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 |
4,520.50 |
4,530.25 |
9.75 |
0.2% |
4,518.25 |
High |
4,533.00 |
4,538.75 |
5.75 |
0.1% |
4,538.75 |
Low |
4,486.25 |
4,478.75 |
-7.50 |
-0.2% |
4,478.75 |
Close |
4,532.25 |
4,509.00 |
-23.25 |
-0.5% |
4,509.00 |
Range |
46.75 |
60.00 |
13.25 |
28.3% |
60.00 |
ATR |
54.99 |
55.35 |
0.36 |
0.7% |
0.00 |
Volume |
179,288 |
225,458 |
46,170 |
25.8% |
808,821 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.75 |
4,659.00 |
4,542.00 |
|
R3 |
4,628.75 |
4,599.00 |
4,525.50 |
|
R2 |
4,568.75 |
4,568.75 |
4,520.00 |
|
R1 |
4,539.00 |
4,539.00 |
4,514.50 |
4,524.00 |
PP |
4,508.75 |
4,508.75 |
4,508.75 |
4,501.25 |
S1 |
4,479.00 |
4,479.00 |
4,503.50 |
4,464.00 |
S2 |
4,448.75 |
4,448.75 |
4,498.00 |
|
S3 |
4,388.75 |
4,419.00 |
4,492.50 |
|
S4 |
4,328.75 |
4,359.00 |
4,476.00 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.75 |
4,659.00 |
4,542.00 |
|
R3 |
4,628.75 |
4,599.00 |
4,525.50 |
|
R2 |
4,568.75 |
4,568.75 |
4,520.00 |
|
R1 |
4,539.00 |
4,539.00 |
4,514.50 |
4,524.00 |
PP |
4,508.75 |
4,508.75 |
4,508.75 |
4,501.25 |
S1 |
4,479.00 |
4,479.00 |
4,503.50 |
4,464.00 |
S2 |
4,448.75 |
4,448.75 |
4,498.00 |
|
S3 |
4,388.75 |
4,419.00 |
4,492.50 |
|
S4 |
4,328.75 |
4,359.00 |
4,476.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,538.75 |
4,478.75 |
60.00 |
1.3% |
39.00 |
0.9% |
50% |
True |
True |
192,512 |
10 |
4,538.75 |
4,314.50 |
224.25 |
5.0% |
48.00 |
1.1% |
87% |
True |
False |
203,103 |
20 |
4,538.75 |
4,271.00 |
267.75 |
5.9% |
56.50 |
1.3% |
89% |
True |
False |
222,881 |
40 |
4,584.50 |
4,271.00 |
313.50 |
7.0% |
58.75 |
1.3% |
76% |
False |
False |
231,371 |
60 |
4,584.50 |
4,220.25 |
364.25 |
8.1% |
59.00 |
1.3% |
79% |
False |
False |
224,516 |
80 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
64.50 |
1.4% |
90% |
False |
False |
168,830 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
77.50 |
1.7% |
90% |
False |
False |
135,108 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.5% |
77.75 |
1.7% |
78% |
False |
False |
112,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,793.75 |
2.618 |
4,695.75 |
1.618 |
4,635.75 |
1.000 |
4,598.75 |
0.618 |
4,575.75 |
HIGH |
4,538.75 |
0.618 |
4,515.75 |
0.500 |
4,508.75 |
0.382 |
4,501.75 |
LOW |
4,478.75 |
0.618 |
4,441.75 |
1.000 |
4,418.75 |
1.618 |
4,381.75 |
2.618 |
4,321.75 |
4.250 |
4,223.75 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,509.00 |
4,509.00 |
PP |
4,508.75 |
4,508.75 |
S1 |
4,508.75 |
4,508.75 |
|