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 |
4,503.25 |
4,514.00 |
10.75 |
0.2% |
4,509.75 |
High |
4,528.00 |
4,537.25 |
9.25 |
0.2% |
4,529.75 |
Low |
4,496.00 |
4,503.25 |
7.25 |
0.2% |
4,471.50 |
Close |
4,517.25 |
4,506.00 |
-11.25 |
-0.2% |
4,501.25 |
Range |
32.00 |
34.00 |
2.00 |
6.3% |
58.25 |
ATR |
51.94 |
50.66 |
-1.28 |
-2.5% |
0.00 |
Volume |
4,317 |
3,514 |
-803 |
-18.6% |
6,078 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.50 |
4,595.75 |
4,524.75 |
|
R3 |
4,583.50 |
4,561.75 |
4,515.25 |
|
R2 |
4,549.50 |
4,549.50 |
4,512.25 |
|
R1 |
4,527.75 |
4,527.75 |
4,509.00 |
4,521.50 |
PP |
4,515.50 |
4,515.50 |
4,515.50 |
4,512.50 |
S1 |
4,493.75 |
4,493.75 |
4,503.00 |
4,487.50 |
S2 |
4,481.50 |
4,481.50 |
4,499.75 |
|
S3 |
4,447.50 |
4,459.75 |
4,496.75 |
|
S4 |
4,413.50 |
4,425.75 |
4,487.25 |
|
|
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 |
4,537.25 |
4,471.50 |
65.75 |
1.5% |
41.00 |
0.9% |
52% |
True |
False |
2,544 |
10 |
4,537.25 |
4,334.75 |
202.50 |
4.5% |
44.00 |
1.0% |
85% |
True |
False |
1,616 |
20 |
4,537.25 |
4,273.50 |
263.75 |
5.9% |
53.75 |
1.2% |
88% |
True |
False |
907 |
40 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
55.75 |
1.2% |
77% |
False |
False |
508 |
60 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
53.75 |
1.2% |
77% |
False |
False |
365 |
80 |
4,576.50 |
3,995.00 |
581.50 |
12.9% |
48.75 |
1.1% |
88% |
False |
False |
276 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.0% |
48.75 |
1.1% |
90% |
False |
False |
221 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.3% |
48.75 |
1.1% |
77% |
False |
False |
184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,681.75 |
2.618 |
4,626.25 |
1.618 |
4,592.25 |
1.000 |
4,571.25 |
0.618 |
4,558.25 |
HIGH |
4,537.25 |
0.618 |
4,524.25 |
0.500 |
4,520.25 |
0.382 |
4,516.25 |
LOW |
4,503.25 |
0.618 |
4,482.25 |
1.000 |
4,469.25 |
1.618 |
4,448.25 |
2.618 |
4,414.25 |
4.250 |
4,358.75 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,520.25 |
4,505.50 |
PP |
4,515.50 |
4,505.00 |
S1 |
4,510.75 |
4,504.50 |
|