| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,091.25 |
2,085.00 |
-6.25 |
-0.3% |
2,043.75 |
| High |
2,095.25 |
2,090.75 |
-4.50 |
-0.2% |
2,090.25 |
| Low |
2,078.00 |
2,075.00 |
-3.00 |
-0.1% |
2,032.75 |
| Close |
2,086.75 |
2,089.50 |
2.75 |
0.1% |
2,089.00 |
| Range |
17.25 |
15.75 |
-1.50 |
-8.7% |
57.50 |
| ATR |
21.05 |
20.67 |
-0.38 |
-1.8% |
0.00 |
| Volume |
12,610 |
35,308 |
22,698 |
180.0% |
47,015 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.25 |
2,126.75 |
2,098.25 |
|
| R3 |
2,116.50 |
2,111.00 |
2,093.75 |
|
| R2 |
2,100.75 |
2,100.75 |
2,092.50 |
|
| R1 |
2,095.25 |
2,095.25 |
2,091.00 |
2,098.00 |
| PP |
2,085.00 |
2,085.00 |
2,085.00 |
2,086.50 |
| S1 |
2,079.50 |
2,079.50 |
2,088.00 |
2,082.25 |
| S2 |
2,069.25 |
2,069.25 |
2,086.50 |
|
| S3 |
2,053.50 |
2,063.75 |
2,085.25 |
|
| S4 |
2,037.75 |
2,048.00 |
2,080.75 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.25 |
2,223.50 |
2,120.50 |
|
| R3 |
2,185.75 |
2,166.00 |
2,104.75 |
|
| R2 |
2,128.25 |
2,128.25 |
2,099.50 |
|
| R1 |
2,108.50 |
2,108.50 |
2,094.25 |
2,118.50 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,075.50 |
| S1 |
2,051.00 |
2,051.00 |
2,083.75 |
2,061.00 |
| S2 |
2,013.25 |
2,013.25 |
2,078.50 |
|
| S3 |
1,955.75 |
1,993.50 |
2,073.25 |
|
| S4 |
1,898.25 |
1,936.00 |
2,057.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,095.25 |
2,065.75 |
29.50 |
1.4% |
14.25 |
0.7% |
81% |
False |
False |
15,821 |
| 10 |
2,095.25 |
2,014.00 |
81.25 |
3.9% |
18.75 |
0.9% |
93% |
False |
False |
11,502 |
| 20 |
2,095.25 |
2,014.00 |
81.25 |
3.9% |
21.25 |
1.0% |
93% |
False |
False |
9,272 |
| 40 |
2,097.00 |
2,014.00 |
83.00 |
4.0% |
21.75 |
1.0% |
91% |
False |
False |
6,338 |
| 60 |
2,097.00 |
1,950.50 |
146.50 |
7.0% |
21.50 |
1.0% |
95% |
False |
False |
4,700 |
| 80 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
24.25 |
1.2% |
98% |
False |
False |
3,602 |
| 100 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
29.00 |
1.4% |
98% |
False |
False |
3,003 |
| 120 |
2,097.00 |
1,787.50 |
309.50 |
14.8% |
29.75 |
1.4% |
98% |
False |
False |
2,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.75 |
|
2.618 |
2,132.00 |
|
1.618 |
2,116.25 |
|
1.000 |
2,106.50 |
|
0.618 |
2,100.50 |
|
HIGH |
2,090.75 |
|
0.618 |
2,084.75 |
|
0.500 |
2,083.00 |
|
0.382 |
2,081.00 |
|
LOW |
2,075.00 |
|
0.618 |
2,065.25 |
|
1.000 |
2,059.25 |
|
1.618 |
2,049.50 |
|
2.618 |
2,033.75 |
|
4.250 |
2,008.00 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.25 |
2,088.00 |
| PP |
2,085.00 |
2,086.50 |
| S1 |
2,083.00 |
2,085.00 |
|