| 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 |
4,511.00 |
4,524.50 |
13.50 |
0.3% |
4,518.25 |
| High |
4,536.50 |
4,545.50 |
9.00 |
0.2% |
4,538.75 |
| Low |
4,504.00 |
4,511.25 |
7.25 |
0.2% |
4,478.75 |
| Close |
4,525.50 |
4,514.25 |
-11.25 |
-0.2% |
4,509.00 |
| Range |
32.50 |
34.25 |
1.75 |
5.4% |
60.00 |
| ATR |
53.72 |
52.33 |
-1.39 |
-2.6% |
0.00 |
| Volume |
164,530 |
155,623 |
-8,907 |
-5.4% |
808,821 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,626.50 |
4,604.50 |
4,533.00 |
|
| R3 |
4,592.25 |
4,570.25 |
4,523.75 |
|
| R2 |
4,558.00 |
4,558.00 |
4,520.50 |
|
| R1 |
4,536.00 |
4,536.00 |
4,517.50 |
4,530.00 |
| PP |
4,523.75 |
4,523.75 |
4,523.75 |
4,520.50 |
| S1 |
4,501.75 |
4,501.75 |
4,511.00 |
4,495.50 |
| S2 |
4,489.50 |
4,489.50 |
4,508.00 |
|
| S3 |
4,455.25 |
4,467.50 |
4,504.75 |
|
| S4 |
4,421.00 |
4,433.25 |
4,495.50 |
|
|
| 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 |
4,545.50 |
4,478.75 |
66.75 |
1.5% |
41.75 |
0.9% |
53% |
True |
False |
183,873 |
| 10 |
4,545.50 |
4,341.75 |
203.75 |
4.5% |
44.75 |
1.0% |
85% |
True |
False |
193,976 |
| 20 |
4,545.50 |
4,280.75 |
264.75 |
5.9% |
54.75 |
1.2% |
88% |
True |
False |
215,408 |
| 40 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
57.50 |
1.3% |
78% |
False |
False |
227,479 |
| 60 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
56.75 |
1.3% |
78% |
False |
False |
224,998 |
| 80 |
4,584.50 |
3,947.25 |
637.25 |
14.1% |
62.50 |
1.4% |
89% |
False |
False |
172,826 |
| 100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
75.25 |
1.7% |
90% |
False |
False |
138,307 |
| 120 |
4,691.00 |
3,856.50 |
834.50 |
18.5% |
76.50 |
1.7% |
79% |
False |
False |
115,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,691.00 |
|
2.618 |
4,635.25 |
|
1.618 |
4,601.00 |
|
1.000 |
4,579.75 |
|
0.618 |
4,566.75 |
|
HIGH |
4,545.50 |
|
0.618 |
4,532.50 |
|
0.500 |
4,528.50 |
|
0.382 |
4,524.25 |
|
LOW |
4,511.25 |
|
0.618 |
4,490.00 |
|
1.000 |
4,477.00 |
|
1.618 |
4,455.75 |
|
2.618 |
4,421.50 |
|
4.250 |
4,365.75 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,528.50 |
4,513.50 |
| PP |
4,523.75 |
4,512.75 |
| S1 |
4,519.00 |
4,512.00 |
|