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 |
1,154.9 |
1,160.8 |
5.9 |
0.5% |
1,113.5 |
High |
1,163.3 |
1,172.0 |
8.7 |
0.7% |
1,151.6 |
Low |
1,147.6 |
1,157.0 |
9.4 |
0.8% |
1,106.1 |
Close |
1,161.5 |
1,171.1 |
9.6 |
0.8% |
1,150.1 |
Range |
15.7 |
15.0 |
-0.7 |
-4.5% |
45.5 |
ATR |
16.4 |
16.3 |
-0.1 |
-0.6% |
0.0 |
Volume |
92,544 |
73,257 |
-19,287 |
-20.8% |
372,802 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.8 |
1,206.5 |
1,179.3 |
|
R3 |
1,196.8 |
1,191.5 |
1,175.3 |
|
R2 |
1,181.8 |
1,181.8 |
1,173.8 |
|
R1 |
1,176.5 |
1,176.5 |
1,172.5 |
1,179.0 |
PP |
1,166.8 |
1,166.8 |
1,166.8 |
1,168.0 |
S1 |
1,161.5 |
1,161.5 |
1,169.8 |
1,164.0 |
S2 |
1,151.8 |
1,151.8 |
1,168.3 |
|
S3 |
1,136.8 |
1,146.5 |
1,167.0 |
|
S4 |
1,121.8 |
1,131.5 |
1,162.8 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.5 |
1,256.8 |
1,175.0 |
|
R3 |
1,227.0 |
1,211.3 |
1,162.5 |
|
R2 |
1,181.5 |
1,181.5 |
1,158.5 |
|
R1 |
1,165.8 |
1,165.8 |
1,154.3 |
1,173.5 |
PP |
1,136.0 |
1,136.0 |
1,136.0 |
1,139.8 |
S1 |
1,120.3 |
1,120.3 |
1,146.0 |
1,128.0 |
S2 |
1,090.5 |
1,090.5 |
1,141.8 |
|
S3 |
1,045.0 |
1,074.8 |
1,137.5 |
|
S4 |
999.5 |
1,029.3 |
1,125.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,172.0 |
1,135.8 |
36.2 |
3.1% |
12.8 |
1.1% |
98% |
True |
False |
75,393 |
10 |
1,172.0 |
1,082.7 |
89.3 |
7.6% |
15.0 |
1.3% |
99% |
True |
False |
84,136 |
20 |
1,172.0 |
1,082.7 |
89.3 |
7.6% |
16.8 |
1.4% |
99% |
True |
False |
90,787 |
40 |
1,172.0 |
1,082.7 |
89.3 |
7.6% |
16.8 |
1.4% |
99% |
True |
False |
89,061 |
60 |
1,172.0 |
1,046.6 |
125.4 |
10.7% |
17.3 |
1.5% |
99% |
True |
False |
92,315 |
80 |
1,172.0 |
945.2 |
226.8 |
19.4% |
16.3 |
1.4% |
100% |
True |
False |
69,345 |
100 |
1,172.0 |
945.2 |
226.8 |
19.4% |
15.0 |
1.3% |
100% |
True |
False |
55,478 |
120 |
1,172.0 |
945.2 |
226.8 |
19.4% |
13.3 |
1.1% |
100% |
True |
False |
46,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,235.8 |
2.618 |
1,211.3 |
1.618 |
1,196.3 |
1.000 |
1,187.0 |
0.618 |
1,181.3 |
HIGH |
1,172.0 |
0.618 |
1,166.3 |
0.500 |
1,164.5 |
0.382 |
1,162.8 |
LOW |
1,157.0 |
0.618 |
1,147.8 |
1.000 |
1,142.0 |
1.618 |
1,132.8 |
2.618 |
1,117.8 |
4.250 |
1,093.3 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,169.0 |
1,167.3 |
PP |
1,166.8 |
1,163.5 |
S1 |
1,164.5 |
1,159.8 |
|