| 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 |
5,332.0 |
5,371.0 |
39.0 |
0.7% |
5,427.0 |
| High |
5,380.0 |
5,398.0 |
18.0 |
0.3% |
5,432.0 |
| Low |
5,305.0 |
5,361.0 |
56.0 |
1.1% |
5,273.0 |
| Close |
5,363.0 |
5,378.0 |
15.0 |
0.3% |
5,323.0 |
| Range |
75.0 |
37.0 |
-38.0 |
-50.7% |
159.0 |
| ATR |
65.2 |
63.2 |
-2.0 |
-3.1% |
0.0 |
| Volume |
25,021 |
22,054 |
-2,967 |
-11.9% |
127,367 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,490.0 |
5,471.0 |
5,398.4 |
|
| R3 |
5,453.0 |
5,434.0 |
5,388.2 |
|
| R2 |
5,416.0 |
5,416.0 |
5,384.8 |
|
| R1 |
5,397.0 |
5,397.0 |
5,381.4 |
5,406.5 |
| PP |
5,379.0 |
5,379.0 |
5,379.0 |
5,383.8 |
| S1 |
5,360.0 |
5,360.0 |
5,374.6 |
5,369.5 |
| S2 |
5,342.0 |
5,342.0 |
5,371.2 |
|
| S3 |
5,305.0 |
5,323.0 |
5,367.8 |
|
| S4 |
5,268.0 |
5,286.0 |
5,357.7 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,819.7 |
5,730.3 |
5,410.5 |
|
| R3 |
5,660.7 |
5,571.3 |
5,366.7 |
|
| R2 |
5,501.7 |
5,501.7 |
5,352.2 |
|
| R1 |
5,412.3 |
5,412.3 |
5,337.6 |
5,377.5 |
| PP |
5,342.7 |
5,342.7 |
5,342.7 |
5,325.3 |
| S1 |
5,253.3 |
5,253.3 |
5,308.4 |
5,218.5 |
| S2 |
5,183.7 |
5,183.7 |
5,293.9 |
|
| S3 |
5,024.7 |
5,094.3 |
5,279.3 |
|
| S4 |
4,865.7 |
4,935.3 |
5,235.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,398.0 |
5,273.0 |
125.0 |
2.3% |
54.6 |
1.0% |
84% |
True |
False |
26,284 |
| 10 |
5,436.0 |
5,273.0 |
163.0 |
3.0% |
47.9 |
0.9% |
64% |
False |
False |
25,690 |
| 20 |
5,436.0 |
5,273.0 |
163.0 |
3.0% |
52.1 |
1.0% |
64% |
False |
False |
26,649 |
| 40 |
5,436.0 |
4,888.0 |
548.0 |
10.2% |
59.1 |
1.1% |
89% |
False |
False |
29,265 |
| 60 |
5,436.0 |
4,871.0 |
565.0 |
10.5% |
59.8 |
1.1% |
90% |
False |
False |
31,157 |
| 80 |
5,436.0 |
4,685.0 |
751.0 |
14.0% |
59.0 |
1.1% |
92% |
False |
False |
23,546 |
| 100 |
5,436.0 |
4,649.0 |
787.0 |
14.6% |
55.0 |
1.0% |
93% |
False |
False |
18,847 |
| 120 |
5,436.0 |
4,649.0 |
787.0 |
14.6% |
48.5 |
0.9% |
93% |
False |
False |
15,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,555.3 |
|
2.618 |
5,494.9 |
|
1.618 |
5,457.9 |
|
1.000 |
5,435.0 |
|
0.618 |
5,420.9 |
|
HIGH |
5,398.0 |
|
0.618 |
5,383.9 |
|
0.500 |
5,379.5 |
|
0.382 |
5,375.1 |
|
LOW |
5,361.0 |
|
0.618 |
5,338.1 |
|
1.000 |
5,324.0 |
|
1.618 |
5,301.1 |
|
2.618 |
5,264.1 |
|
4.250 |
5,203.8 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,379.5 |
5,367.2 |
| PP |
5,379.0 |
5,356.3 |
| S1 |
5,378.5 |
5,345.5 |
|