Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,215.9 |
1,212.8 |
-3.1 |
-0.3% |
1,215.1 |
High |
1,220.0 |
1,247.4 |
27.4 |
2.2% |
1,247.4 |
Low |
1,212.0 |
1,209.1 |
-2.9 |
-0.2% |
1,201.5 |
Close |
1,212.6 |
1,242.9 |
30.3 |
2.5% |
1,242.9 |
Range |
8.0 |
38.3 |
30.3 |
378.8% |
45.9 |
ATR |
17.8 |
19.3 |
1.5 |
8.2% |
0.0 |
Volume |
112,599 |
240,700 |
128,101 |
113.8% |
749,067 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.0 |
1,333.8 |
1,264.0 |
|
R3 |
1,309.7 |
1,295.5 |
1,253.4 |
|
R2 |
1,271.4 |
1,271.4 |
1,249.9 |
|
R1 |
1,257.2 |
1,257.2 |
1,246.4 |
1,264.3 |
PP |
1,233.1 |
1,233.1 |
1,233.1 |
1,236.7 |
S1 |
1,218.9 |
1,218.9 |
1,239.4 |
1,226.0 |
S2 |
1,194.8 |
1,194.8 |
1,235.9 |
|
S3 |
1,156.5 |
1,180.6 |
1,232.4 |
|
S4 |
1,118.2 |
1,142.3 |
1,221.8 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.3 |
1,351.5 |
1,268.1 |
|
R3 |
1,322.4 |
1,305.6 |
1,255.5 |
|
R2 |
1,276.5 |
1,276.5 |
1,251.3 |
|
R1 |
1,259.7 |
1,259.7 |
1,247.1 |
1,268.1 |
PP |
1,230.6 |
1,230.6 |
1,230.6 |
1,234.8 |
S1 |
1,213.8 |
1,213.8 |
1,238.7 |
1,222.2 |
S2 |
1,184.7 |
1,184.7 |
1,234.5 |
|
S3 |
1,138.8 |
1,167.9 |
1,230.3 |
|
S4 |
1,092.9 |
1,122.0 |
1,217.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,247.4 |
1,201.5 |
45.9 |
3.7% |
19.4 |
1.6% |
90% |
True |
False |
189,813 |
10 |
1,264.1 |
1,201.5 |
62.6 |
5.0% |
17.7 |
1.4% |
66% |
False |
False |
148,611 |
20 |
1,299.9 |
1,201.5 |
98.4 |
7.9% |
18.0 |
1.4% |
42% |
False |
False |
90,521 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.6% |
18.1 |
1.5% |
39% |
False |
False |
49,516 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.6% |
19.1 |
1.5% |
39% |
False |
False |
34,339 |
80 |
1,308.0 |
1,183.1 |
124.9 |
10.0% |
20.3 |
1.6% |
48% |
False |
False |
26,444 |
100 |
1,308.0 |
1,074.0 |
234.0 |
18.8% |
19.0 |
1.5% |
72% |
False |
False |
21,475 |
120 |
1,308.0 |
1,049.4 |
258.6 |
20.8% |
17.7 |
1.4% |
75% |
False |
False |
17,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.2 |
2.618 |
1,347.7 |
1.618 |
1,309.4 |
1.000 |
1,285.7 |
0.618 |
1,271.1 |
HIGH |
1,247.4 |
0.618 |
1,232.8 |
0.500 |
1,228.3 |
0.382 |
1,223.7 |
LOW |
1,209.1 |
0.618 |
1,185.4 |
1.000 |
1,170.8 |
1.618 |
1,147.1 |
2.618 |
1,108.8 |
4.250 |
1,046.3 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,238.0 |
1,237.9 |
PP |
1,233.1 |
1,232.8 |
S1 |
1,228.3 |
1,227.8 |
|