| 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 |
5,266.0 |
5,320.0 |
54.0 |
1.0% |
5,360.0 |
| High |
5,314.0 |
5,341.0 |
27.0 |
0.5% |
5,367.0 |
| Low |
5,266.0 |
5,315.0 |
49.0 |
0.9% |
5,231.0 |
| Close |
5,312.0 |
5,327.0 |
15.0 |
0.3% |
5,272.0 |
| Range |
48.0 |
26.0 |
-22.0 |
-45.8% |
136.0 |
| ATR |
46.2 |
45.0 |
-1.2 |
-2.7% |
0.0 |
| Volume |
33 |
954 |
921 |
2,790.9% |
367 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,405.7 |
5,392.3 |
5,341.3 |
|
| R3 |
5,379.7 |
5,366.3 |
5,334.2 |
|
| R2 |
5,353.7 |
5,353.7 |
5,331.8 |
|
| R1 |
5,340.3 |
5,340.3 |
5,329.4 |
5,347.0 |
| PP |
5,327.7 |
5,327.7 |
5,327.7 |
5,331.0 |
| S1 |
5,314.3 |
5,314.3 |
5,324.6 |
5,321.0 |
| S2 |
5,301.7 |
5,301.7 |
5,322.2 |
|
| S3 |
5,275.7 |
5,288.3 |
5,319.9 |
|
| S4 |
5,249.7 |
5,262.3 |
5,312.7 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,698.0 |
5,621.0 |
5,346.8 |
|
| R3 |
5,562.0 |
5,485.0 |
5,309.4 |
|
| R2 |
5,426.0 |
5,426.0 |
5,296.9 |
|
| R1 |
5,349.0 |
5,349.0 |
5,284.5 |
5,319.5 |
| PP |
5,290.0 |
5,290.0 |
5,290.0 |
5,275.3 |
| S1 |
5,213.0 |
5,213.0 |
5,259.5 |
5,183.5 |
| S2 |
5,154.0 |
5,154.0 |
5,247.1 |
|
| S3 |
5,018.0 |
5,077.0 |
5,234.6 |
|
| S4 |
4,882.0 |
4,941.0 |
5,197.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,341.0 |
5,231.0 |
110.0 |
2.1% |
34.4 |
0.6% |
87% |
True |
False |
215 |
| 10 |
5,372.0 |
5,231.0 |
141.0 |
2.6% |
30.9 |
0.6% |
68% |
False |
False |
166 |
| 20 |
5,372.0 |
5,231.0 |
141.0 |
2.6% |
31.4 |
0.6% |
68% |
False |
False |
117 |
| 40 |
5,372.0 |
4,852.0 |
520.0 |
9.8% |
23.7 |
0.4% |
91% |
False |
False |
121 |
| 60 |
5,372.0 |
4,836.0 |
536.0 |
10.1% |
22.2 |
0.4% |
92% |
False |
False |
92 |
| 80 |
5,372.0 |
4,633.0 |
739.0 |
13.9% |
16.8 |
0.3% |
94% |
False |
False |
69 |
| 100 |
5,372.0 |
4,600.0 |
772.0 |
14.5% |
15.4 |
0.3% |
94% |
False |
False |
58 |
| 120 |
5,372.0 |
4,600.0 |
772.0 |
14.5% |
12.8 |
0.2% |
94% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,451.5 |
|
2.618 |
5,409.1 |
|
1.618 |
5,383.1 |
|
1.000 |
5,367.0 |
|
0.618 |
5,357.1 |
|
HIGH |
5,341.0 |
|
0.618 |
5,331.1 |
|
0.500 |
5,328.0 |
|
0.382 |
5,324.9 |
|
LOW |
5,315.0 |
|
0.618 |
5,298.9 |
|
1.000 |
5,289.0 |
|
1.618 |
5,272.9 |
|
2.618 |
5,246.9 |
|
4.250 |
5,204.5 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,328.0 |
5,319.2 |
| PP |
5,327.7 |
5,311.3 |
| S1 |
5,327.3 |
5,303.5 |
|