| 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 |
5,354.0 |
5,377.0 |
23.0 |
0.4% |
5,427.0 |
| High |
5,380.0 |
5,391.0 |
11.0 |
0.2% |
5,432.0 |
| Low |
5,339.0 |
5,337.0 |
-2.0 |
0.0% |
5,273.0 |
| Close |
5,374.0 |
5,362.0 |
-12.0 |
-0.2% |
5,323.0 |
| Range |
41.0 |
54.0 |
13.0 |
31.7% |
159.0 |
| ATR |
61.6 |
61.0 |
-0.5 |
-0.9% |
0.0 |
| Volume |
23,384 |
25,427 |
2,043 |
8.7% |
127,367 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,525.3 |
5,497.7 |
5,391.7 |
|
| R3 |
5,471.3 |
5,443.7 |
5,376.9 |
|
| R2 |
5,417.3 |
5,417.3 |
5,371.9 |
|
| R1 |
5,389.7 |
5,389.7 |
5,367.0 |
5,376.5 |
| PP |
5,363.3 |
5,363.3 |
5,363.3 |
5,356.8 |
| S1 |
5,335.7 |
5,335.7 |
5,357.1 |
5,322.5 |
| S2 |
5,309.3 |
5,309.3 |
5,352.1 |
|
| S3 |
5,255.3 |
5,281.7 |
5,347.2 |
|
| S4 |
5,201.3 |
5,227.7 |
5,332.3 |
|
|
| 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 |
5,293.0 |
105.0 |
2.0% |
50.0 |
0.9% |
66% |
False |
False |
22,925 |
| 10 |
5,436.0 |
5,273.0 |
163.0 |
3.0% |
48.2 |
0.9% |
55% |
False |
False |
24,811 |
| 20 |
5,436.0 |
5,273.0 |
163.0 |
3.0% |
51.5 |
1.0% |
55% |
False |
False |
25,963 |
| 40 |
5,436.0 |
5,047.0 |
389.0 |
7.3% |
58.5 |
1.1% |
81% |
False |
False |
29,353 |
| 60 |
5,436.0 |
4,871.0 |
565.0 |
10.5% |
59.6 |
1.1% |
87% |
False |
False |
30,715 |
| 80 |
5,436.0 |
4,763.0 |
673.0 |
12.6% |
58.6 |
1.1% |
89% |
False |
False |
24,153 |
| 100 |
5,436.0 |
4,649.0 |
787.0 |
14.7% |
55.1 |
1.0% |
91% |
False |
False |
19,335 |
| 120 |
5,436.0 |
4,649.0 |
787.0 |
14.7% |
49.3 |
0.9% |
91% |
False |
False |
16,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,620.5 |
|
2.618 |
5,532.4 |
|
1.618 |
5,478.4 |
|
1.000 |
5,445.0 |
|
0.618 |
5,424.4 |
|
HIGH |
5,391.0 |
|
0.618 |
5,370.4 |
|
0.500 |
5,364.0 |
|
0.382 |
5,357.6 |
|
LOW |
5,337.0 |
|
0.618 |
5,303.6 |
|
1.000 |
5,283.0 |
|
1.618 |
5,249.6 |
|
2.618 |
5,195.6 |
|
4.250 |
5,107.5 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,364.0 |
5,367.5 |
| PP |
5,363.3 |
5,365.7 |
| S1 |
5,362.7 |
5,363.8 |
|