| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,096.75 |
2,103.50 |
6.75 |
0.3% |
2,100.00 |
| High |
2,104.75 |
2,106.00 |
1.25 |
0.1% |
2,106.00 |
| Low |
2,086.75 |
2,082.75 |
-4.00 |
-0.2% |
2,082.75 |
| Close |
2,103.75 |
2,097.75 |
-6.00 |
-0.3% |
2,097.75 |
| Range |
18.00 |
23.25 |
5.25 |
29.2% |
23.25 |
| ATR |
20.83 |
21.01 |
0.17 |
0.8% |
0.00 |
| Volume |
1,299,962 |
1,746,160 |
446,198 |
34.3% |
5,994,941 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.25 |
2,154.75 |
2,110.50 |
|
| R3 |
2,142.00 |
2,131.50 |
2,104.25 |
|
| R2 |
2,118.75 |
2,118.75 |
2,102.00 |
|
| R1 |
2,108.25 |
2,108.25 |
2,100.00 |
2,102.00 |
| PP |
2,095.50 |
2,095.50 |
2,095.50 |
2,092.25 |
| S1 |
2,085.00 |
2,085.00 |
2,095.50 |
2,078.50 |
| S2 |
2,072.25 |
2,072.25 |
2,093.50 |
|
| S3 |
2,049.00 |
2,061.75 |
2,091.25 |
|
| S4 |
2,025.75 |
2,038.50 |
2,085.00 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.25 |
2,154.75 |
2,110.50 |
|
| R3 |
2,142.00 |
2,131.50 |
2,104.25 |
|
| R2 |
2,118.75 |
2,118.75 |
2,102.00 |
|
| R1 |
2,108.25 |
2,108.25 |
2,100.00 |
2,102.00 |
| PP |
2,095.50 |
2,095.50 |
2,095.50 |
2,092.25 |
| S1 |
2,085.00 |
2,085.00 |
2,095.50 |
2,078.50 |
| S2 |
2,072.25 |
2,072.25 |
2,093.50 |
|
| S3 |
2,049.00 |
2,061.75 |
2,091.25 |
|
| S4 |
2,025.75 |
2,038.50 |
2,085.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,106.00 |
2,082.75 |
23.25 |
1.1% |
17.25 |
0.8% |
65% |
True |
True |
1,406,023 |
| 10 |
2,106.00 |
2,037.25 |
68.75 |
3.3% |
18.00 |
0.9% |
88% |
True |
False |
1,381,103 |
| 20 |
2,106.00 |
2,022.00 |
84.00 |
4.0% |
21.75 |
1.0% |
90% |
True |
False |
1,555,653 |
| 40 |
2,106.00 |
2,022.00 |
84.00 |
4.0% |
21.50 |
1.0% |
90% |
True |
False |
1,565,015 |
| 60 |
2,106.00 |
1,958.00 |
148.00 |
7.1% |
22.00 |
1.0% |
94% |
True |
False |
1,597,974 |
| 80 |
2,106.00 |
1,794.50 |
311.50 |
14.8% |
24.00 |
1.1% |
97% |
True |
False |
1,208,764 |
| 100 |
2,106.00 |
1,794.50 |
311.50 |
14.8% |
29.00 |
1.4% |
97% |
True |
False |
968,283 |
| 120 |
2,106.00 |
1,794.50 |
311.50 |
14.8% |
30.00 |
1.4% |
97% |
True |
False |
807,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.75 |
|
2.618 |
2,166.75 |
|
1.618 |
2,143.50 |
|
1.000 |
2,129.25 |
|
0.618 |
2,120.25 |
|
HIGH |
2,106.00 |
|
0.618 |
2,097.00 |
|
0.500 |
2,094.50 |
|
0.382 |
2,091.75 |
|
LOW |
2,082.75 |
|
0.618 |
2,068.50 |
|
1.000 |
2,059.50 |
|
1.618 |
2,045.25 |
|
2.618 |
2,022.00 |
|
4.250 |
1,984.00 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.50 |
2,096.50 |
| PP |
2,095.50 |
2,095.50 |
| S1 |
2,094.50 |
2,094.50 |
|