| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,110.25 |
2,117.75 |
7.50 |
0.4% |
2,100.00 |
| High |
2,119.75 |
2,118.50 |
-1.25 |
-0.1% |
2,106.00 |
| Low |
2,106.50 |
2,106.25 |
-0.25 |
0.0% |
2,082.75 |
| Close |
2,118.00 |
2,114.25 |
-3.75 |
-0.2% |
2,097.75 |
| Range |
13.25 |
12.25 |
-1.00 |
-7.5% |
23.25 |
| ATR |
19.65 |
19.12 |
-0.53 |
-2.7% |
0.00 |
| Volume |
1,308,451 |
1,644,419 |
335,968 |
25.7% |
5,994,941 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.75 |
2,144.25 |
2,121.00 |
|
| R3 |
2,137.50 |
2,132.00 |
2,117.50 |
|
| R2 |
2,125.25 |
2,125.25 |
2,116.50 |
|
| R1 |
2,119.75 |
2,119.75 |
2,115.25 |
2,116.50 |
| PP |
2,113.00 |
2,113.00 |
2,113.00 |
2,111.25 |
| S1 |
2,107.50 |
2,107.50 |
2,113.25 |
2,104.00 |
| S2 |
2,100.75 |
2,100.75 |
2,112.00 |
|
| S3 |
2,088.50 |
2,095.25 |
2,111.00 |
|
| S4 |
2,076.25 |
2,083.00 |
2,107.50 |
|
|
| 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 |
1.8% |
15.75 |
0.7% |
85% |
False |
False |
1,419,591 |
| 10 |
2,119.75 |
2,082.50 |
37.25 |
1.8% |
15.00 |
0.7% |
85% |
False |
False |
1,335,035 |
| 20 |
2,119.75 |
2,022.00 |
97.75 |
4.6% |
20.00 |
0.9% |
94% |
False |
False |
1,519,610 |
| 40 |
2,119.75 |
2,022.00 |
97.75 |
4.6% |
20.50 |
1.0% |
94% |
False |
False |
1,525,898 |
| 60 |
2,119.75 |
1,997.00 |
122.75 |
5.8% |
21.25 |
1.0% |
96% |
False |
False |
1,579,848 |
| 80 |
2,119.75 |
1,873.00 |
246.75 |
11.7% |
23.00 |
1.1% |
98% |
False |
False |
1,274,986 |
| 100 |
2,119.75 |
1,794.50 |
325.25 |
15.4% |
27.25 |
1.3% |
98% |
False |
False |
1,021,600 |
| 120 |
2,119.75 |
1,794.50 |
325.25 |
15.4% |
29.25 |
1.4% |
98% |
False |
False |
851,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.50 |
|
2.618 |
2,150.50 |
|
1.618 |
2,138.25 |
|
1.000 |
2,130.75 |
|
0.618 |
2,126.00 |
|
HIGH |
2,118.50 |
|
0.618 |
2,113.75 |
|
0.500 |
2,112.50 |
|
0.382 |
2,111.00 |
|
LOW |
2,106.25 |
|
0.618 |
2,098.75 |
|
1.000 |
2,094.00 |
|
1.618 |
2,086.50 |
|
2.618 |
2,074.25 |
|
4.250 |
2,054.25 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,113.50 |
2,113.75 |
| PP |
2,113.00 |
2,113.50 |
| S1 |
2,112.50 |
2,113.00 |
|