Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,212.8 |
1,245.5 |
32.7 |
2.7% |
1,215.1 |
High |
1,247.4 |
1,251.3 |
3.9 |
0.3% |
1,247.4 |
Low |
1,209.1 |
1,242.1 |
33.0 |
2.7% |
1,201.5 |
Close |
1,242.9 |
1,247.4 |
4.5 |
0.4% |
1,242.9 |
Range |
38.3 |
9.2 |
-29.1 |
-76.0% |
45.9 |
ATR |
19.3 |
18.5 |
-0.7 |
-3.7% |
0.0 |
Volume |
240,700 |
162,935 |
-77,765 |
-32.3% |
749,067 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.5 |
1,270.2 |
1,252.5 |
|
R3 |
1,265.3 |
1,261.0 |
1,249.9 |
|
R2 |
1,256.1 |
1,256.1 |
1,249.1 |
|
R1 |
1,251.8 |
1,251.8 |
1,248.2 |
1,254.0 |
PP |
1,246.9 |
1,246.9 |
1,246.9 |
1,248.0 |
S1 |
1,242.6 |
1,242.6 |
1,246.6 |
1,244.8 |
S2 |
1,237.7 |
1,237.7 |
1,245.7 |
|
S3 |
1,228.5 |
1,233.4 |
1,244.9 |
|
S4 |
1,219.3 |
1,224.2 |
1,242.3 |
|
|
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 |
1,251.3 |
1,201.5 |
49.8 |
4.0% |
17.9 |
1.4% |
92% |
True |
False |
182,400 |
10 |
1,259.6 |
1,201.5 |
58.1 |
4.7% |
17.5 |
1.4% |
79% |
False |
False |
158,056 |
20 |
1,292.4 |
1,201.5 |
90.9 |
7.3% |
17.4 |
1.4% |
50% |
False |
False |
97,232 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.5% |
18.0 |
1.4% |
43% |
False |
False |
53,467 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.5% |
18.6 |
1.5% |
43% |
False |
False |
36,991 |
80 |
1,308.0 |
1,193.2 |
114.8 |
9.2% |
20.2 |
1.6% |
47% |
False |
False |
28,471 |
100 |
1,308.0 |
1,074.0 |
234.0 |
18.8% |
19.0 |
1.5% |
74% |
False |
False |
23,098 |
120 |
1,308.0 |
1,049.4 |
258.6 |
20.7% |
17.6 |
1.4% |
77% |
False |
False |
19,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.4 |
2.618 |
1,275.4 |
1.618 |
1,266.2 |
1.000 |
1,260.5 |
0.618 |
1,257.0 |
HIGH |
1,251.3 |
0.618 |
1,247.8 |
0.500 |
1,246.7 |
0.382 |
1,245.6 |
LOW |
1,242.1 |
0.618 |
1,236.4 |
1.000 |
1,232.9 |
1.618 |
1,227.2 |
2.618 |
1,218.0 |
4.250 |
1,203.0 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,247.2 |
1,241.7 |
PP |
1,246.9 |
1,235.9 |
S1 |
1,246.7 |
1,230.2 |
|