| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,221.6 |
1,218.5 |
-3.1 |
-0.3% |
1,220.9 |
| High |
1,225.2 |
1,252.9 |
27.7 |
2.3% |
1,252.9 |
| Low |
1,217.7 |
1,214.9 |
-2.8 |
-0.2% |
1,207.0 |
| Close |
1,218.3 |
1,248.5 |
30.2 |
2.5% |
1,248.5 |
| Range |
7.5 |
38.0 |
30.5 |
406.7% |
45.9 |
| ATR |
17.2 |
18.6 |
1.5 |
8.7% |
0.0 |
| Volume |
2,684 |
6,916 |
4,232 |
157.7% |
19,597 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.8 |
1,338.6 |
1,269.4 |
|
| R3 |
1,314.8 |
1,300.6 |
1,259.0 |
|
| R2 |
1,276.8 |
1,276.8 |
1,255.5 |
|
| R1 |
1,262.6 |
1,262.6 |
1,252.0 |
1,269.7 |
| PP |
1,238.8 |
1,238.8 |
1,238.8 |
1,242.3 |
| S1 |
1,224.6 |
1,224.6 |
1,245.0 |
1,231.7 |
| S2 |
1,200.8 |
1,200.8 |
1,241.5 |
|
| S3 |
1,162.8 |
1,186.6 |
1,238.1 |
|
| S4 |
1,124.8 |
1,148.6 |
1,227.6 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.8 |
1,357.1 |
1,273.7 |
|
| R3 |
1,327.9 |
1,311.2 |
1,261.1 |
|
| R2 |
1,282.0 |
1,282.0 |
1,256.9 |
|
| R1 |
1,265.3 |
1,265.3 |
1,252.7 |
1,273.7 |
| PP |
1,236.1 |
1,236.1 |
1,236.1 |
1,240.3 |
| S1 |
1,219.4 |
1,219.4 |
1,244.3 |
1,227.8 |
| S2 |
1,190.2 |
1,190.2 |
1,240.1 |
|
| S3 |
1,144.3 |
1,173.5 |
1,235.9 |
|
| S4 |
1,098.4 |
1,127.6 |
1,223.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,252.9 |
1,207.0 |
45.9 |
3.7% |
18.9 |
1.5% |
90% |
True |
False |
4,834 |
| 10 |
1,269.2 |
1,207.0 |
62.2 |
5.0% |
16.8 |
1.3% |
67% |
False |
False |
5,808 |
| 20 |
1,303.7 |
1,207.0 |
96.7 |
7.7% |
17.1 |
1.4% |
43% |
False |
False |
6,097 |
| 40 |
1,311.5 |
1,207.0 |
104.5 |
8.4% |
17.3 |
1.4% |
40% |
False |
False |
4,437 |
| 60 |
1,311.5 |
1,207.0 |
104.5 |
8.4% |
18.4 |
1.5% |
40% |
False |
False |
3,654 |
| 80 |
1,311.5 |
1,184.5 |
127.0 |
10.2% |
20.0 |
1.6% |
50% |
False |
False |
3,234 |
| 100 |
1,311.5 |
1,073.7 |
237.8 |
19.0% |
18.9 |
1.5% |
74% |
False |
False |
2,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.4 |
|
2.618 |
1,352.4 |
|
1.618 |
1,314.4 |
|
1.000 |
1,290.9 |
|
0.618 |
1,276.4 |
|
HIGH |
1,252.9 |
|
0.618 |
1,238.4 |
|
0.500 |
1,233.9 |
|
0.382 |
1,229.4 |
|
LOW |
1,214.9 |
|
0.618 |
1,191.4 |
|
1.000 |
1,176.9 |
|
1.618 |
1,153.4 |
|
2.618 |
1,115.4 |
|
4.250 |
1,053.4 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.6 |
1,243.5 |
| PP |
1,238.8 |
1,238.5 |
| S1 |
1,233.9 |
1,233.5 |
|