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 |
4,521.25 |
4,503.25 |
-18.00 |
-0.4% |
4,509.75 |
High |
4,529.75 |
4,528.00 |
-1.75 |
0.0% |
4,529.75 |
Low |
4,471.50 |
4,496.00 |
24.50 |
0.5% |
4,471.50 |
Close |
4,501.25 |
4,517.25 |
16.00 |
0.4% |
4,501.25 |
Range |
58.25 |
32.00 |
-26.25 |
-45.1% |
58.25 |
ATR |
53.48 |
51.94 |
-1.53 |
-2.9% |
0.00 |
Volume |
1,518 |
4,317 |
2,799 |
184.4% |
6,078 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.75 |
4,595.50 |
4,534.75 |
|
R3 |
4,577.75 |
4,563.50 |
4,526.00 |
|
R2 |
4,545.75 |
4,545.75 |
4,523.00 |
|
R1 |
4,531.50 |
4,531.50 |
4,520.25 |
4,538.50 |
PP |
4,513.75 |
4,513.75 |
4,513.75 |
4,517.25 |
S1 |
4,499.50 |
4,499.50 |
4,514.25 |
4,506.50 |
S2 |
4,481.75 |
4,481.75 |
4,511.50 |
|
S3 |
4,449.75 |
4,467.50 |
4,508.50 |
|
S4 |
4,417.75 |
4,435.50 |
4,499.75 |
|
|
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% |
40.00 |
0.9% |
79% |
False |
False |
2,079 |
10 |
4,529.75 |
4,334.75 |
195.00 |
4.3% |
43.75 |
1.0% |
94% |
False |
False |
1,274 |
20 |
4,529.75 |
4,273.50 |
256.25 |
5.7% |
53.75 |
1.2% |
95% |
False |
False |
737 |
40 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
56.25 |
1.2% |
81% |
False |
False |
421 |
60 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
53.50 |
1.2% |
81% |
False |
False |
307 |
80 |
4,576.50 |
3,902.00 |
674.50 |
14.9% |
48.75 |
1.1% |
91% |
False |
False |
232 |
100 |
4,576.50 |
3,902.00 |
674.50 |
14.9% |
50.00 |
1.1% |
91% |
False |
False |
186 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.3% |
48.75 |
1.1% |
79% |
False |
False |
155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,664.00 |
2.618 |
4,611.75 |
1.618 |
4,579.75 |
1.000 |
4,560.00 |
0.618 |
4,547.75 |
HIGH |
4,528.00 |
0.618 |
4,515.75 |
0.500 |
4,512.00 |
0.382 |
4,508.25 |
LOW |
4,496.00 |
0.618 |
4,476.25 |
1.000 |
4,464.00 |
1.618 |
4,444.25 |
2.618 |
4,412.25 |
4.250 |
4,360.00 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,515.50 |
4,511.75 |
PP |
4,513.75 |
4,506.25 |
S1 |
4,512.00 |
4,500.50 |
|