| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,097.50 |
2,108.25 |
10.75 |
0.5% |
2,100.00 |
| High |
2,112.25 |
2,118.00 |
5.75 |
0.3% |
2,106.00 |
| Low |
2,094.00 |
2,106.50 |
12.50 |
0.6% |
2,082.75 |
| Close |
2,108.25 |
2,110.25 |
2.00 |
0.1% |
2,097.75 |
| Range |
18.25 |
11.50 |
-6.75 |
-37.0% |
23.25 |
| ATR |
20.81 |
20.14 |
-0.66 |
-3.2% |
0.00 |
| Volume |
1,272,974 |
1,125,951 |
-147,023 |
-11.5% |
5,994,941 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.00 |
2,139.75 |
2,116.50 |
|
| R3 |
2,134.50 |
2,128.25 |
2,113.50 |
|
| R2 |
2,123.00 |
2,123.00 |
2,112.25 |
|
| R1 |
2,116.75 |
2,116.75 |
2,111.25 |
2,120.00 |
| PP |
2,111.50 |
2,111.50 |
2,111.50 |
2,113.25 |
| S1 |
2,105.25 |
2,105.25 |
2,109.25 |
2,108.50 |
| S2 |
2,100.00 |
2,100.00 |
2,108.25 |
|
| S3 |
2,088.50 |
2,093.75 |
2,107.00 |
|
| S4 |
2,077.00 |
2,082.25 |
2,104.00 |
|
|
| 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 |
2,118.00 |
2,082.75 |
35.25 |
1.7% |
17.50 |
0.8% |
78% |
True |
False |
1,352,522 |
| 10 |
2,118.00 |
2,041.25 |
76.75 |
3.6% |
18.00 |
0.9% |
90% |
True |
False |
1,344,294 |
| 20 |
2,118.00 |
2,022.00 |
96.00 |
4.5% |
21.50 |
1.0% |
92% |
True |
False |
1,516,407 |
| 40 |
2,118.00 |
2,022.00 |
96.00 |
4.5% |
21.00 |
1.0% |
92% |
True |
False |
1,538,784 |
| 60 |
2,118.00 |
1,995.00 |
123.00 |
5.8% |
21.25 |
1.0% |
94% |
True |
False |
1,590,010 |
| 80 |
2,118.00 |
1,814.25 |
303.75 |
14.4% |
23.50 |
1.1% |
97% |
True |
False |
1,238,368 |
| 100 |
2,118.00 |
1,794.50 |
323.50 |
15.3% |
28.25 |
1.3% |
98% |
True |
False |
992,201 |
| 120 |
2,118.00 |
1,794.50 |
323.50 |
15.3% |
29.75 |
1.4% |
98% |
True |
False |
827,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,167.00 |
|
2.618 |
2,148.00 |
|
1.618 |
2,136.50 |
|
1.000 |
2,129.50 |
|
0.618 |
2,125.00 |
|
HIGH |
2,118.00 |
|
0.618 |
2,113.50 |
|
0.500 |
2,112.25 |
|
0.382 |
2,111.00 |
|
LOW |
2,106.50 |
|
0.618 |
2,099.50 |
|
1.000 |
2,095.00 |
|
1.618 |
2,088.00 |
|
2.618 |
2,076.50 |
|
4.250 |
2,057.50 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.25 |
2,107.00 |
| PP |
2,111.50 |
2,103.75 |
| S1 |
2,111.00 |
2,100.50 |
|