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 |
5,355.0 |
5,334.0 |
-21.0 |
-0.4% |
5,351.0 |
High |
5,358.0 |
5,340.0 |
-18.0 |
-0.3% |
5,436.0 |
Low |
5,307.0 |
5,273.0 |
-34.0 |
-0.6% |
5,295.0 |
Close |
5,329.0 |
5,279.0 |
-50.0 |
-0.9% |
5,410.0 |
Range |
51.0 |
67.0 |
16.0 |
31.4% |
141.0 |
ATR |
64.8 |
65.0 |
0.2 |
0.2% |
0.0 |
Volume |
36,287 |
29,320 |
-6,967 |
-19.2% |
131,417 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,498.3 |
5,455.7 |
5,315.9 |
|
R3 |
5,431.3 |
5,388.7 |
5,297.4 |
|
R2 |
5,364.3 |
5,364.3 |
5,291.3 |
|
R1 |
5,321.7 |
5,321.7 |
5,285.1 |
5,309.5 |
PP |
5,297.3 |
5,297.3 |
5,297.3 |
5,291.3 |
S1 |
5,254.7 |
5,254.7 |
5,272.9 |
5,242.5 |
S2 |
5,230.3 |
5,230.3 |
5,266.7 |
|
S3 |
5,163.3 |
5,187.7 |
5,260.6 |
|
S4 |
5,096.3 |
5,120.7 |
5,242.2 |
|
|
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 |
5,273.0 |
163.0 |
3.1% |
46.4 |
0.9% |
4% |
False |
True |
26,696 |
10 |
5,436.0 |
5,273.0 |
163.0 |
3.1% |
49.1 |
0.9% |
4% |
False |
True |
25,864 |
20 |
5,436.0 |
5,171.0 |
265.0 |
5.0% |
56.3 |
1.1% |
41% |
False |
False |
28,685 |
40 |
5,436.0 |
4,871.0 |
565.0 |
10.7% |
58.9 |
1.1% |
72% |
False |
False |
29,169 |
60 |
5,436.0 |
4,871.0 |
565.0 |
10.7% |
60.3 |
1.1% |
72% |
False |
False |
30,199 |
80 |
5,436.0 |
4,649.0 |
787.0 |
14.9% |
60.8 |
1.2% |
80% |
False |
False |
22,727 |
100 |
5,436.0 |
4,649.0 |
787.0 |
14.9% |
53.8 |
1.0% |
80% |
False |
False |
18,189 |
120 |
5,436.0 |
4,649.0 |
787.0 |
14.9% |
47.2 |
0.9% |
80% |
False |
False |
15,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,624.8 |
2.618 |
5,515.4 |
1.618 |
5,448.4 |
1.000 |
5,407.0 |
0.618 |
5,381.4 |
HIGH |
5,340.0 |
0.618 |
5,314.4 |
0.500 |
5,306.5 |
0.382 |
5,298.6 |
LOW |
5,273.0 |
0.618 |
5,231.6 |
1.000 |
5,206.0 |
1.618 |
5,164.6 |
2.618 |
5,097.6 |
4.250 |
4,988.3 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,306.5 |
5,346.0 |
PP |
5,297.3 |
5,323.7 |
S1 |
5,288.2 |
5,301.3 |
|