Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
5,334.0 |
5,315.0 |
-19.0 |
-0.4% |
5,427.0 |
High |
5,340.0 |
5,336.0 |
-4.0 |
-0.1% |
5,432.0 |
Low |
5,273.0 |
5,293.0 |
20.0 |
0.4% |
5,273.0 |
Close |
5,279.0 |
5,323.0 |
44.0 |
0.8% |
5,323.0 |
Range |
67.0 |
43.0 |
-24.0 |
-35.8% |
159.0 |
ATR |
65.0 |
64.4 |
-0.6 |
-0.9% |
0.0 |
Volume |
29,320 |
18,741 |
-10,579 |
-36.1% |
127,367 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,446.3 |
5,427.7 |
5,346.7 |
|
R3 |
5,403.3 |
5,384.7 |
5,334.8 |
|
R2 |
5,360.3 |
5,360.3 |
5,330.9 |
|
R1 |
5,341.7 |
5,341.7 |
5,326.9 |
5,351.0 |
PP |
5,317.3 |
5,317.3 |
5,317.3 |
5,322.0 |
S1 |
5,298.7 |
5,298.7 |
5,319.1 |
5,308.0 |
S2 |
5,274.3 |
5,274.3 |
5,315.1 |
|
S3 |
5,231.3 |
5,255.7 |
5,311.2 |
|
S4 |
5,188.3 |
5,212.7 |
5,299.4 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,819.7 |
5,730.3 |
5,410.5 |
|
R3 |
5,660.7 |
5,571.3 |
5,366.7 |
|
R2 |
5,501.7 |
5,501.7 |
5,352.2 |
|
R1 |
5,412.3 |
5,412.3 |
5,337.6 |
5,377.5 |
PP |
5,342.7 |
5,342.7 |
5,342.7 |
5,325.3 |
S1 |
5,253.3 |
5,253.3 |
5,308.4 |
5,218.5 |
S2 |
5,183.7 |
5,183.7 |
5,293.9 |
|
S3 |
5,024.7 |
5,094.3 |
5,279.3 |
|
S4 |
4,865.7 |
4,935.3 |
5,235.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,432.0 |
5,273.0 |
159.0 |
3.0% |
49.0 |
0.9% |
31% |
False |
False |
25,473 |
10 |
5,436.0 |
5,273.0 |
163.0 |
3.1% |
48.6 |
0.9% |
31% |
False |
False |
25,878 |
20 |
5,436.0 |
5,245.0 |
191.0 |
3.6% |
53.5 |
1.0% |
41% |
False |
False |
27,212 |
40 |
5,436.0 |
4,871.0 |
565.0 |
10.6% |
59.1 |
1.1% |
80% |
False |
False |
29,124 |
60 |
5,436.0 |
4,871.0 |
565.0 |
10.6% |
59.7 |
1.1% |
80% |
False |
False |
30,490 |
80 |
5,436.0 |
4,649.0 |
787.0 |
14.8% |
59.5 |
1.1% |
86% |
False |
False |
22,961 |
100 |
5,436.0 |
4,649.0 |
787.0 |
14.8% |
54.1 |
1.0% |
86% |
False |
False |
18,377 |
120 |
5,436.0 |
4,649.0 |
787.0 |
14.8% |
47.6 |
0.9% |
86% |
False |
False |
15,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,518.8 |
2.618 |
5,448.6 |
1.618 |
5,405.6 |
1.000 |
5,379.0 |
0.618 |
5,362.6 |
HIGH |
5,336.0 |
0.618 |
5,319.6 |
0.500 |
5,314.5 |
0.382 |
5,309.4 |
LOW |
5,293.0 |
0.618 |
5,266.4 |
1.000 |
5,250.0 |
1.618 |
5,223.4 |
2.618 |
5,180.4 |
4.250 |
5,110.3 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,320.2 |
5,320.5 |
PP |
5,317.3 |
5,318.0 |
S1 |
5,314.5 |
5,315.5 |
|