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 |
5,418.0 |
5,355.0 |
-63.0 |
-1.2% |
5,351.0 |
High |
5,419.0 |
5,358.0 |
-61.0 |
-1.1% |
5,436.0 |
Low |
5,369.0 |
5,307.0 |
-62.0 |
-1.2% |
5,295.0 |
Close |
5,382.0 |
5,329.0 |
-53.0 |
-1.0% |
5,410.0 |
Range |
50.0 |
51.0 |
1.0 |
2.0% |
141.0 |
ATR |
64.1 |
64.8 |
0.8 |
1.2% |
0.0 |
Volume |
27,272 |
36,287 |
9,015 |
33.1% |
131,417 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,484.3 |
5,457.7 |
5,357.1 |
|
R3 |
5,433.3 |
5,406.7 |
5,343.0 |
|
R2 |
5,382.3 |
5,382.3 |
5,338.4 |
|
R1 |
5,355.7 |
5,355.7 |
5,333.7 |
5,343.5 |
PP |
5,331.3 |
5,331.3 |
5,331.3 |
5,325.3 |
S1 |
5,304.7 |
5,304.7 |
5,324.3 |
5,292.5 |
S2 |
5,280.3 |
5,280.3 |
5,319.7 |
|
S3 |
5,229.3 |
5,253.7 |
5,315.0 |
|
S4 |
5,178.3 |
5,202.7 |
5,301.0 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,803.3 |
5,747.7 |
5,487.6 |
|
R3 |
5,662.3 |
5,606.7 |
5,448.8 |
|
R2 |
5,521.3 |
5,521.3 |
5,435.9 |
|
R1 |
5,465.7 |
5,465.7 |
5,422.9 |
5,493.5 |
PP |
5,380.3 |
5,380.3 |
5,380.3 |
5,394.3 |
S1 |
5,324.7 |
5,324.7 |
5,397.1 |
5,352.5 |
S2 |
5,239.3 |
5,239.3 |
5,384.2 |
|
S3 |
5,098.3 |
5,183.7 |
5,371.2 |
|
S4 |
4,957.3 |
5,042.7 |
5,332.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,436.0 |
5,307.0 |
129.0 |
2.4% |
43.8 |
0.8% |
17% |
False |
True |
26,163 |
10 |
5,436.0 |
5,295.0 |
141.0 |
2.6% |
50.6 |
0.9% |
24% |
False |
False |
26,101 |
20 |
5,436.0 |
5,171.0 |
265.0 |
5.0% |
55.3 |
1.0% |
60% |
False |
False |
28,469 |
40 |
5,436.0 |
4,871.0 |
565.0 |
10.6% |
58.7 |
1.1% |
81% |
False |
False |
29,118 |
60 |
5,436.0 |
4,871.0 |
565.0 |
10.6% |
59.3 |
1.1% |
81% |
False |
False |
29,716 |
80 |
5,436.0 |
4,649.0 |
787.0 |
14.8% |
60.6 |
1.1% |
86% |
False |
False |
22,361 |
100 |
5,436.0 |
4,649.0 |
787.0 |
14.8% |
53.1 |
1.0% |
86% |
False |
False |
17,896 |
120 |
5,436.0 |
4,649.0 |
787.0 |
14.8% |
46.7 |
0.9% |
86% |
False |
False |
14,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,574.8 |
2.618 |
5,491.5 |
1.618 |
5,440.5 |
1.000 |
5,409.0 |
0.618 |
5,389.5 |
HIGH |
5,358.0 |
0.618 |
5,338.5 |
0.500 |
5,332.5 |
0.382 |
5,326.5 |
LOW |
5,307.0 |
0.618 |
5,275.5 |
1.000 |
5,256.0 |
1.618 |
5,224.5 |
2.618 |
5,173.5 |
4.250 |
5,090.3 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,332.5 |
5,369.5 |
PP |
5,331.3 |
5,356.0 |
S1 |
5,330.2 |
5,342.5 |
|