Trading Metrics calculated at close of trading on 01-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,215.1 |
1,217.9 |
2.8 |
0.2% |
1,254.6 |
High |
1,220.6 |
1,222.9 |
2.3 |
0.2% |
1,259.6 |
Low |
1,201.5 |
1,208.2 |
6.7 |
0.6% |
1,209.0 |
Close |
1,217.5 |
1,214.7 |
-2.8 |
-0.2% |
1,216.7 |
Range |
19.1 |
14.7 |
-4.4 |
-23.0% |
50.6 |
ATR |
18.8 |
18.6 |
-0.3 |
-1.6% |
0.0 |
Volume |
236,147 |
159,621 |
-76,526 |
-32.4% |
668,565 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.4 |
1,251.7 |
1,222.8 |
|
R3 |
1,244.7 |
1,237.0 |
1,218.7 |
|
R2 |
1,230.0 |
1,230.0 |
1,217.4 |
|
R1 |
1,222.3 |
1,222.3 |
1,216.0 |
1,218.8 |
PP |
1,215.3 |
1,215.3 |
1,215.3 |
1,213.5 |
S1 |
1,207.6 |
1,207.6 |
1,213.4 |
1,204.1 |
S2 |
1,200.6 |
1,200.6 |
1,212.0 |
|
S3 |
1,185.9 |
1,192.9 |
1,210.7 |
|
S4 |
1,171.2 |
1,178.2 |
1,206.6 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.2 |
1,349.1 |
1,244.5 |
|
R3 |
1,329.6 |
1,298.5 |
1,230.6 |
|
R2 |
1,279.0 |
1,279.0 |
1,226.0 |
|
R1 |
1,247.9 |
1,247.9 |
1,221.3 |
1,238.2 |
PP |
1,228.4 |
1,228.4 |
1,228.4 |
1,223.6 |
S1 |
1,197.3 |
1,197.3 |
1,212.1 |
1,187.6 |
S2 |
1,177.8 |
1,177.8 |
1,207.4 |
|
S3 |
1,127.2 |
1,146.7 |
1,202.8 |
|
S4 |
1,076.6 |
1,096.1 |
1,188.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,237.2 |
1,201.5 |
35.7 |
2.9% |
16.0 |
1.3% |
37% |
False |
False |
171,103 |
10 |
1,285.3 |
1,201.5 |
83.8 |
6.9% |
17.5 |
1.4% |
16% |
False |
False |
120,344 |
20 |
1,299.9 |
1,201.5 |
98.4 |
8.1% |
17.4 |
1.4% |
13% |
False |
False |
74,124 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.8% |
17.8 |
1.5% |
12% |
False |
False |
40,856 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.8% |
18.9 |
1.6% |
12% |
False |
False |
28,575 |
80 |
1,308.0 |
1,166.9 |
141.1 |
11.6% |
20.3 |
1.7% |
34% |
False |
False |
22,114 |
100 |
1,308.0 |
1,074.0 |
234.0 |
19.3% |
18.8 |
1.6% |
60% |
False |
False |
17,968 |
120 |
1,308.0 |
1,049.4 |
258.6 |
21.3% |
17.4 |
1.4% |
64% |
False |
False |
15,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.4 |
2.618 |
1,261.4 |
1.618 |
1,246.7 |
1.000 |
1,237.6 |
0.618 |
1,232.0 |
HIGH |
1,222.9 |
0.618 |
1,217.3 |
0.500 |
1,215.6 |
0.382 |
1,213.8 |
LOW |
1,208.2 |
0.618 |
1,199.1 |
1.000 |
1,193.5 |
1.618 |
1,184.4 |
2.618 |
1,169.7 |
4.250 |
1,145.7 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,215.6 |
1,214.4 |
PP |
1,215.3 |
1,214.0 |
S1 |
1,215.0 |
1,213.7 |
|