| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,009.0 |
3,030.0 |
21.0 |
0.7% |
3,075.0 |
| High |
3,035.0 |
3,037.0 |
2.0 |
0.1% |
3,078.0 |
| Low |
3,006.0 |
2,962.0 |
-44.0 |
-1.5% |
2,962.0 |
| Close |
3,020.0 |
2,978.0 |
-42.0 |
-1.4% |
2,978.0 |
| Range |
29.0 |
75.0 |
46.0 |
158.6% |
116.0 |
| ATR |
47.1 |
49.1 |
2.0 |
4.2% |
0.0 |
| Volume |
26,147 |
31,283 |
5,136 |
19.6% |
277,795 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,217.3 |
3,172.7 |
3,019.3 |
|
| R3 |
3,142.3 |
3,097.7 |
2,998.6 |
|
| R2 |
3,067.3 |
3,067.3 |
2,991.8 |
|
| R1 |
3,022.7 |
3,022.7 |
2,984.9 |
3,007.5 |
| PP |
2,992.3 |
2,992.3 |
2,992.3 |
2,984.8 |
| S1 |
2,947.7 |
2,947.7 |
2,971.1 |
2,932.5 |
| S2 |
2,917.3 |
2,917.3 |
2,964.3 |
|
| S3 |
2,842.3 |
2,872.7 |
2,957.4 |
|
| S4 |
2,767.3 |
2,797.7 |
2,936.8 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.0 |
3,282.0 |
3,041.8 |
|
| R3 |
3,238.0 |
3,166.0 |
3,009.9 |
|
| R2 |
3,122.0 |
3,122.0 |
2,999.3 |
|
| R1 |
3,050.0 |
3,050.0 |
2,988.6 |
3,028.0 |
| PP |
3,006.0 |
3,006.0 |
3,006.0 |
2,995.0 |
| S1 |
2,934.0 |
2,934.0 |
2,967.4 |
2,912.0 |
| S2 |
2,890.0 |
2,890.0 |
2,956.7 |
|
| S3 |
2,774.0 |
2,818.0 |
2,946.1 |
|
| S4 |
2,658.0 |
2,702.0 |
2,914.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,078.0 |
2,962.0 |
116.0 |
3.9% |
41.0 |
1.4% |
14% |
False |
True |
56,004 |
| 10 |
3,078.0 |
2,892.0 |
186.0 |
6.2% |
44.8 |
1.5% |
46% |
False |
False |
28,695 |
| 20 |
3,078.0 |
2,845.0 |
233.0 |
7.8% |
47.3 |
1.6% |
57% |
False |
False |
20,874 |
| 40 |
3,078.0 |
2,786.0 |
292.0 |
9.8% |
46.1 |
1.5% |
66% |
False |
False |
13,620 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.6% |
47.5 |
1.6% |
68% |
False |
False |
12,300 |
| 80 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
40.4 |
1.4% |
79% |
False |
False |
10,613 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.0% |
38.9 |
1.3% |
79% |
False |
False |
8,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,355.8 |
|
2.618 |
3,233.4 |
|
1.618 |
3,158.4 |
|
1.000 |
3,112.0 |
|
0.618 |
3,083.4 |
|
HIGH |
3,037.0 |
|
0.618 |
3,008.4 |
|
0.500 |
2,999.5 |
|
0.382 |
2,990.7 |
|
LOW |
2,962.0 |
|
0.618 |
2,915.7 |
|
1.000 |
2,887.0 |
|
1.618 |
2,840.7 |
|
2.618 |
2,765.7 |
|
4.250 |
2,643.3 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,999.5 |
3,002.5 |
| PP |
2,992.3 |
2,994.3 |
| S1 |
2,985.2 |
2,986.2 |
|