 |
3,006.0 |
|
| S4 |
2,930.7 |
2,943.3 |
2,998.1 |
|
|
| 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 |
3,051.0 |
2,973.0 |
78.0 |
2.6% |
41.2 |
1.4% |
53% |
False |
False |
1,273,141 |
| 10 |
3,089.0 |
2,973.0 |
116.0 |
3.8% |
39.2 |
1.3% |
35% |
False |
False |
1,125,034 |
| 20 |
3,089.0 |
2,873.0 |
216.0 |
7.2% |
47.8 |
1.6% |
65% |
False |
False |
1,225,970 |
| 40 |
3,094.0 |
2,855.0 |
239.0 |
7.9% |
48.1 |
1.6% |
67% |
False |
False |
1,230,451 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.6% |
50.3 |
1.7% |
75% |
False |
False |
1,266,320 |
| 80 |
3,094.0 |
2,717.0 |
377.0 |
12.5% |
53.6 |
1.8% |
79% |
False |
False |
992,432 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.6% |
59.2 |
2.0% |
84% |
False |
False |
795,843 |
| 120 |
3,260.0 |
2,594.0 |
666.0 |
22.1% |
60.7 |
2.0% |
63% |
False |
False |
663,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,157.3 |
|
2.618 |
3,109.9 |
|
1.618 |
3,080.9 |
|
1.000 |
3,063.0 |
|
0.618 |
3,051.9 |
|
HIGH |
3,034.0 |
|
0.618 |
3,022.9 |
|
0.500 |
3,019.5 |
|
0.382 |
3,016.1 |
|
LOW |
3,005.0 |
|
0.618 |
2,987.1 |
|
1.000 |
2,976.0 |
|
1.618 |
2,958.1 |
|
2.618 |
2,929.1 |
|
4.250 |
2,881.8 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.5 |
3,017.0 |
| PP |
3,017.7 |
3,016.0 |
| S1 |
3,015.8 |
3,015.0 |
|