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 |
4,515.00 |
4,514.50 |
-0.50 |
0.0% |
4,359.75 |
High |
4,528.75 |
4,526.50 |
-2.25 |
0.0% |
4,505.25 |
Low |
4,495.50 |
4,479.50 |
-16.00 |
-0.4% |
4,334.75 |
Close |
4,513.75 |
4,524.50 |
10.75 |
0.2% |
4,502.00 |
Range |
33.25 |
47.00 |
13.75 |
41.4% |
170.50 |
ATR |
53.58 |
53.11 |
-0.47 |
-0.9% |
0.00 |
Volume |
1,752 |
1,621 |
-131 |
-7.5% |
2,354 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,651.25 |
4,634.75 |
4,550.25 |
|
R3 |
4,604.25 |
4,587.75 |
4,537.50 |
|
R2 |
4,557.25 |
4,557.25 |
4,533.00 |
|
R1 |
4,540.75 |
4,540.75 |
4,528.75 |
4,549.00 |
PP |
4,510.25 |
4,510.25 |
4,510.25 |
4,514.25 |
S1 |
4,493.75 |
4,493.75 |
4,520.25 |
4,502.00 |
S2 |
4,463.25 |
4,463.25 |
4,516.00 |
|
S3 |
4,416.25 |
4,446.75 |
4,511.50 |
|
S4 |
4,369.25 |
4,399.75 |
4,498.75 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,958.75 |
4,901.00 |
4,595.75 |
|
R3 |
4,788.25 |
4,730.50 |
4,549.00 |
|
R2 |
4,617.75 |
4,617.75 |
4,533.25 |
|
R1 |
4,560.00 |
4,560.00 |
4,517.75 |
4,589.00 |
PP |
4,447.25 |
4,447.25 |
4,447.25 |
4,461.75 |
S1 |
4,389.50 |
4,389.50 |
4,486.25 |
4,418.50 |
S2 |
4,276.75 |
4,276.75 |
4,470.75 |
|
S3 |
4,106.25 |
4,219.00 |
4,455.00 |
|
S4 |
3,935.75 |
4,048.50 |
4,408.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,528.75 |
4,456.25 |
72.50 |
1.6% |
32.75 |
0.7% |
94% |
False |
False |
1,092 |
10 |
4,528.75 |
4,273.50 |
255.25 |
5.6% |
46.75 |
1.0% |
98% |
False |
False |
748 |
20 |
4,528.75 |
4,265.00 |
263.75 |
5.8% |
54.75 |
1.2% |
98% |
False |
False |
470 |
40 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
57.50 |
1.3% |
83% |
False |
False |
278 |
60 |
4,576.50 |
4,230.00 |
346.50 |
7.7% |
54.00 |
1.2% |
85% |
False |
False |
210 |
80 |
4,576.50 |
3,902.00 |
674.50 |
14.9% |
48.50 |
1.1% |
92% |
False |
False |
159 |
100 |
4,576.50 |
3,902.00 |
674.50 |
14.9% |
50.50 |
1.1% |
92% |
False |
False |
127 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.2% |
48.00 |
1.1% |
80% |
False |
False |
106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,726.25 |
2.618 |
4,649.50 |
1.618 |
4,602.50 |
1.000 |
4,573.50 |
0.618 |
4,555.50 |
HIGH |
4,526.50 |
0.618 |
4,508.50 |
0.500 |
4,503.00 |
0.382 |
4,497.50 |
LOW |
4,479.50 |
0.618 |
4,450.50 |
1.000 |
4,432.50 |
1.618 |
4,403.50 |
2.618 |
4,356.50 |
4.250 |
4,279.75 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,517.25 |
4,517.75 |
PP |
4,510.25 |
4,511.00 |
S1 |
4,503.00 |
4,504.00 |
|