| 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 |
4,530.25 |
4,511.00 |
-19.25 |
-0.4% |
4,518.25 |
| High |
4,538.75 |
4,536.50 |
-2.25 |
0.0% |
4,538.75 |
| Low |
4,478.75 |
4,504.00 |
25.25 |
0.6% |
4,478.75 |
| Close |
4,509.00 |
4,525.50 |
16.50 |
0.4% |
4,509.00 |
| Range |
60.00 |
32.50 |
-27.50 |
-45.8% |
60.00 |
| ATR |
55.35 |
53.72 |
-1.63 |
-2.9% |
0.00 |
| Volume |
225,458 |
164,530 |
-60,928 |
-27.0% |
808,821 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,619.50 |
4,605.00 |
4,543.50 |
|
| R3 |
4,587.00 |
4,572.50 |
4,534.50 |
|
| R2 |
4,554.50 |
4,554.50 |
4,531.50 |
|
| R1 |
4,540.00 |
4,540.00 |
4,528.50 |
4,547.25 |
| PP |
4,522.00 |
4,522.00 |
4,522.00 |
4,525.50 |
| S1 |
4,507.50 |
4,507.50 |
4,522.50 |
4,514.75 |
| S2 |
4,489.50 |
4,489.50 |
4,519.50 |
|
| S3 |
4,457.00 |
4,475.00 |
4,516.50 |
|
| S4 |
4,424.50 |
4,442.50 |
4,507.50 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,688.75 |
4,659.00 |
4,542.00 |
|
| R3 |
4,628.75 |
4,599.00 |
4,525.50 |
|
| R2 |
4,568.75 |
4,568.75 |
4,520.00 |
|
| R1 |
4,539.00 |
4,539.00 |
4,514.50 |
4,524.00 |
| PP |
4,508.75 |
4,508.75 |
4,508.75 |
4,501.25 |
| S1 |
4,479.00 |
4,479.00 |
4,503.50 |
4,464.00 |
| S2 |
4,448.75 |
4,448.75 |
4,498.00 |
|
| S3 |
4,388.75 |
4,419.00 |
4,492.50 |
|
| S4 |
4,328.75 |
4,359.00 |
4,476.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,538.75 |
4,478.75 |
60.00 |
1.3% |
41.00 |
0.9% |
78% |
False |
False |
194,670 |
| 10 |
4,538.75 |
4,341.75 |
197.00 |
4.4% |
44.75 |
1.0% |
93% |
False |
False |
195,132 |
| 20 |
4,538.75 |
4,280.75 |
258.00 |
5.7% |
55.00 |
1.2% |
95% |
False |
False |
217,974 |
| 40 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
58.25 |
1.3% |
81% |
False |
False |
229,671 |
| 60 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
57.50 |
1.3% |
81% |
False |
False |
225,974 |
| 80 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
63.50 |
1.4% |
92% |
False |
False |
170,882 |
| 100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
76.75 |
1.7% |
92% |
False |
False |
136,752 |
| 120 |
4,691.00 |
3,856.50 |
834.50 |
18.4% |
77.00 |
1.7% |
80% |
False |
False |
113,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,674.50 |
|
2.618 |
4,621.50 |
|
1.618 |
4,589.00 |
|
1.000 |
4,569.00 |
|
0.618 |
4,556.50 |
|
HIGH |
4,536.50 |
|
0.618 |
4,524.00 |
|
0.500 |
4,520.25 |
|
0.382 |
4,516.50 |
|
LOW |
4,504.00 |
|
0.618 |
4,484.00 |
|
1.000 |
4,471.50 |
|
1.618 |
4,451.50 |
|
2.618 |
4,419.00 |
|
4.250 |
4,366.00 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,523.75 |
4,520.00 |
| PP |
4,522.00 |
4,514.25 |
| S1 |
4,520.25 |
4,508.75 |
|