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 |
4,522.00 |
4,520.50 |
-1.50 |
0.0% |
4,367.75 |
High |
4,537.50 |
4,533.00 |
-4.50 |
-0.1% |
4,513.50 |
Low |
4,502.75 |
4,486.25 |
-16.50 |
-0.4% |
4,341.75 |
Close |
4,521.50 |
4,532.25 |
10.75 |
0.2% |
4,510.00 |
Range |
34.75 |
46.75 |
12.00 |
34.5% |
171.75 |
ATR |
55.62 |
54.99 |
-0.63 |
-1.1% |
0.00 |
Volume |
194,470 |
179,288 |
-15,182 |
-7.8% |
977,971 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,657.50 |
4,641.50 |
4,558.00 |
|
R3 |
4,610.75 |
4,594.75 |
4,545.00 |
|
R2 |
4,564.00 |
4,564.00 |
4,540.75 |
|
R1 |
4,548.00 |
4,548.00 |
4,536.50 |
4,556.00 |
PP |
4,517.25 |
4,517.25 |
4,517.25 |
4,521.00 |
S1 |
4,501.25 |
4,501.25 |
4,528.00 |
4,509.25 |
S2 |
4,470.50 |
4,470.50 |
4,523.75 |
|
S3 |
4,423.75 |
4,454.50 |
4,519.50 |
|
S4 |
4,377.00 |
4,407.75 |
4,506.50 |
|
|
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 |
4,463.50 |
74.00 |
1.6% |
33.50 |
0.7% |
93% |
False |
False |
180,159 |
10 |
4,537.50 |
4,280.75 |
256.75 |
5.7% |
48.00 |
1.1% |
98% |
False |
False |
207,827 |
20 |
4,537.50 |
4,271.00 |
266.50 |
5.9% |
56.00 |
1.2% |
98% |
False |
False |
222,692 |
40 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
59.50 |
1.3% |
83% |
False |
False |
232,255 |
60 |
4,584.50 |
4,220.25 |
364.25 |
8.0% |
58.75 |
1.3% |
86% |
False |
False |
220,937 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
65.00 |
1.4% |
93% |
False |
False |
166,013 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
77.75 |
1.7% |
93% |
False |
False |
132,855 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.4% |
77.50 |
1.7% |
81% |
False |
False |
110,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,731.75 |
2.618 |
4,655.50 |
1.618 |
4,608.75 |
1.000 |
4,579.75 |
0.618 |
4,562.00 |
HIGH |
4,533.00 |
0.618 |
4,515.25 |
0.500 |
4,509.50 |
0.382 |
4,504.00 |
LOW |
4,486.25 |
0.618 |
4,457.25 |
1.000 |
4,439.50 |
1.618 |
4,410.50 |
2.618 |
4,363.75 |
4.250 |
4,287.50 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,524.75 |
4,525.50 |
PP |
4,517.25 |
4,518.75 |
S1 |
4,509.50 |
4,512.00 |
|