Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
4,514.00 |
4,503.00 |
-11.00 |
-0.2% |
4,509.75 |
High |
4,537.25 |
4,522.25 |
-15.00 |
-0.3% |
4,529.75 |
Low |
4,503.25 |
4,496.00 |
-7.25 |
-0.2% |
4,471.50 |
Close |
4,506.00 |
4,511.00 |
5.00 |
0.1% |
4,501.25 |
Range |
34.00 |
26.25 |
-7.75 |
-22.8% |
58.25 |
ATR |
50.66 |
48.92 |
-1.74 |
-3.4% |
0.00 |
Volume |
3,514 |
16,503 |
12,989 |
369.6% |
6,078 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.50 |
4,576.00 |
4,525.50 |
|
R3 |
4,562.25 |
4,549.75 |
4,518.25 |
|
R2 |
4,536.00 |
4,536.00 |
4,515.75 |
|
R1 |
4,523.50 |
4,523.50 |
4,513.50 |
4,529.75 |
PP |
4,509.75 |
4,509.75 |
4,509.75 |
4,513.00 |
S1 |
4,497.25 |
4,497.25 |
4,508.50 |
4,503.50 |
S2 |
4,483.50 |
4,483.50 |
4,506.25 |
|
S3 |
4,457.25 |
4,471.00 |
4,503.75 |
|
S4 |
4,431.00 |
4,444.75 |
4,496.50 |
|
|
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% |
39.50 |
0.9% |
60% |
False |
False |
5,494 |
10 |
4,537.25 |
4,435.75 |
101.50 |
2.3% |
36.00 |
0.8% |
74% |
False |
False |
3,196 |
20 |
4,537.25 |
4,273.50 |
263.75 |
5.8% |
51.25 |
1.1% |
90% |
False |
False |
1,726 |
40 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
54.50 |
1.2% |
79% |
False |
False |
919 |
60 |
4,576.50 |
4,265.00 |
311.50 |
6.9% |
53.75 |
1.2% |
79% |
False |
False |
639 |
80 |
4,576.50 |
4,081.25 |
495.25 |
11.0% |
49.00 |
1.1% |
87% |
False |
False |
482 |
100 |
4,576.50 |
3,902.00 |
674.50 |
15.0% |
47.75 |
1.1% |
90% |
False |
False |
386 |
120 |
4,681.75 |
3,902.00 |
779.75 |
17.3% |
48.75 |
1.1% |
78% |
False |
False |
322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,633.75 |
2.618 |
4,591.00 |
1.618 |
4,564.75 |
1.000 |
4,548.50 |
0.618 |
4,538.50 |
HIGH |
4,522.25 |
0.618 |
4,512.25 |
0.500 |
4,509.00 |
0.382 |
4,506.00 |
LOW |
4,496.00 |
0.618 |
4,479.75 |
1.000 |
4,469.75 |
1.618 |
4,453.50 |
2.618 |
4,427.25 |
4.250 |
4,384.50 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
4,510.50 |
4,516.50 |
PP |
4,509.75 |
4,514.75 |
S1 |
4,509.00 |
4,513.00 |
|