| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,719 |
17,704 |
-15 |
-0.1% |
17,780 |
| High |
17,749 |
17,835 |
86 |
0.5% |
17,816 |
| Low |
17,590 |
17,679 |
89 |
0.5% |
17,560 |
| Close |
17,702 |
17,814 |
112 |
0.6% |
17,702 |
| Range |
159 |
156 |
-3 |
-1.9% |
256 |
| ATR |
165 |
165 |
-1 |
-0.4% |
0 |
| Volume |
882 |
3,189 |
2,307 |
261.6% |
2,203 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,244 |
18,185 |
17,900 |
|
| R3 |
18,088 |
18,029 |
17,857 |
|
| R2 |
17,932 |
17,932 |
17,843 |
|
| R1 |
17,873 |
17,873 |
17,828 |
17,903 |
| PP |
17,776 |
17,776 |
17,776 |
17,791 |
| S1 |
17,717 |
17,717 |
17,800 |
17,747 |
| S2 |
17,620 |
17,620 |
17,786 |
|
| S3 |
17,464 |
17,561 |
17,771 |
|
| S4 |
17,308 |
17,405 |
17,728 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,461 |
18,337 |
17,843 |
|
| R3 |
18,205 |
18,081 |
17,773 |
|
| R2 |
17,949 |
17,949 |
17,749 |
|
| R1 |
17,825 |
17,825 |
17,726 |
17,759 |
| PP |
17,693 |
17,693 |
17,693 |
17,660 |
| S1 |
17,569 |
17,569 |
17,679 |
17,503 |
| S2 |
17,437 |
17,437 |
17,655 |
|
| S3 |
17,181 |
17,313 |
17,632 |
|
| S4 |
16,925 |
17,057 |
17,561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,835 |
17,560 |
275 |
1.5% |
162 |
0.9% |
92% |
True |
False |
1,078 |
| 10 |
17,835 |
17,344 |
491 |
2.8% |
150 |
0.8% |
96% |
True |
False |
1,048 |
| 20 |
17,835 |
17,208 |
627 |
3.5% |
173 |
1.0% |
97% |
True |
False |
659 |
| 40 |
17,989 |
17,208 |
781 |
4.4% |
164 |
0.9% |
78% |
False |
False |
378 |
| 60 |
17,989 |
16,900 |
1,089 |
6.1% |
154 |
0.9% |
84% |
False |
False |
279 |
| 80 |
17,989 |
15,450 |
2,539 |
14.3% |
146 |
0.8% |
93% |
False |
False |
213 |
| 100 |
17,989 |
15,450 |
2,539 |
14.3% |
149 |
0.8% |
93% |
False |
False |
172 |
| 120 |
17,989 |
15,450 |
2,539 |
14.3% |
134 |
0.8% |
93% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,498 |
|
2.618 |
18,244 |
|
1.618 |
18,088 |
|
1.000 |
17,991 |
|
0.618 |
17,932 |
|
HIGH |
17,835 |
|
0.618 |
17,776 |
|
0.500 |
17,757 |
|
0.382 |
17,739 |
|
LOW |
17,679 |
|
0.618 |
17,583 |
|
1.000 |
17,523 |
|
1.618 |
17,427 |
|
2.618 |
17,271 |
|
4.250 |
17,016 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,795 |
17,780 |
| PP |
17,776 |
17,746 |
| S1 |
17,757 |
17,713 |
|