| 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 |
2,986.0 |
2,997.0 |
11.0 |
0.4% |
3,075.0 |
| High |
2,997.0 |
3,039.0 |
42.0 |
1.4% |
3,078.0 |
| Low |
2,973.0 |
2,997.0 |
24.0 |
0.8% |
2,962.0 |
| Close |
2,990.0 |
3,028.0 |
38.0 |
1.3% |
2,978.0 |
| Range |
24.0 |
42.0 |
18.0 |
75.0% |
116.0 |
| ATR |
47.3 |
47.4 |
0.1 |
0.3% |
0.0 |
| Volume |
143,564 |
236,459 |
92,895 |
64.7% |
277,795 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,147.3 |
3,129.7 |
3,051.1 |
|
| R3 |
3,105.3 |
3,087.7 |
3,039.6 |
|
| R2 |
3,063.3 |
3,063.3 |
3,035.7 |
|
| R1 |
3,045.7 |
3,045.7 |
3,031.9 |
3,054.5 |
| PP |
3,021.3 |
3,021.3 |
3,021.3 |
3,025.8 |
| S1 |
3,003.7 |
3,003.7 |
3,024.2 |
3,012.5 |
| S2 |
2,979.3 |
2,979.3 |
3,020.3 |
|
| S3 |
2,937.3 |
2,961.7 |
3,016.5 |
|
| S4 |
2,895.3 |
2,919.7 |
3,004.9 |
|
|
| 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 |
3,043.0 |
2,962.0 |
81.0 |
2.7% |
41.4 |
1.4% |
81% |
False |
False |
97,514 |
| 10 |
3,078.0 |
2,892.0 |
186.0 |
6.1% |
44.7 |
1.5% |
73% |
False |
False |
66,483 |
| 20 |
3,078.0 |
2,866.0 |
212.0 |
7.0% |
45.4 |
1.5% |
76% |
False |
False |
39,734 |
| 40 |
3,078.0 |
2,823.0 |
255.0 |
8.4% |
44.9 |
1.5% |
80% |
False |
False |
23,107 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.4% |
45.0 |
1.5% |
84% |
False |
False |
18,628 |
| 80 |
3,078.0 |
2,644.0 |
434.0 |
14.3% |
40.5 |
1.3% |
88% |
False |
False |
15,361 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
15.7% |
38.7 |
1.3% |
89% |
False |
False |
12,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,217.5 |
|
2.618 |
3,149.0 |
|
1.618 |
3,107.0 |
|
1.000 |
3,081.0 |
|
0.618 |
3,065.0 |
|
HIGH |
3,039.0 |
|
0.618 |
3,023.0 |
|
0.500 |
3,018.0 |
|
0.382 |
3,013.0 |
|
LOW |
2,997.0 |
|
0.618 |
2,971.0 |
|
1.000 |
2,955.0 |
|
1.618 |
2,929.0 |
|
2.618 |
2,887.0 |
|
4.250 |
2,818.5 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.7 |
3,018.8 |
| PP |
3,021.3 |
3,009.7 |
| S1 |
3,018.0 |
3,000.5 |
|