| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,915 |
17,935 |
20 |
0.1% |
17,873 |
| High |
17,993 |
18,012 |
19 |
0.1% |
17,909 |
| Low |
17,903 |
17,903 |
0 |
0.0% |
17,648 |
| Close |
17,933 |
17,995 |
62 |
0.3% |
17,800 |
| Range |
90 |
109 |
19 |
21.1% |
261 |
| ATR |
171 |
167 |
-4 |
-2.6% |
0 |
| Volume |
94,989 |
101,974 |
6,985 |
7.4% |
525,686 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,297 |
18,255 |
18,055 |
|
| R3 |
18,188 |
18,146 |
18,025 |
|
| R2 |
18,079 |
18,079 |
18,015 |
|
| R1 |
18,037 |
18,037 |
18,005 |
18,058 |
| PP |
17,970 |
17,970 |
17,970 |
17,981 |
| S1 |
17,928 |
17,928 |
17,985 |
17,949 |
| S2 |
17,861 |
17,861 |
17,975 |
|
| S3 |
17,752 |
17,819 |
17,965 |
|
| S4 |
17,643 |
17,710 |
17,935 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,569 |
18,445 |
17,944 |
|
| R3 |
18,308 |
18,184 |
17,872 |
|
| R2 |
18,047 |
18,047 |
17,848 |
|
| R1 |
17,923 |
17,923 |
17,824 |
17,855 |
| PP |
17,786 |
17,786 |
17,786 |
17,751 |
| S1 |
17,662 |
17,662 |
17,776 |
17,594 |
| S2 |
17,525 |
17,525 |
17,752 |
|
| S3 |
17,264 |
17,401 |
17,728 |
|
| S4 |
17,003 |
17,140 |
17,657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,012 |
17,677 |
335 |
1.9% |
135 |
0.7% |
95% |
True |
False |
116,768 |
| 10 |
18,012 |
17,648 |
364 |
2.0% |
138 |
0.8% |
95% |
True |
False |
115,882 |
| 20 |
18,012 |
17,297 |
715 |
4.0% |
176 |
1.0% |
98% |
True |
False |
138,297 |
| 40 |
18,083 |
17,297 |
786 |
4.4% |
178 |
1.0% |
89% |
False |
False |
141,751 |
| 60 |
18,083 |
17,023 |
1,060 |
5.9% |
177 |
1.0% |
92% |
False |
False |
140,872 |
| 80 |
18,083 |
15,900 |
2,183 |
12.1% |
189 |
1.0% |
96% |
False |
False |
109,044 |
| 100 |
18,083 |
15,299 |
2,784 |
15.5% |
216 |
1.2% |
97% |
False |
False |
87,260 |
| 120 |
18,083 |
15,299 |
2,784 |
15.5% |
222 |
1.2% |
97% |
False |
False |
72,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,475 |
|
2.618 |
18,297 |
|
1.618 |
18,188 |
|
1.000 |
18,121 |
|
0.618 |
18,079 |
|
HIGH |
18,012 |
|
0.618 |
17,970 |
|
0.500 |
17,958 |
|
0.382 |
17,945 |
|
LOW |
17,903 |
|
0.618 |
17,836 |
|
1.000 |
17,794 |
|
1.618 |
17,727 |
|
2.618 |
17,618 |
|
4.250 |
17,440 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,983 |
17,962 |
| PP |
17,970 |
17,929 |
| S1 |
17,958 |
17,896 |
|