Trading Metrics calculated at close of trading on 02-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,223.6 |
1,221.6 |
-2.0 |
-0.2% |
1,261.0 |
High |
1,228.2 |
1,225.2 |
-3.0 |
-0.2% |
1,263.9 |
Low |
1,214.0 |
1,217.7 |
3.7 |
0.3% |
1,214.6 |
Close |
1,220.4 |
1,218.3 |
-2.1 |
-0.2% |
1,222.0 |
Range |
14.2 |
7.5 |
-6.7 |
-47.2% |
49.3 |
ATR |
17.9 |
17.2 |
-0.7 |
-4.2% |
0.0 |
Volume |
3,026 |
2,684 |
-342 |
-11.3% |
31,333 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.9 |
1,238.1 |
1,222.4 |
|
R3 |
1,235.4 |
1,230.6 |
1,220.4 |
|
R2 |
1,227.9 |
1,227.9 |
1,219.7 |
|
R1 |
1,223.1 |
1,223.1 |
1,219.0 |
1,221.8 |
PP |
1,220.4 |
1,220.4 |
1,220.4 |
1,219.7 |
S1 |
1,215.6 |
1,215.6 |
1,217.6 |
1,214.3 |
S2 |
1,212.9 |
1,212.9 |
1,216.9 |
|
S3 |
1,205.4 |
1,208.1 |
1,216.2 |
|
S4 |
1,197.9 |
1,200.6 |
1,214.2 |
|
|
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% |
14.3 |
1.2% |
33% |
False |
False |
4,346 |
10 |
1,269.2 |
1,207.0 |
62.2 |
5.1% |
14.7 |
1.2% |
18% |
False |
False |
6,701 |
20 |
1,303.7 |
1,207.0 |
96.7 |
7.9% |
16.0 |
1.3% |
12% |
False |
False |
5,875 |
40 |
1,311.5 |
1,207.0 |
104.5 |
8.6% |
16.8 |
1.4% |
11% |
False |
False |
4,356 |
60 |
1,311.5 |
1,207.0 |
104.5 |
8.6% |
18.2 |
1.5% |
11% |
False |
False |
3,564 |
80 |
1,311.5 |
1,184.5 |
127.0 |
10.4% |
19.7 |
1.6% |
27% |
False |
False |
3,173 |
100 |
1,311.5 |
1,073.7 |
237.8 |
19.5% |
18.6 |
1.5% |
61% |
False |
False |
2,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.1 |
2.618 |
1,244.8 |
1.618 |
1,237.3 |
1.000 |
1,232.7 |
0.618 |
1,229.8 |
HIGH |
1,225.2 |
0.618 |
1,222.3 |
0.500 |
1,221.5 |
0.382 |
1,220.6 |
LOW |
1,217.7 |
0.618 |
1,213.1 |
1.000 |
1,210.2 |
1.618 |
1,205.6 |
2.618 |
1,198.1 |
4.250 |
1,185.8 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,221.5 |
1,218.1 |
PP |
1,220.4 |
1,217.8 |
S1 |
1,219.4 |
1,217.6 |
|