Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
5,315.0 |
5,332.0 |
17.0 |
0.3% |
5,427.0 |
High |
5,336.0 |
5,380.0 |
44.0 |
0.8% |
5,432.0 |
Low |
5,293.0 |
5,305.0 |
12.0 |
0.2% |
5,273.0 |
Close |
5,323.0 |
5,363.0 |
40.0 |
0.8% |
5,323.0 |
Range |
43.0 |
75.0 |
32.0 |
74.4% |
159.0 |
ATR |
64.4 |
65.2 |
0.8 |
1.2% |
0.0 |
Volume |
18,741 |
25,021 |
6,280 |
33.5% |
127,367 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,574.3 |
5,543.7 |
5,404.3 |
|
R3 |
5,499.3 |
5,468.7 |
5,383.6 |
|
R2 |
5,424.3 |
5,424.3 |
5,376.8 |
|
R1 |
5,393.7 |
5,393.7 |
5,369.9 |
5,409.0 |
PP |
5,349.3 |
5,349.3 |
5,349.3 |
5,357.0 |
S1 |
5,318.7 |
5,318.7 |
5,356.1 |
5,334.0 |
S2 |
5,274.3 |
5,274.3 |
5,349.3 |
|
S3 |
5,199.3 |
5,243.7 |
5,342.4 |
|
S4 |
5,124.3 |
5,168.7 |
5,321.8 |
|
|
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 |
5,419.0 |
5,273.0 |
146.0 |
2.7% |
57.2 |
1.1% |
62% |
False |
False |
27,328 |
10 |
5,436.0 |
5,273.0 |
163.0 |
3.0% |
48.8 |
0.9% |
55% |
False |
False |
25,719 |
20 |
5,436.0 |
5,271.0 |
165.0 |
3.1% |
53.6 |
1.0% |
56% |
False |
False |
26,970 |
40 |
5,436.0 |
4,888.0 |
548.0 |
10.2% |
59.4 |
1.1% |
87% |
False |
False |
29,143 |
60 |
5,436.0 |
4,871.0 |
565.0 |
10.5% |
59.7 |
1.1% |
87% |
False |
False |
30,839 |
80 |
5,436.0 |
4,685.0 |
751.0 |
14.0% |
59.1 |
1.1% |
90% |
False |
False |
23,272 |
100 |
5,436.0 |
4,649.0 |
787.0 |
14.7% |
54.6 |
1.0% |
91% |
False |
False |
18,627 |
120 |
5,436.0 |
4,649.0 |
787.0 |
14.7% |
48.2 |
0.9% |
91% |
False |
False |
15,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,698.8 |
2.618 |
5,576.4 |
1.618 |
5,501.4 |
1.000 |
5,455.0 |
0.618 |
5,426.4 |
HIGH |
5,380.0 |
0.618 |
5,351.4 |
0.500 |
5,342.5 |
0.382 |
5,333.7 |
LOW |
5,305.0 |
0.618 |
5,258.7 |
1.000 |
5,230.0 |
1.618 |
5,183.7 |
2.618 |
5,108.7 |
4.250 |
4,986.3 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,356.2 |
5,350.8 |
PP |
5,349.3 |
5,338.7 |
S1 |
5,342.5 |
5,326.5 |
|