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 |
4,514.50 |
4,521.25 |
6.75 |
0.1% |
4,509.75 |
High |
4,526.50 |
4,529.75 |
3.25 |
0.1% |
4,529.75 |
Low |
4,479.50 |
4,471.50 |
-8.00 |
-0.2% |
4,471.50 |
Close |
4,524.50 |
4,501.25 |
-23.25 |
-0.5% |
4,501.25 |
Range |
47.00 |
58.25 |
11.25 |
23.9% |
58.25 |
ATR |
53.11 |
53.48 |
0.37 |
0.7% |
0.00 |
Volume |
1,621 |
1,518 |
-103 |
-6.4% |
6,078 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,675.50 |
4,646.75 |
4,533.25 |
|
R3 |
4,617.25 |
4,588.50 |
4,517.25 |
|
R2 |
4,559.00 |
4,559.00 |
4,512.00 |
|
R1 |
4,530.25 |
4,530.25 |
4,506.50 |
4,515.50 |
PP |
4,500.75 |
4,500.75 |
4,500.75 |
4,493.50 |
S1 |
4,472.00 |
4,472.00 |
4,496.00 |
4,457.25 |
S2 |
4,442.50 |
4,442.50 |
4,490.50 |
|
S3 |
4,384.25 |
4,413.75 |
4,485.25 |
|
S4 |
4,326.00 |
4,355.50 |
4,469.25 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,675.50 |
4,646.75 |
4,533.25 |
|
R3 |
4,617.25 |
4,588.50 |
4,517.25 |
|
R2 |
4,559.00 |
4,559.00 |
4,512.00 |
|
R1 |
4,530.25 |
4,530.25 |
4,506.50 |
4,515.50 |
PP |
4,500.75 |
4,500.75 |
4,500.75 |
4,493.50 |
S1 |
4,472.00 |
4,472.00 |
4,496.00 |
4,457.25 |
S2 |
4,442.50 |
4,442.50 |
4,490.50 |
|
S3 |
4,384.25 |
4,413.75 |
4,485.25 |
|
S4 |
4,326.00 |
4,355.50 |
4,469.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,529.75 |
4,471.50 |
58.25 |
1.3% |
38.25 |
0.8% |
51% |
True |
True |
1,287 |
10 |
4,529.75 |
4,307.25 |
222.50 |
4.9% |
46.75 |
1.0% |
87% |
True |
False |
875 |
20 |
4,529.75 |
4,265.00 |
264.75 |
5.9% |
55.25 |
1.2% |
89% |
True |
False |
537 |
40 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
56.75 |
1.3% |
76% |
False |
False |
315 |
60 |
4,576.50 |
4,230.00 |
346.50 |
7.7% |
54.50 |
1.2% |
78% |
False |
False |
235 |
80 |
4,576.50 |
3,902.00 |
674.50 |
15.0% |
49.00 |
1.1% |
89% |
False |
False |
178 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.0% |
50.50 |
1.1% |
89% |
False |
False |
142 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.3% |
48.50 |
1.1% |
77% |
False |
False |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,777.25 |
2.618 |
4,682.25 |
1.618 |
4,624.00 |
1.000 |
4,588.00 |
0.618 |
4,565.75 |
HIGH |
4,529.75 |
0.618 |
4,507.50 |
0.500 |
4,500.50 |
0.382 |
4,493.75 |
LOW |
4,471.50 |
0.618 |
4,435.50 |
1.000 |
4,413.25 |
1.618 |
4,377.25 |
2.618 |
4,319.00 |
4.250 |
4,224.00 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,501.00 |
4,501.00 |
PP |
4,500.75 |
4,500.75 |
S1 |
4,500.50 |
4,500.50 |
|