| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,094.00 |
2,096.75 |
2.75 |
0.1% |
2,053.25 |
| High |
2,099.25 |
2,104.75 |
5.50 |
0.3% |
2,098.75 |
| Low |
2,083.25 |
2,086.75 |
3.50 |
0.2% |
2,041.25 |
| Close |
2,098.00 |
2,103.75 |
5.75 |
0.3% |
2,097.25 |
| Range |
16.00 |
18.00 |
2.00 |
12.5% |
57.50 |
| ATR |
21.05 |
20.83 |
-0.22 |
-1.0% |
0.00 |
| Volume |
1,317,565 |
1,299,962 |
-17,603 |
-1.3% |
6,232,375 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.50 |
2,146.00 |
2,113.75 |
|
| R3 |
2,134.50 |
2,128.00 |
2,108.75 |
|
| R2 |
2,116.50 |
2,116.50 |
2,107.00 |
|
| R1 |
2,110.00 |
2,110.00 |
2,105.50 |
2,113.25 |
| PP |
2,098.50 |
2,098.50 |
2,098.50 |
2,100.00 |
| S1 |
2,092.00 |
2,092.00 |
2,102.00 |
2,095.25 |
| S2 |
2,080.50 |
2,080.50 |
2,100.50 |
|
| S3 |
2,062.50 |
2,074.00 |
2,098.75 |
|
| S4 |
2,044.50 |
2,056.00 |
2,093.75 |
|
|
| 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 |
2,104.75 |
2,082.50 |
22.25 |
1.1% |
14.25 |
0.7% |
96% |
True |
False |
1,250,479 |
| 10 |
2,104.75 |
2,022.00 |
82.75 |
3.9% |
18.00 |
0.9% |
99% |
True |
False |
1,412,085 |
| 20 |
2,104.75 |
2,022.00 |
82.75 |
3.9% |
21.50 |
1.0% |
99% |
True |
False |
1,540,010 |
| 40 |
2,105.25 |
2,022.00 |
83.25 |
4.0% |
22.00 |
1.0% |
98% |
False |
False |
1,572,666 |
| 60 |
2,105.25 |
1,958.00 |
147.25 |
7.0% |
22.00 |
1.0% |
99% |
False |
False |
1,573,864 |
| 80 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
24.25 |
1.2% |
100% |
False |
False |
1,187,074 |
| 100 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
29.25 |
1.4% |
100% |
False |
False |
950,856 |
| 120 |
2,105.25 |
1,794.50 |
310.75 |
14.8% |
30.00 |
1.4% |
100% |
False |
False |
792,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.25 |
|
2.618 |
2,151.75 |
|
1.618 |
2,133.75 |
|
1.000 |
2,122.75 |
|
0.618 |
2,115.75 |
|
HIGH |
2,104.75 |
|
0.618 |
2,097.75 |
|
0.500 |
2,095.75 |
|
0.382 |
2,093.75 |
|
LOW |
2,086.75 |
|
0.618 |
2,075.75 |
|
1.000 |
2,068.75 |
|
1.618 |
2,057.75 |
|
2.618 |
2,039.75 |
|
4.250 |
2,010.25 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.00 |
2,100.50 |
| PP |
2,098.50 |
2,097.25 |
| S1 |
2,095.75 |
2,094.00 |
|