| 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 |
1,212.5 |
1,215.7 |
3.2 |
0.3% |
1,251.7 |
| High |
1,217.6 |
1,219.8 |
2.2 |
0.2% |
1,256.8 |
| Low |
1,199.0 |
1,205.4 |
6.4 |
0.5% |
1,206.4 |
| Close |
1,214.8 |
1,211.9 |
-2.9 |
-0.2% |
1,213.8 |
| Range |
18.6 |
14.4 |
-4.2 |
-22.6% |
50.4 |
| ATR |
19.2 |
18.8 |
-0.3 |
-1.8% |
0.0 |
| Volume |
6,432 |
2,717 |
-3,715 |
-57.8% |
1,051,239 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.6 |
1,248.1 |
1,219.8 |
|
| R3 |
1,241.2 |
1,233.7 |
1,215.9 |
|
| R2 |
1,226.8 |
1,226.8 |
1,214.5 |
|
| R1 |
1,219.3 |
1,219.3 |
1,213.2 |
1,215.9 |
| PP |
1,212.4 |
1,212.4 |
1,212.4 |
1,210.6 |
| S1 |
1,204.9 |
1,204.9 |
1,210.6 |
1,201.5 |
| S2 |
1,198.0 |
1,198.0 |
1,209.3 |
|
| S3 |
1,183.6 |
1,190.5 |
1,207.9 |
|
| S4 |
1,169.2 |
1,176.1 |
1,204.0 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.9 |
1,345.7 |
1,241.5 |
|
| R3 |
1,326.5 |
1,295.3 |
1,227.7 |
|
| R2 |
1,276.1 |
1,276.1 |
1,223.0 |
|
| R1 |
1,244.9 |
1,244.9 |
1,218.4 |
1,235.3 |
| PP |
1,225.7 |
1,225.7 |
1,225.7 |
1,220.9 |
| S1 |
1,194.5 |
1,194.5 |
1,209.2 |
1,184.9 |
| S2 |
1,175.3 |
1,175.3 |
1,204.6 |
|
| S3 |
1,124.9 |
1,144.1 |
1,199.9 |
|
| S4 |
1,074.5 |
1,093.7 |
1,186.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,234.6 |
1,199.0 |
35.6 |
2.9% |
15.7 |
1.3% |
36% |
False |
False |
103,742 |
| 10 |
1,283.5 |
1,199.0 |
84.5 |
7.0% |
17.5 |
1.4% |
15% |
False |
False |
176,919 |
| 20 |
1,297.7 |
1,199.0 |
98.7 |
8.1% |
17.7 |
1.5% |
13% |
False |
False |
192,488 |
| 40 |
1,306.0 |
1,199.0 |
107.0 |
8.8% |
18.4 |
1.5% |
12% |
False |
False |
186,892 |
| 60 |
1,306.0 |
1,199.0 |
107.0 |
8.8% |
19.8 |
1.6% |
12% |
False |
False |
150,012 |
| 80 |
1,306.0 |
1,165.6 |
140.4 |
11.6% |
21.5 |
1.8% |
33% |
False |
False |
115,200 |
| 100 |
1,306.0 |
1,071.8 |
234.2 |
19.3% |
20.3 |
1.7% |
60% |
False |
False |
93,328 |
| 120 |
1,306.0 |
1,048.3 |
257.7 |
21.3% |
19.1 |
1.6% |
63% |
False |
False |
78,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,281.0 |
|
2.618 |
1,257.5 |
|
1.618 |
1,243.1 |
|
1.000 |
1,234.2 |
|
0.618 |
1,228.7 |
|
HIGH |
1,219.8 |
|
0.618 |
1,214.3 |
|
0.500 |
1,212.6 |
|
0.382 |
1,210.9 |
|
LOW |
1,205.4 |
|
0.618 |
1,196.5 |
|
1.000 |
1,191.0 |
|
1.618 |
1,182.1 |
|
2.618 |
1,167.7 |
|
4.250 |
1,144.2 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,212.6 |
1,211.6 |
| PP |
1,212.4 |
1,211.4 |
| S1 |
1,212.1 |
1,211.1 |
|