| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,215.7 |
1,212.4 |
-3.3 |
-0.3% |
1,251.7 |
| High |
1,219.8 |
1,217.0 |
-2.8 |
-0.2% |
1,256.8 |
| Low |
1,205.4 |
1,209.6 |
4.2 |
0.3% |
1,206.4 |
| Close |
1,211.9 |
1,209.8 |
-2.1 |
-0.2% |
1,213.8 |
| Range |
14.4 |
7.4 |
-7.0 |
-48.6% |
50.4 |
| ATR |
18.8 |
18.0 |
-0.8 |
-4.3% |
0.0 |
| Volume |
2,717 |
1,627 |
-1,090 |
-40.1% |
1,051,239 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.3 |
1,229.5 |
1,213.9 |
|
| R3 |
1,226.9 |
1,222.1 |
1,211.8 |
|
| R2 |
1,219.5 |
1,219.5 |
1,211.2 |
|
| R1 |
1,214.7 |
1,214.7 |
1,210.5 |
1,213.4 |
| PP |
1,212.1 |
1,212.1 |
1,212.1 |
1,211.5 |
| S1 |
1,207.3 |
1,207.3 |
1,209.1 |
1,206.0 |
| S2 |
1,204.7 |
1,204.7 |
1,208.4 |
|
| S3 |
1,197.3 |
1,199.9 |
1,207.8 |
|
| S4 |
1,189.9 |
1,192.5 |
1,205.7 |
|
|
| 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% |
14.7 |
1.2% |
30% |
False |
False |
54,858 |
| 10 |
1,262.3 |
1,199.0 |
63.3 |
5.2% |
15.5 |
1.3% |
17% |
False |
False |
153,723 |
| 20 |
1,297.7 |
1,199.0 |
98.7 |
8.2% |
17.1 |
1.4% |
11% |
False |
False |
181,922 |
| 40 |
1,306.0 |
1,199.0 |
107.0 |
8.8% |
18.2 |
1.5% |
10% |
False |
False |
183,549 |
| 60 |
1,306.0 |
1,199.0 |
107.0 |
8.8% |
19.7 |
1.6% |
10% |
False |
False |
149,699 |
| 80 |
1,306.0 |
1,182.2 |
123.8 |
10.2% |
21.2 |
1.7% |
22% |
False |
False |
115,128 |
| 100 |
1,306.0 |
1,071.8 |
234.2 |
19.4% |
20.2 |
1.7% |
59% |
False |
False |
93,317 |
| 120 |
1,306.0 |
1,048.3 |
257.7 |
21.3% |
19.0 |
1.6% |
63% |
False |
False |
78,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,248.5 |
|
2.618 |
1,236.4 |
|
1.618 |
1,229.0 |
|
1.000 |
1,224.4 |
|
0.618 |
1,221.6 |
|
HIGH |
1,217.0 |
|
0.618 |
1,214.2 |
|
0.500 |
1,213.3 |
|
0.382 |
1,212.4 |
|
LOW |
1,209.6 |
|
0.618 |
1,205.0 |
|
1.000 |
1,202.2 |
|
1.618 |
1,197.6 |
|
2.618 |
1,190.2 |
|
4.250 |
1,178.2 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,213.3 |
1,209.7 |
| PP |
1,212.1 |
1,209.5 |
| S1 |
1,211.0 |
1,209.4 |
|