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 |
4,524.50 |
4,512.50 |
-12.00 |
-0.3% |
4,518.25 |
High |
4,545.50 |
4,530.25 |
-15.25 |
-0.3% |
4,538.75 |
Low |
4,511.25 |
4,504.00 |
-7.25 |
-0.2% |
4,478.75 |
Close |
4,514.25 |
4,519.00 |
4.75 |
0.1% |
4,509.00 |
Range |
34.25 |
26.25 |
-8.00 |
-23.4% |
60.00 |
ATR |
52.33 |
50.46 |
-1.86 |
-3.6% |
0.00 |
Volume |
155,623 |
172,285 |
16,662 |
10.7% |
808,821 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.50 |
4,584.00 |
4,533.50 |
|
R3 |
4,570.25 |
4,557.75 |
4,526.25 |
|
R2 |
4,544.00 |
4,544.00 |
4,523.75 |
|
R1 |
4,531.50 |
4,531.50 |
4,521.50 |
4,537.75 |
PP |
4,517.75 |
4,517.75 |
4,517.75 |
4,521.00 |
S1 |
4,505.25 |
4,505.25 |
4,516.50 |
4,511.50 |
S2 |
4,491.50 |
4,491.50 |
4,514.25 |
|
S3 |
4,465.25 |
4,479.00 |
4,511.75 |
|
S4 |
4,439.00 |
4,452.75 |
4,504.50 |
|
|
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 |
4,545.50 |
4,478.75 |
66.75 |
1.5% |
40.00 |
0.9% |
60% |
False |
False |
179,436 |
10 |
4,545.50 |
4,443.00 |
102.50 |
2.3% |
36.75 |
0.8% |
74% |
False |
False |
187,241 |
20 |
4,545.50 |
4,280.75 |
264.75 |
5.9% |
52.25 |
1.2% |
90% |
False |
False |
213,810 |
40 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
56.25 |
1.2% |
79% |
False |
False |
225,474 |
60 |
4,584.50 |
4,271.00 |
313.50 |
6.9% |
56.50 |
1.3% |
79% |
False |
False |
224,474 |
80 |
4,584.50 |
4,021.25 |
563.25 |
12.5% |
62.00 |
1.4% |
88% |
False |
False |
174,976 |
100 |
4,584.50 |
3,856.50 |
728.00 |
16.1% |
73.75 |
1.6% |
91% |
False |
False |
140,029 |
120 |
4,691.00 |
3,856.50 |
834.50 |
18.5% |
76.50 |
1.7% |
79% |
False |
False |
116,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,641.75 |
2.618 |
4,599.00 |
1.618 |
4,572.75 |
1.000 |
4,556.50 |
0.618 |
4,546.50 |
HIGH |
4,530.25 |
0.618 |
4,520.25 |
0.500 |
4,517.00 |
0.382 |
4,514.00 |
LOW |
4,504.00 |
0.618 |
4,487.75 |
1.000 |
4,477.75 |
1.618 |
4,461.50 |
2.618 |
4,435.25 |
4.250 |
4,392.50 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,518.50 |
4,524.75 |
PP |
4,517.75 |
4,522.75 |
S1 |
4,517.00 |
4,521.00 |
|