| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,108.25 |
2,110.25 |
2.00 |
0.1% |
2,100.00 |
| High |
2,118.00 |
2,119.75 |
1.75 |
0.1% |
2,106.00 |
| Low |
2,106.50 |
2,106.50 |
0.00 |
0.0% |
2,082.75 |
| Close |
2,110.25 |
2,118.00 |
7.75 |
0.4% |
2,097.75 |
| Range |
11.50 |
13.25 |
1.75 |
15.2% |
23.25 |
| ATR |
20.14 |
19.65 |
-0.49 |
-2.4% |
0.00 |
| Volume |
1,125,951 |
1,308,451 |
182,500 |
16.2% |
5,994,941 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.50 |
2,149.50 |
2,125.25 |
|
| R3 |
2,141.25 |
2,136.25 |
2,121.75 |
|
| R2 |
2,128.00 |
2,128.00 |
2,120.50 |
|
| R1 |
2,123.00 |
2,123.00 |
2,119.25 |
2,125.50 |
| PP |
2,114.75 |
2,114.75 |
2,114.75 |
2,116.00 |
| S1 |
2,109.75 |
2,109.75 |
2,116.75 |
2,112.25 |
| S2 |
2,101.50 |
2,101.50 |
2,115.50 |
|
| S3 |
2,088.25 |
2,096.50 |
2,114.25 |
|
| S4 |
2,075.00 |
2,083.25 |
2,110.75 |
|
|
| 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 |
2,119.75 |
2,082.75 |
37.00 |
1.7% |
16.75 |
0.8% |
95% |
True |
False |
1,350,699 |
| 10 |
2,119.75 |
2,073.50 |
46.25 |
2.2% |
15.75 |
0.7% |
96% |
True |
False |
1,314,820 |
| 20 |
2,119.75 |
2,022.00 |
97.75 |
4.6% |
20.50 |
1.0% |
98% |
True |
False |
1,510,981 |
| 40 |
2,119.75 |
2,022.00 |
97.75 |
4.6% |
20.75 |
1.0% |
98% |
True |
False |
1,525,713 |
| 60 |
2,119.75 |
1,995.00 |
124.75 |
5.9% |
21.25 |
1.0% |
99% |
True |
False |
1,584,288 |
| 80 |
2,119.75 |
1,855.00 |
264.75 |
12.5% |
23.25 |
1.1% |
99% |
True |
False |
1,254,537 |
| 100 |
2,119.75 |
1,794.50 |
325.25 |
15.4% |
27.75 |
1.3% |
99% |
True |
False |
1,005,213 |
| 120 |
2,119.75 |
1,794.50 |
325.25 |
15.4% |
29.50 |
1.4% |
99% |
True |
False |
838,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.00 |
|
2.618 |
2,154.50 |
|
1.618 |
2,141.25 |
|
1.000 |
2,133.00 |
|
0.618 |
2,128.00 |
|
HIGH |
2,119.75 |
|
0.618 |
2,114.75 |
|
0.500 |
2,113.00 |
|
0.382 |
2,111.50 |
|
LOW |
2,106.50 |
|
0.618 |
2,098.25 |
|
1.000 |
2,093.25 |
|
1.618 |
2,085.00 |
|
2.618 |
2,071.75 |
|
4.250 |
2,050.25 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,116.50 |
2,114.25 |
| PP |
2,114.75 |
2,110.50 |
| S1 |
2,113.00 |
2,107.00 |
|