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 |
5,371.0 |
5,354.0 |
-17.0 |
-0.3% |
5,427.0 |
High |
5,398.0 |
5,380.0 |
-18.0 |
-0.3% |
5,432.0 |
Low |
5,361.0 |
5,339.0 |
-22.0 |
-0.4% |
5,273.0 |
Close |
5,378.0 |
5,374.0 |
-4.0 |
-0.1% |
5,323.0 |
Range |
37.0 |
41.0 |
4.0 |
10.8% |
159.0 |
ATR |
63.2 |
61.6 |
-1.6 |
-2.5% |
0.0 |
Volume |
22,054 |
23,384 |
1,330 |
6.0% |
127,367 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,487.3 |
5,471.7 |
5,396.6 |
|
R3 |
5,446.3 |
5,430.7 |
5,385.3 |
|
R2 |
5,405.3 |
5,405.3 |
5,381.5 |
|
R1 |
5,389.7 |
5,389.7 |
5,377.8 |
5,397.5 |
PP |
5,364.3 |
5,364.3 |
5,364.3 |
5,368.3 |
S1 |
5,348.7 |
5,348.7 |
5,370.2 |
5,356.5 |
S2 |
5,323.3 |
5,323.3 |
5,366.5 |
|
S3 |
5,282.3 |
5,307.7 |
5,362.7 |
|
S4 |
5,241.3 |
5,266.7 |
5,351.5 |
|
|
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 |
5,398.0 |
5,273.0 |
125.0 |
2.3% |
52.6 |
1.0% |
81% |
False |
False |
23,704 |
10 |
5,436.0 |
5,273.0 |
163.0 |
3.0% |
48.2 |
0.9% |
62% |
False |
False |
24,933 |
20 |
5,436.0 |
5,273.0 |
163.0 |
3.0% |
50.8 |
0.9% |
62% |
False |
False |
25,832 |
40 |
5,436.0 |
4,987.0 |
449.0 |
8.4% |
58.4 |
1.1% |
86% |
False |
False |
29,396 |
60 |
5,436.0 |
4,871.0 |
565.0 |
10.5% |
59.4 |
1.1% |
89% |
False |
False |
31,401 |
80 |
5,436.0 |
4,690.0 |
746.0 |
13.9% |
59.0 |
1.1% |
92% |
False |
False |
23,838 |
100 |
5,436.0 |
4,649.0 |
787.0 |
14.6% |
55.1 |
1.0% |
92% |
False |
False |
19,081 |
120 |
5,436.0 |
4,649.0 |
787.0 |
14.6% |
48.9 |
0.9% |
92% |
False |
False |
15,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,554.3 |
2.618 |
5,487.3 |
1.618 |
5,446.3 |
1.000 |
5,421.0 |
0.618 |
5,405.3 |
HIGH |
5,380.0 |
0.618 |
5,364.3 |
0.500 |
5,359.5 |
0.382 |
5,354.7 |
LOW |
5,339.0 |
0.618 |
5,313.7 |
1.000 |
5,298.0 |
1.618 |
5,272.7 |
2.618 |
5,231.7 |
4.250 |
5,164.8 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,369.2 |
5,366.5 |
PP |
5,364.3 |
5,359.0 |
S1 |
5,359.5 |
5,351.5 |
|