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 |
1,175.7 |
1,179.5 |
3.8 |
0.3% |
1,152.8 |
High |
1,183.6 |
1,190.3 |
6.7 |
0.6% |
1,172.8 |
Low |
1,173.2 |
1,176.6 |
3.4 |
0.3% |
1,147.6 |
Close |
1,179.4 |
1,188.7 |
9.3 |
0.8% |
1,162.0 |
Range |
10.4 |
13.7 |
3.3 |
31.7% |
25.2 |
ATR |
16.3 |
16.1 |
-0.2 |
-1.2% |
0.0 |
Volume |
66,872 |
106,576 |
39,704 |
59.4% |
342,682 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.3 |
1,221.3 |
1,196.3 |
|
R3 |
1,212.5 |
1,207.5 |
1,192.5 |
|
R2 |
1,199.0 |
1,199.0 |
1,191.3 |
|
R1 |
1,193.8 |
1,193.8 |
1,190.0 |
1,196.3 |
PP |
1,185.3 |
1,185.3 |
1,185.3 |
1,186.5 |
S1 |
1,180.0 |
1,180.0 |
1,187.5 |
1,182.8 |
S2 |
1,171.5 |
1,171.5 |
1,186.3 |
|
S3 |
1,157.8 |
1,166.5 |
1,185.0 |
|
S4 |
1,144.0 |
1,152.8 |
1,181.3 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.5 |
1,224.5 |
1,175.8 |
|
R3 |
1,211.3 |
1,199.3 |
1,169.0 |
|
R2 |
1,186.0 |
1,186.0 |
1,166.5 |
|
R1 |
1,174.0 |
1,174.0 |
1,164.3 |
1,180.0 |
PP |
1,160.8 |
1,160.8 |
1,160.8 |
1,163.8 |
S1 |
1,148.8 |
1,148.8 |
1,159.8 |
1,154.8 |
S2 |
1,135.5 |
1,135.5 |
1,157.5 |
|
S3 |
1,110.5 |
1,123.5 |
1,155.0 |
|
S4 |
1,085.3 |
1,098.5 |
1,148.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,190.3 |
1,153.4 |
36.9 |
3.1% |
15.8 |
1.3% |
96% |
True |
False |
81,368 |
10 |
1,190.3 |
1,134.1 |
56.2 |
4.7% |
13.5 |
1.1% |
97% |
True |
False |
79,490 |
20 |
1,190.3 |
1,082.7 |
107.6 |
9.1% |
17.0 |
1.4% |
99% |
True |
False |
90,551 |
40 |
1,190.3 |
1,082.7 |
107.6 |
9.1% |
16.5 |
1.4% |
99% |
True |
False |
88,397 |
60 |
1,190.3 |
1,054.2 |
136.1 |
11.4% |
17.0 |
1.4% |
99% |
True |
False |
90,548 |
80 |
1,190.3 |
973.0 |
217.3 |
18.3% |
16.5 |
1.4% |
99% |
True |
False |
73,515 |
100 |
1,190.3 |
945.2 |
245.1 |
20.6% |
15.5 |
1.3% |
99% |
True |
False |
58,814 |
120 |
1,190.3 |
945.2 |
245.1 |
20.6% |
13.8 |
1.2% |
99% |
True |
False |
49,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.5 |
2.618 |
1,226.3 |
1.618 |
1,212.5 |
1.000 |
1,204.0 |
0.618 |
1,198.8 |
HIGH |
1,190.3 |
0.618 |
1,185.0 |
0.500 |
1,183.5 |
0.382 |
1,181.8 |
LOW |
1,176.5 |
0.618 |
1,168.3 |
1.000 |
1,163.0 |
1.618 |
1,154.5 |
2.618 |
1,140.8 |
4.250 |
1,118.5 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,187.0 |
1,184.0 |
PP |
1,185.3 |
1,179.5 |
S1 |
1,183.5 |
1,174.8 |
|