Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,245.5 |
1,248.0 |
2.5 |
0.2% |
1,215.1 |
High |
1,251.3 |
1,249.0 |
-2.3 |
-0.2% |
1,247.4 |
Low |
1,242.1 |
1,236.9 |
-5.2 |
-0.4% |
1,201.5 |
Close |
1,247.4 |
1,247.0 |
-0.4 |
0.0% |
1,242.9 |
Range |
9.2 |
12.1 |
2.9 |
31.5% |
45.9 |
ATR |
18.5 |
18.1 |
-0.5 |
-2.5% |
0.0 |
Volume |
162,935 |
120,505 |
-42,430 |
-26.0% |
749,067 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.6 |
1,275.9 |
1,253.7 |
|
R3 |
1,268.5 |
1,263.8 |
1,250.3 |
|
R2 |
1,256.4 |
1,256.4 |
1,249.2 |
|
R1 |
1,251.7 |
1,251.7 |
1,248.1 |
1,248.0 |
PP |
1,244.3 |
1,244.3 |
1,244.3 |
1,242.5 |
S1 |
1,239.6 |
1,239.6 |
1,245.9 |
1,235.9 |
S2 |
1,232.2 |
1,232.2 |
1,244.8 |
|
S3 |
1,220.1 |
1,227.5 |
1,243.7 |
|
S4 |
1,208.0 |
1,215.4 |
1,240.3 |
|
|
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 |
1,208.2 |
43.1 |
3.5% |
16.5 |
1.3% |
90% |
False |
False |
159,272 |
10 |
1,256.0 |
1,201.5 |
54.5 |
4.4% |
17.4 |
1.4% |
83% |
False |
False |
161,506 |
20 |
1,292.4 |
1,201.5 |
90.9 |
7.3% |
16.7 |
1.3% |
50% |
False |
False |
101,809 |
40 |
1,308.0 |
1,201.5 |
106.5 |
8.5% |
17.9 |
1.4% |
43% |
False |
False |
56,296 |
60 |
1,308.0 |
1,201.5 |
106.5 |
8.5% |
18.3 |
1.5% |
43% |
False |
False |
38,946 |
80 |
1,308.0 |
1,193.2 |
114.8 |
9.2% |
19.5 |
1.6% |
47% |
False |
False |
29,918 |
100 |
1,308.0 |
1,074.0 |
234.0 |
18.8% |
18.9 |
1.5% |
74% |
False |
False |
24,295 |
120 |
1,308.0 |
1,049.4 |
258.6 |
20.7% |
17.6 |
1.4% |
76% |
False |
False |
20,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.4 |
2.618 |
1,280.7 |
1.618 |
1,268.6 |
1.000 |
1,261.1 |
0.618 |
1,256.5 |
HIGH |
1,249.0 |
0.618 |
1,244.4 |
0.500 |
1,243.0 |
0.382 |
1,241.5 |
LOW |
1,236.9 |
0.618 |
1,229.4 |
1.000 |
1,224.8 |
1.618 |
1,217.3 |
2.618 |
1,205.2 |
4.250 |
1,185.5 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,245.7 |
1,241.4 |
PP |
1,244.3 |
1,235.8 |
S1 |
1,243.0 |
1,230.2 |
|