| 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 |
4,503.00 |
4,511.25 |
8.25 |
0.2% |
4,509.75 |
| High |
4,522.25 |
4,514.25 |
-8.00 |
-0.2% |
4,529.75 |
| Low |
4,496.00 |
4,485.75 |
-10.25 |
-0.2% |
4,471.50 |
| Close |
4,511.00 |
4,504.50 |
-6.50 |
-0.1% |
4,501.25 |
| Range |
26.25 |
28.50 |
2.25 |
8.6% |
58.25 |
| ATR |
48.92 |
47.46 |
-1.46 |
-3.0% |
0.00 |
| Volume |
16,503 |
61,578 |
45,075 |
273.1% |
6,078 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,587.00 |
4,574.25 |
4,520.25 |
|
| R3 |
4,558.50 |
4,545.75 |
4,512.25 |
|
| R2 |
4,530.00 |
4,530.00 |
4,509.75 |
|
| R1 |
4,517.25 |
4,517.25 |
4,507.00 |
4,509.50 |
| PP |
4,501.50 |
4,501.50 |
4,501.50 |
4,497.50 |
| S1 |
4,488.75 |
4,488.75 |
4,502.00 |
4,481.00 |
| S2 |
4,473.00 |
4,473.00 |
4,499.25 |
|
| S3 |
4,444.50 |
4,460.25 |
4,496.75 |
|
| S4 |
4,416.00 |
4,431.75 |
4,488.75 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,675.50 |
4,646.75 |
4,533.25 |
|
| R3 |
4,617.25 |
4,588.50 |
4,517.25 |
|
| R2 |
4,559.00 |
4,559.00 |
4,512.00 |
|
| R1 |
4,530.25 |
4,530.25 |
4,506.50 |
4,515.50 |
| PP |
4,500.75 |
4,500.75 |
4,500.75 |
4,493.50 |
| S1 |
4,472.00 |
4,472.00 |
4,496.00 |
4,457.25 |
| S2 |
4,442.50 |
4,442.50 |
4,490.50 |
|
| S3 |
4,384.25 |
4,413.75 |
4,485.25 |
|
| S4 |
4,326.00 |
4,355.50 |
4,469.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,537.25 |
4,471.50 |
65.75 |
1.5% |
35.75 |
0.8% |
50% |
False |
False |
17,486 |
| 10 |
4,537.25 |
4,456.25 |
81.00 |
1.8% |
34.25 |
0.8% |
60% |
False |
False |
9,289 |
| 20 |
4,537.25 |
4,273.50 |
263.75 |
5.9% |
50.25 |
1.1% |
88% |
False |
False |
4,799 |
| 40 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
53.75 |
1.2% |
77% |
False |
False |
2,456 |
| 60 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
54.00 |
1.2% |
77% |
False |
False |
1,665 |
| 80 |
4,576.50 |
4,101.75 |
474.75 |
10.5% |
49.25 |
1.1% |
85% |
False |
False |
1,252 |
| 100 |
4,576.50 |
3,902.00 |
674.50 |
15.0% |
47.50 |
1.1% |
89% |
False |
False |
1,001 |
| 120 |
4,681.75 |
3,902.00 |
779.75 |
17.3% |
48.75 |
1.1% |
77% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,635.50 |
|
2.618 |
4,588.75 |
|
1.618 |
4,560.25 |
|
1.000 |
4,542.75 |
|
0.618 |
4,531.75 |
|
HIGH |
4,514.25 |
|
0.618 |
4,503.25 |
|
0.500 |
4,500.00 |
|
0.382 |
4,496.75 |
|
LOW |
4,485.75 |
|
0.618 |
4,468.25 |
|
1.000 |
4,457.25 |
|
1.618 |
4,439.75 |
|
2.618 |
4,411.25 |
|
4.250 |
4,364.50 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,503.00 |
4,511.50 |
| PP |
4,501.50 |
4,509.25 |
| S1 |
4,500.00 |
4,506.75 |
|