| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,103.50 |
2,097.50 |
-6.00 |
-0.3% |
2,100.00 |
| High |
2,106.00 |
2,112.25 |
6.25 |
0.3% |
2,106.00 |
| Low |
2,082.75 |
2,094.00 |
11.25 |
0.5% |
2,082.75 |
| Close |
2,097.75 |
2,108.25 |
10.50 |
0.5% |
2,097.75 |
| Range |
23.25 |
18.25 |
-5.00 |
-21.5% |
23.25 |
| ATR |
21.01 |
20.81 |
-0.20 |
-0.9% |
0.00 |
| Volume |
1,746,160 |
1,272,974 |
-473,186 |
-27.1% |
5,994,941 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.50 |
2,152.25 |
2,118.25 |
|
| R3 |
2,141.25 |
2,134.00 |
2,113.25 |
|
| R2 |
2,123.00 |
2,123.00 |
2,111.50 |
|
| R1 |
2,115.75 |
2,115.75 |
2,110.00 |
2,119.50 |
| PP |
2,104.75 |
2,104.75 |
2,104.75 |
2,106.75 |
| S1 |
2,097.50 |
2,097.50 |
2,106.50 |
2,101.00 |
| S2 |
2,086.50 |
2,086.50 |
2,105.00 |
|
| S3 |
2,068.25 |
2,079.25 |
2,103.25 |
|
| S4 |
2,050.00 |
2,061.00 |
2,098.25 |
|
|
| 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 |
2,112.25 |
2,082.75 |
29.50 |
1.4% |
18.75 |
0.9% |
86% |
True |
False |
1,453,583 |
| 10 |
2,112.25 |
2,041.25 |
71.00 |
3.4% |
18.00 |
0.9% |
94% |
True |
False |
1,350,029 |
| 20 |
2,112.25 |
2,022.00 |
90.25 |
4.3% |
21.50 |
1.0% |
96% |
True |
False |
1,528,631 |
| 40 |
2,112.25 |
2,022.00 |
90.25 |
4.3% |
21.50 |
1.0% |
96% |
True |
False |
1,552,629 |
| 60 |
2,112.25 |
1,978.00 |
134.25 |
6.4% |
21.50 |
1.0% |
97% |
True |
False |
1,601,721 |
| 80 |
2,112.25 |
1,794.50 |
317.75 |
15.1% |
23.75 |
1.1% |
99% |
True |
False |
1,224,512 |
| 100 |
2,112.25 |
1,794.50 |
317.75 |
15.1% |
28.75 |
1.4% |
99% |
True |
False |
980,986 |
| 120 |
2,112.25 |
1,794.50 |
317.75 |
15.1% |
29.75 |
1.4% |
99% |
True |
False |
817,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.75 |
|
2.618 |
2,160.00 |
|
1.618 |
2,141.75 |
|
1.000 |
2,130.50 |
|
0.618 |
2,123.50 |
|
HIGH |
2,112.25 |
|
0.618 |
2,105.25 |
|
0.500 |
2,103.00 |
|
0.382 |
2,101.00 |
|
LOW |
2,094.00 |
|
0.618 |
2,082.75 |
|
1.000 |
2,075.75 |
|
1.618 |
2,064.50 |
|
2.618 |
2,046.25 |
|
4.250 |
2,016.50 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,106.50 |
2,104.75 |
| PP |
2,104.75 |
2,101.00 |
| S1 |
2,103.00 |
2,097.50 |
|