| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,100.00 |
2,094.00 |
-6.00 |
-0.3% |
2,053.25 |
| High |
2,103.75 |
2,099.25 |
-4.50 |
-0.2% |
2,098.75 |
| Low |
2,086.00 |
2,083.25 |
-2.75 |
-0.1% |
2,041.25 |
| Close |
2,095.00 |
2,098.00 |
3.00 |
0.1% |
2,097.25 |
| Range |
17.75 |
16.00 |
-1.75 |
-9.9% |
57.50 |
| ATR |
21.44 |
21.05 |
-0.39 |
-1.8% |
0.00 |
| Volume |
1,631,254 |
1,317,565 |
-313,689 |
-19.2% |
6,232,375 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.50 |
2,135.75 |
2,106.75 |
|
| R3 |
2,125.50 |
2,119.75 |
2,102.50 |
|
| R2 |
2,109.50 |
2,109.50 |
2,101.00 |
|
| R1 |
2,103.75 |
2,103.75 |
2,099.50 |
2,106.50 |
| PP |
2,093.50 |
2,093.50 |
2,093.50 |
2,095.00 |
| S1 |
2,087.75 |
2,087.75 |
2,096.50 |
2,090.50 |
| S2 |
2,077.50 |
2,077.50 |
2,095.00 |
|
| S3 |
2,061.50 |
2,071.75 |
2,093.50 |
|
| S4 |
2,045.50 |
2,055.75 |
2,089.25 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.50 |
2,232.00 |
2,129.00 |
|
| R3 |
2,194.00 |
2,174.50 |
2,113.00 |
|
| R2 |
2,136.50 |
2,136.50 |
2,107.75 |
|
| R1 |
2,117.00 |
2,117.00 |
2,102.50 |
2,126.75 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,084.00 |
| S1 |
2,059.50 |
2,059.50 |
2,092.00 |
2,069.25 |
| S2 |
2,021.50 |
2,021.50 |
2,086.75 |
|
| S3 |
1,964.00 |
2,002.00 |
2,081.50 |
|
| S4 |
1,906.50 |
1,944.50 |
2,065.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,103.75 |
2,073.50 |
30.25 |
1.4% |
14.50 |
0.7% |
81% |
False |
False |
1,278,940 |
| 10 |
2,103.75 |
2,022.00 |
81.75 |
3.9% |
19.00 |
0.9% |
93% |
False |
False |
1,490,686 |
| 20 |
2,103.75 |
2,022.00 |
81.75 |
3.9% |
21.75 |
1.0% |
93% |
False |
False |
1,552,911 |
| 40 |
2,105.25 |
2,022.00 |
83.25 |
4.0% |
22.00 |
1.1% |
91% |
False |
False |
1,587,532 |
| 60 |
2,105.25 |
1,958.00 |
147.25 |
7.0% |
22.00 |
1.0% |
95% |
False |
False |
1,554,749 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
24.75 |
1.2% |
98% |
False |
False |
1,170,921 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
29.50 |
1.4% |
98% |
False |
False |
937,890 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
30.25 |
1.4% |
98% |
False |
False |
781,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,167.25 |
|
2.618 |
2,141.25 |
|
1.618 |
2,125.25 |
|
1.000 |
2,115.25 |
|
0.618 |
2,109.25 |
|
HIGH |
2,099.25 |
|
0.618 |
2,093.25 |
|
0.500 |
2,091.25 |
|
0.382 |
2,089.25 |
|
LOW |
2,083.25 |
|
0.618 |
2,073.25 |
|
1.000 |
2,067.25 |
|
1.618 |
2,057.25 |
|
2.618 |
2,041.25 |
|
4.250 |
2,015.25 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,095.75 |
2,096.50 |
| PP |
2,093.50 |
2,095.00 |
| S1 |
2,091.25 |
2,093.50 |
|