Trading Metrics calculated at close of trading on 01-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,220.9 |
1,223.6 |
2.7 |
0.2% |
1,261.0 |
High |
1,226.0 |
1,228.2 |
2.2 |
0.2% |
1,263.9 |
Low |
1,207.0 |
1,214.0 |
7.0 |
0.6% |
1,214.6 |
Close |
1,223.1 |
1,220.4 |
-2.7 |
-0.2% |
1,222.0 |
Range |
19.0 |
14.2 |
-4.8 |
-25.3% |
49.3 |
ATR |
18.2 |
17.9 |
-0.3 |
-1.6% |
0.0 |
Volume |
6,971 |
3,026 |
-3,945 |
-56.6% |
31,333 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.5 |
1,256.1 |
1,228.2 |
|
R3 |
1,249.3 |
1,241.9 |
1,224.3 |
|
R2 |
1,235.1 |
1,235.1 |
1,223.0 |
|
R1 |
1,227.7 |
1,227.7 |
1,221.7 |
1,224.3 |
PP |
1,220.9 |
1,220.9 |
1,220.9 |
1,219.2 |
S1 |
1,213.5 |
1,213.5 |
1,219.1 |
1,210.1 |
S2 |
1,206.7 |
1,206.7 |
1,217.8 |
|
S3 |
1,192.5 |
1,199.3 |
1,216.5 |
|
S4 |
1,178.3 |
1,185.1 |
1,212.6 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.4 |
1,351.0 |
1,249.1 |
|
R3 |
1,332.1 |
1,301.7 |
1,235.6 |
|
R2 |
1,282.8 |
1,282.8 |
1,231.0 |
|
R1 |
1,252.4 |
1,252.4 |
1,226.5 |
1,243.0 |
PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,228.8 |
S1 |
1,203.1 |
1,203.1 |
1,217.5 |
1,193.7 |
S2 |
1,184.2 |
1,184.2 |
1,213.0 |
|
S3 |
1,134.9 |
1,153.8 |
1,208.4 |
|
S4 |
1,085.6 |
1,104.5 |
1,194.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,241.5 |
1,207.0 |
34.5 |
2.8% |
15.2 |
1.2% |
39% |
False |
False |
5,436 |
10 |
1,289.5 |
1,207.0 |
82.5 |
6.8% |
16.5 |
1.3% |
16% |
False |
False |
7,119 |
20 |
1,303.7 |
1,207.0 |
96.7 |
7.9% |
16.5 |
1.4% |
14% |
False |
False |
5,911 |
40 |
1,311.5 |
1,207.0 |
104.5 |
8.6% |
16.9 |
1.4% |
13% |
False |
False |
4,312 |
60 |
1,311.5 |
1,207.0 |
104.5 |
8.6% |
18.3 |
1.5% |
13% |
False |
False |
3,529 |
80 |
1,311.5 |
1,168.0 |
143.5 |
11.8% |
20.0 |
1.6% |
37% |
False |
False |
3,176 |
100 |
1,311.5 |
1,073.7 |
237.8 |
19.5% |
18.7 |
1.5% |
62% |
False |
False |
2,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.6 |
2.618 |
1,265.4 |
1.618 |
1,251.2 |
1.000 |
1,242.4 |
0.618 |
1,237.0 |
HIGH |
1,228.2 |
0.618 |
1,222.8 |
0.500 |
1,221.1 |
0.382 |
1,219.4 |
LOW |
1,214.0 |
0.618 |
1,205.2 |
1.000 |
1,199.8 |
1.618 |
1,191.0 |
2.618 |
1,176.8 |
4.250 |
1,153.7 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,221.1 |
1,219.9 |
PP |
1,220.9 |
1,219.3 |
S1 |
1,220.6 |
1,218.8 |
|