| 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 |
4,512.50 |
4,518.25 |
5.75 |
0.1% |
4,518.25 |
| High |
4,530.25 |
4,522.50 |
-7.75 |
-0.2% |
4,538.75 |
| Low |
4,504.00 |
4,493.50 |
-10.50 |
-0.2% |
4,478.75 |
| Close |
4,519.00 |
4,512.00 |
-7.00 |
-0.2% |
4,509.00 |
| Range |
26.25 |
29.00 |
2.75 |
10.5% |
60.00 |
| ATR |
50.46 |
48.93 |
-1.53 |
-3.0% |
0.00 |
| Volume |
172,285 |
236,706 |
64,421 |
37.4% |
808,821 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,596.25 |
4,583.25 |
4,528.00 |
|
| R3 |
4,567.25 |
4,554.25 |
4,520.00 |
|
| R2 |
4,538.25 |
4,538.25 |
4,517.25 |
|
| R1 |
4,525.25 |
4,525.25 |
4,514.75 |
4,517.25 |
| PP |
4,509.25 |
4,509.25 |
4,509.25 |
4,505.50 |
| S1 |
4,496.25 |
4,496.25 |
4,509.25 |
4,488.25 |
| S2 |
4,480.25 |
4,480.25 |
4,506.75 |
|
| S3 |
4,451.25 |
4,467.25 |
4,504.00 |
|
| S4 |
4,422.25 |
4,438.25 |
4,496.00 |
|
|
| 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% |
36.50 |
0.8% |
50% |
False |
False |
190,920 |
| 10 |
4,545.50 |
4,463.50 |
82.00 |
1.8% |
35.00 |
0.8% |
59% |
False |
False |
185,539 |
| 20 |
4,545.50 |
4,280.75 |
264.75 |
5.9% |
51.25 |
1.1% |
87% |
False |
False |
215,244 |
| 40 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
55.50 |
1.2% |
77% |
False |
False |
225,682 |
| 60 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
56.50 |
1.3% |
77% |
False |
False |
224,652 |
| 80 |
4,584.50 |
4,060.00 |
524.50 |
11.6% |
61.50 |
1.4% |
86% |
False |
False |
177,931 |
| 100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
72.00 |
1.6% |
90% |
False |
False |
142,394 |
| 120 |
4,691.00 |
3,856.50 |
834.50 |
18.5% |
76.25 |
1.7% |
79% |
False |
False |
118,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,645.75 |
|
2.618 |
4,598.50 |
|
1.618 |
4,569.50 |
|
1.000 |
4,551.50 |
|
0.618 |
4,540.50 |
|
HIGH |
4,522.50 |
|
0.618 |
4,511.50 |
|
0.500 |
4,508.00 |
|
0.382 |
4,504.50 |
|
LOW |
4,493.50 |
|
0.618 |
4,475.50 |
|
1.000 |
4,464.50 |
|
1.618 |
4,446.50 |
|
2.618 |
4,417.50 |
|
4.250 |
4,370.25 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,510.75 |
4,519.50 |
| PP |
4,509.25 |
4,517.00 |
| S1 |
4,508.00 |
4,514.50 |
|