| 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 |
2,088.50 |
2,099.25 |
10.75 |
0.5% |
2,091.25 |
| High |
2,103.25 |
2,108.75 |
5.50 |
0.3% |
2,097.25 |
| Low |
2,085.25 |
2,098.00 |
12.75 |
0.6% |
2,074.00 |
| Close |
2,099.50 |
2,101.50 |
2.00 |
0.1% |
2,089.00 |
| Range |
18.00 |
10.75 |
-7.25 |
-40.3% |
23.25 |
| ATR |
20.47 |
19.78 |
-0.69 |
-3.4% |
0.00 |
| Volume |
63,268 |
74,113 |
10,845 |
17.1% |
107,748 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.00 |
2,129.00 |
2,107.50 |
|
| R3 |
2,124.25 |
2,118.25 |
2,104.50 |
|
| R2 |
2,113.50 |
2,113.50 |
2,103.50 |
|
| R1 |
2,107.50 |
2,107.50 |
2,102.50 |
2,110.50 |
| PP |
2,102.75 |
2,102.75 |
2,102.75 |
2,104.25 |
| S1 |
2,096.75 |
2,096.75 |
2,100.50 |
2,099.75 |
| S2 |
2,092.00 |
2,092.00 |
2,099.50 |
|
| S3 |
2,081.25 |
2,086.00 |
2,098.50 |
|
| S4 |
2,070.50 |
2,075.25 |
2,095.50 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,146.00 |
2,101.75 |
|
| R3 |
2,133.25 |
2,122.75 |
2,095.50 |
|
| R2 |
2,110.00 |
2,110.00 |
2,093.25 |
|
| R1 |
2,099.50 |
2,099.50 |
2,091.25 |
2,093.00 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,083.50 |
| S1 |
2,076.25 |
2,076.25 |
2,086.75 |
2,070.00 |
| S2 |
2,063.50 |
2,063.50 |
2,084.75 |
|
| S3 |
2,040.25 |
2,053.00 |
2,082.50 |
|
| S4 |
2,017.00 |
2,029.75 |
2,076.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.75 |
2,074.00 |
34.75 |
1.7% |
17.00 |
0.8% |
79% |
True |
False |
46,503 |
| 10 |
2,108.75 |
2,032.75 |
76.00 |
3.6% |
17.75 |
0.8% |
90% |
True |
False |
28,528 |
| 20 |
2,108.75 |
2,014.00 |
94.75 |
4.5% |
21.00 |
1.0% |
92% |
True |
False |
17,893 |
| 40 |
2,108.75 |
2,014.00 |
94.75 |
4.5% |
20.75 |
1.0% |
92% |
True |
False |
10,988 |
| 60 |
2,108.75 |
1,988.00 |
120.75 |
5.7% |
20.75 |
1.0% |
94% |
True |
False |
7,960 |
| 80 |
2,108.75 |
1,807.00 |
301.75 |
14.4% |
23.00 |
1.1% |
98% |
True |
False |
6,052 |
| 100 |
2,108.75 |
1,787.50 |
321.25 |
15.3% |
27.75 |
1.3% |
98% |
True |
False |
4,940 |
| 120 |
2,108.75 |
1,787.50 |
321.25 |
15.3% |
29.00 |
1.4% |
98% |
True |
False |
4,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.50 |
|
2.618 |
2,137.00 |
|
1.618 |
2,126.25 |
|
1.000 |
2,119.50 |
|
0.618 |
2,115.50 |
|
HIGH |
2,108.75 |
|
0.618 |
2,104.75 |
|
0.500 |
2,103.50 |
|
0.382 |
2,102.00 |
|
LOW |
2,098.00 |
|
0.618 |
2,091.25 |
|
1.000 |
2,087.25 |
|
1.618 |
2,080.50 |
|
2.618 |
2,069.75 |
|
4.250 |
2,052.25 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,103.50 |
2,098.00 |
| PP |
2,102.75 |
2,094.75 |
| S1 |
2,102.00 |
2,091.50 |
|