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 |
4,518.25 |
4,522.00 |
3.75 |
0.1% |
4,367.75 |
High |
4,528.25 |
4,537.50 |
9.25 |
0.2% |
4,513.50 |
Low |
4,497.50 |
4,502.75 |
5.25 |
0.1% |
4,341.75 |
Close |
4,524.25 |
4,521.50 |
-2.75 |
-0.1% |
4,510.00 |
Range |
30.75 |
34.75 |
4.00 |
13.0% |
171.75 |
ATR |
57.23 |
55.62 |
-1.61 |
-2.8% |
0.00 |
Volume |
209,605 |
194,470 |
-15,135 |
-7.2% |
977,971 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,624.75 |
4,608.00 |
4,540.50 |
|
R3 |
4,590.00 |
4,573.25 |
4,531.00 |
|
R2 |
4,555.25 |
4,555.25 |
4,527.75 |
|
R1 |
4,538.50 |
4,538.50 |
4,524.75 |
4,529.50 |
PP |
4,520.50 |
4,520.50 |
4,520.50 |
4,516.00 |
S1 |
4,503.75 |
4,503.75 |
4,518.25 |
4,494.75 |
S2 |
4,485.75 |
4,485.75 |
4,515.25 |
|
S3 |
4,451.00 |
4,469.00 |
4,512.00 |
|
S4 |
4,416.25 |
4,434.25 |
4,502.50 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,970.25 |
4,912.00 |
4,604.50 |
|
R3 |
4,798.50 |
4,740.25 |
4,557.25 |
|
R2 |
4,626.75 |
4,626.75 |
4,541.50 |
|
R1 |
4,568.50 |
4,568.50 |
4,525.75 |
4,597.50 |
PP |
4,455.00 |
4,455.00 |
4,455.00 |
4,469.75 |
S1 |
4,396.75 |
4,396.75 |
4,494.25 |
4,426.00 |
S2 |
4,283.25 |
4,283.25 |
4,478.50 |
|
S3 |
4,111.50 |
4,225.00 |
4,462.75 |
|
S4 |
3,939.75 |
4,053.25 |
4,415.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,537.50 |
4,443.00 |
94.50 |
2.1% |
33.50 |
0.7% |
83% |
True |
False |
195,046 |
10 |
4,537.50 |
4,280.75 |
256.75 |
5.7% |
49.00 |
1.1% |
94% |
True |
False |
220,427 |
20 |
4,537.50 |
4,271.00 |
266.50 |
5.9% |
56.25 |
1.2% |
94% |
True |
False |
225,491 |
40 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
60.25 |
1.3% |
80% |
False |
False |
233,822 |
60 |
4,584.50 |
4,220.25 |
364.25 |
8.1% |
58.75 |
1.3% |
83% |
False |
False |
218,083 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
66.50 |
1.5% |
91% |
False |
False |
163,778 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
78.25 |
1.7% |
91% |
False |
False |
131,064 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.5% |
78.00 |
1.7% |
80% |
False |
False |
109,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,685.25 |
2.618 |
4,628.50 |
1.618 |
4,593.75 |
1.000 |
4,572.25 |
0.618 |
4,559.00 |
HIGH |
4,537.50 |
0.618 |
4,524.25 |
0.500 |
4,520.00 |
0.382 |
4,516.00 |
LOW |
4,502.75 |
0.618 |
4,481.25 |
1.000 |
4,468.00 |
1.618 |
4,446.50 |
2.618 |
4,411.75 |
4.250 |
4,355.00 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,521.00 |
4,519.00 |
PP |
4,520.50 |
4,516.50 |
S1 |
4,520.00 |
4,514.00 |
|