| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3,002.0 |
2,976.0 |
-26.0 |
-0.9% |
2,986.0 |
| High |
3,002.0 |
2,976.0 |
-26.0 |
-0.9% |
3,039.0 |
| Low |
2,966.0 |
2,881.0 |
-85.0 |
-2.9% |
2,881.0 |
| Close |
2,977.0 |
2,901.0 |
-76.0 |
-2.6% |
2,901.0 |
| Range |
36.0 |
95.0 |
59.0 |
163.9% |
158.0 |
| ATR |
45.9 |
49.4 |
3.6 |
7.8% |
0.0 |
| Volume |
404,189 |
1,123,057 |
718,868 |
177.9% |
2,296,004 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,204.3 |
3,147.7 |
2,953.3 |
|
| R3 |
3,109.3 |
3,052.7 |
2,927.1 |
|
| R2 |
3,014.3 |
3,014.3 |
2,918.4 |
|
| R1 |
2,957.7 |
2,957.7 |
2,909.7 |
2,938.5 |
| PP |
2,919.3 |
2,919.3 |
2,919.3 |
2,909.8 |
| S1 |
2,862.7 |
2,862.7 |
2,892.3 |
2,843.5 |
| S2 |
2,824.3 |
2,824.3 |
2,883.6 |
|
| S3 |
2,729.3 |
2,767.7 |
2,874.9 |
|
| S4 |
2,634.3 |
2,672.7 |
2,848.8 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,414.3 |
3,315.7 |
2,987.9 |
|
| R3 |
3,256.3 |
3,157.7 |
2,944.5 |
|
| R2 |
3,098.3 |
3,098.3 |
2,930.0 |
|
| R1 |
2,999.7 |
2,999.7 |
2,915.5 |
2,970.0 |
| PP |
2,940.3 |
2,940.3 |
2,940.3 |
2,925.5 |
| S1 |
2,841.7 |
2,841.7 |
2,886.5 |
2,812.0 |
| S2 |
2,782.3 |
2,782.3 |
2,872.0 |
|
| S3 |
2,624.3 |
2,683.7 |
2,857.6 |
|
| S4 |
2,466.3 |
2,525.7 |
2,814.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,039.0 |
2,881.0 |
158.0 |
5.4% |
45.2 |
1.6% |
13% |
False |
True |
459,200 |
| 10 |
3,078.0 |
2,881.0 |
197.0 |
6.8% |
43.1 |
1.5% |
10% |
False |
True |
257,602 |
| 20 |
3,078.0 |
2,866.0 |
212.0 |
7.3% |
46.5 |
1.6% |
17% |
False |
False |
134,274 |
| 40 |
3,078.0 |
2,845.0 |
233.0 |
8.0% |
45.2 |
1.6% |
24% |
False |
False |
70,983 |
| 60 |
3,078.0 |
2,763.0 |
315.0 |
10.9% |
46.4 |
1.6% |
44% |
False |
False |
50,546 |
| 80 |
3,078.0 |
2,726.0 |
352.0 |
12.1% |
42.2 |
1.5% |
50% |
False |
False |
39,308 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
16.4% |
39.2 |
1.4% |
63% |
False |
False |
31,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,379.8 |
|
2.618 |
3,224.7 |
|
1.618 |
3,129.7 |
|
1.000 |
3,071.0 |
|
0.618 |
3,034.7 |
|
HIGH |
2,976.0 |
|
0.618 |
2,939.7 |
|
0.500 |
2,928.5 |
|
0.382 |
2,917.3 |
|
LOW |
2,881.0 |
|
0.618 |
2,822.3 |
|
1.000 |
2,786.0 |
|
1.618 |
2,727.3 |
|
2.618 |
2,632.3 |
|
4.250 |
2,477.3 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.5 |
2,951.5 |
| PP |
2,919.3 |
2,934.7 |
| S1 |
2,910.2 |
2,917.8 |
|