Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
5,305.0 |
5,321.0 |
16.0 |
0.3% |
5,360.0 |
High |
5,327.0 |
5,340.0 |
13.0 |
0.2% |
5,367.0 |
Low |
5,293.0 |
5,290.0 |
-3.0 |
-0.1% |
5,231.0 |
Close |
5,325.0 |
5,313.0 |
-12.0 |
-0.2% |
5,272.0 |
Range |
34.0 |
50.0 |
16.0 |
47.1% |
136.0 |
ATR |
44.2 |
44.6 |
0.4 |
0.9% |
0.0 |
Volume |
810 |
5,687 |
4,877 |
602.1% |
367 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,464.3 |
5,438.7 |
5,340.5 |
|
R3 |
5,414.3 |
5,388.7 |
5,326.8 |
|
R2 |
5,364.3 |
5,364.3 |
5,322.2 |
|
R1 |
5,338.7 |
5,338.7 |
5,317.6 |
5,326.5 |
PP |
5,314.3 |
5,314.3 |
5,314.3 |
5,308.3 |
S1 |
5,288.7 |
5,288.7 |
5,308.4 |
5,276.5 |
S2 |
5,264.3 |
5,264.3 |
5,303.8 |
|
S3 |
5,214.3 |
5,238.7 |
5,299.3 |
|
S4 |
5,164.3 |
5,188.7 |
5,285.5 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,698.0 |
5,621.0 |
5,346.8 |
|
R3 |
5,562.0 |
5,485.0 |
5,309.4 |
|
R2 |
5,426.0 |
5,426.0 |
5,296.9 |
|
R1 |
5,349.0 |
5,349.0 |
5,284.5 |
5,319.5 |
PP |
5,290.0 |
5,290.0 |
5,290.0 |
5,275.3 |
S1 |
5,213.0 |
5,213.0 |
5,259.5 |
5,183.5 |
S2 |
5,154.0 |
5,154.0 |
5,247.1 |
|
S3 |
5,018.0 |
5,077.0 |
5,234.6 |
|
S4 |
4,882.0 |
4,941.0 |
5,197.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,341.0 |
5,266.0 |
75.0 |
1.4% |
33.8 |
0.6% |
63% |
False |
False |
1,506 |
10 |
5,372.0 |
5,231.0 |
141.0 |
2.7% |
31.3 |
0.6% |
58% |
False |
False |
797 |
20 |
5,372.0 |
5,231.0 |
141.0 |
2.7% |
30.8 |
0.6% |
58% |
False |
False |
433 |
40 |
5,372.0 |
5,042.0 |
330.0 |
6.2% |
23.7 |
0.4% |
82% |
False |
False |
275 |
60 |
5,372.0 |
4,836.0 |
536.0 |
10.1% |
23.6 |
0.4% |
89% |
False |
False |
200 |
80 |
5,372.0 |
4,773.0 |
599.0 |
11.3% |
17.8 |
0.3% |
90% |
False |
False |
150 |
100 |
5,372.0 |
4,600.0 |
772.0 |
14.5% |
16.2 |
0.3% |
92% |
False |
False |
122 |
120 |
5,372.0 |
4,600.0 |
772.0 |
14.5% |
13.5 |
0.3% |
92% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,552.5 |
2.618 |
5,470.9 |
1.618 |
5,420.9 |
1.000 |
5,390.0 |
0.618 |
5,370.9 |
HIGH |
5,340.0 |
0.618 |
5,320.9 |
0.500 |
5,315.0 |
0.382 |
5,309.1 |
LOW |
5,290.0 |
0.618 |
5,259.1 |
1.000 |
5,240.0 |
1.618 |
5,209.1 |
2.618 |
5,159.1 |
4.250 |
5,077.5 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
5,315.0 |
5,315.5 |
PP |
5,314.3 |
5,314.7 |
S1 |
5,313.7 |
5,313.8 |
|