| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,026.0 |
3,011.0 |
-15.0 |
-0.5% |
3,088.0 |
| High |
3,034.0 |
3,016.0 |
-18.0 |
-0.6% |
3,089.0 |
| Low |
3,005.0 |
2,977.0 |
-28.0 |
-0.9% |
2,973.0 |
| Close |
3,014.0 |
2,988.0 |
-26.0 |
-0.9% |
2,989.0 |
| Range |
29.0 |
39.0 |
10.0 |
34.5% |
116.0 |
| ATR |
49.2 |
48.5 |
-0.7 |
-1.5% |
0.0 |
| Volume |
1,540,532 |
1,540,532 |
0 |
0.0% |
4,960,493 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,110.7 |
3,088.3 |
3,009.5 |
|
| R3 |
3,071.7 |
3,049.3 |
2,998.7 |
|
| R2 |
3,032.7 |
3,032.7 |
2,995.2 |
|
| R1 |
3,010.3 |
3,010.3 |
2,991.6 |
3,002.0 |
| PP |
2,993.7 |
2,993.7 |
2,993.7 |
2,989.5 |
| S1 |
2,971.3 |
2,971.3 |
2,984.4 |
2,963.0 |
| S2 |
2,954.7 |
2,954.7 |
2,980.9 |
|
| S3 |
2,915.7 |
2,932.3 |
2,977.3 |
|
| S4 |
2,876.7 |
2,893.3 |
2,966.6 |
|
|
| 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% |
43.0 |
1.4% |
19% |
False |
False |
1,296,027 |
| 10 |
3,089.0 |
2,973.0 |
116.0 |
3.9% |
38.6 |
1.3% |
13% |
False |
False |
1,161,802 |
| 20 |
3,089.0 |
2,873.0 |
216.0 |
7.2% |
47.6 |
1.6% |
53% |
False |
False |
1,228,374 |
| 40 |
3,094.0 |
2,855.0 |
239.0 |
8.0% |
47.2 |
1.6% |
56% |
False |
False |
1,235,009 |
| 60 |
3,094.0 |
2,775.0 |
319.0 |
10.7% |
50.3 |
1.7% |
67% |
False |
False |
1,261,043 |
| 80 |
3,094.0 |
2,724.0 |
370.0 |
12.4% |
53.4 |
1.8% |
71% |
False |
False |
1,009,875 |
| 100 |
3,094.0 |
2,594.0 |
500.0 |
16.7% |
58.9 |
2.0% |
79% |
False |
False |
811,236 |
| 120 |
3,260.0 |
2,594.0 |
666.0 |
22.3% |
60.6 |
2.0% |
59% |
False |
False |
676,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,181.8 |
|
2.618 |
3,118.1 |
|
1.618 |
3,079.1 |
|
1.000 |
3,055.0 |
|
0.618 |
3,040.1 |
|
HIGH |
3,016.0 |
|
0.618 |
3,001.1 |
|
0.500 |
2,996.5 |
|
0.382 |
2,991.9 |
|
LOW |
2,977.0 |
|
0.618 |
2,952.9 |
|
1.000 |
2,938.0 |
|
1.618 |
2,913.9 |
|
2.618 |
2,874.9 |
|
4.250 |
2,811.3 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,996.5 |
3,014.0 |
| PP |
2,993.7 |
3,005.3 |
| S1 |
2,990.8 |
2,996.7 |
|