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 |
1,217.9 |
1,215.9 |
-2.0 |
-0.2% |
1,254.6 |
High |
1,222.9 |
1,220.0 |
-2.9 |
-0.2% |
1,259.6 |
Low |
1,208.2 |
1,212.0 |
3.8 |
0.3% |
1,209.0 |
Close |
1,214.7 |
1,212.6 |
-2.1 |
-0.2% |
1,216.7 |
Range |
14.7 |
8.0 |
-6.7 |
-45.6% |
50.6 |
ATR |
18.6 |
17.8 |
-0.8 |
-4.1% |
0.0 |
Volume |
159,621 |
112,599 |
-47,022 |
-29.5% |
668,565 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.9 |
1,233.7 |
1,217.0 |
|
R3 |
1,230.9 |
1,225.7 |
1,214.8 |
|
R2 |
1,222.9 |
1,222.9 |
1,214.1 |
|
R1 |
1,217.7 |
1,217.7 |
1,213.3 |
1,216.3 |
PP |
1,214.9 |
1,214.9 |
1,214.9 |
1,214.2 |
S1 |
1,209.7 |
1,209.7 |
1,211.9 |
1,208.3 |
S2 |
1,206.9 |
1,206.9 |
1,211.1 |
|
S3 |
1,198.9 |
1,201.7 |
1,210.4 |
|
S4 |
1,190.9 |
1,193.7 |
1,208.2 |
|
|
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% |
15.0 |
1.2% |
31% |
False |
False |
172,231 |
10 |
1,264.8 |
1,201.5 |
63.3 |
5.2% |
15.6 |
1.3% |
18% |
False |
False |
128,763 |
20 |
1,299.9 |
1,201.5 |
98.4 |
8.1% |
16.9 |
1.4% |
11% |
False |
False |
78,959 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.8% |
17.6 |
1.5% |
10% |
False |
False |
43,625 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.8% |
18.8 |
1.5% |
10% |
False |
False |
30,404 |
80 |
1,308.0 |
1,183.1 |
124.9 |
10.3% |
19.9 |
1.6% |
24% |
False |
False |
23,465 |
100 |
1,308.0 |
1,074.0 |
234.0 |
19.3% |
18.7 |
1.5% |
59% |
False |
False |
19,075 |
120 |
1,308.0 |
1,049.4 |
258.6 |
21.3% |
17.4 |
1.4% |
63% |
False |
False |
15,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,254.0 |
2.618 |
1,240.9 |
1.618 |
1,232.9 |
1.000 |
1,228.0 |
0.618 |
1,224.9 |
HIGH |
1,220.0 |
0.618 |
1,216.9 |
0.500 |
1,216.0 |
0.382 |
1,215.1 |
LOW |
1,212.0 |
0.618 |
1,207.1 |
1.000 |
1,204.0 |
1.618 |
1,199.1 |
2.618 |
1,191.1 |
4.250 |
1,178.0 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,216.0 |
1,212.5 |
PP |
1,214.9 |
1,212.3 |
S1 |
1,213.7 |
1,212.2 |
|