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 |
1,250.7 |
1,253.2 |
2.5 |
0.2% |
1,220.9 |
High |
1,256.8 |
1,254.5 |
-2.3 |
-0.2% |
1,252.9 |
Low |
1,248.0 |
1,242.7 |
-5.3 |
-0.4% |
1,207.0 |
Close |
1,253.1 |
1,252.7 |
-0.4 |
0.0% |
1,248.5 |
Range |
8.8 |
11.8 |
3.0 |
34.1% |
45.9 |
ATR |
17.9 |
17.5 |
-0.4 |
-2.4% |
0.0 |
Volume |
5,209 |
3,279 |
-1,930 |
-37.1% |
19,597 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.4 |
1,280.8 |
1,259.2 |
|
R3 |
1,273.6 |
1,269.0 |
1,255.9 |
|
R2 |
1,261.8 |
1,261.8 |
1,254.9 |
|
R1 |
1,257.2 |
1,257.2 |
1,253.8 |
1,253.6 |
PP |
1,250.0 |
1,250.0 |
1,250.0 |
1,248.2 |
S1 |
1,245.4 |
1,245.4 |
1,251.6 |
1,241.8 |
S2 |
1,238.2 |
1,238.2 |
1,250.5 |
|
S3 |
1,226.4 |
1,233.6 |
1,249.5 |
|
S4 |
1,214.6 |
1,221.8 |
1,246.2 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.8 |
1,357.1 |
1,273.7 |
|
R3 |
1,327.9 |
1,311.2 |
1,261.1 |
|
R2 |
1,282.0 |
1,282.0 |
1,256.9 |
|
R1 |
1,265.3 |
1,265.3 |
1,252.7 |
1,273.7 |
PP |
1,236.1 |
1,236.1 |
1,236.1 |
1,240.3 |
S1 |
1,219.4 |
1,219.4 |
1,244.3 |
1,227.8 |
S2 |
1,190.2 |
1,190.2 |
1,240.1 |
|
S3 |
1,144.3 |
1,173.5 |
1,235.9 |
|
S4 |
1,098.4 |
1,127.6 |
1,223.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.8 |
1,214.0 |
42.8 |
3.4% |
16.1 |
1.3% |
90% |
False |
False |
4,222 |
10 |
1,257.7 |
1,207.0 |
50.7 |
4.0% |
16.6 |
1.3% |
90% |
False |
False |
5,500 |
20 |
1,297.0 |
1,207.0 |
90.0 |
7.2% |
15.9 |
1.3% |
51% |
False |
False |
6,126 |
40 |
1,311.5 |
1,207.0 |
104.5 |
8.3% |
17.0 |
1.4% |
44% |
False |
False |
4,445 |
60 |
1,311.5 |
1,207.0 |
104.5 |
8.3% |
17.6 |
1.4% |
44% |
False |
False |
3,757 |
80 |
1,311.5 |
1,194.0 |
117.5 |
9.4% |
19.3 |
1.5% |
50% |
False |
False |
3,276 |
100 |
1,311.5 |
1,073.7 |
237.8 |
19.0% |
18.8 |
1.5% |
75% |
False |
False |
2,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.7 |
2.618 |
1,285.4 |
1.618 |
1,273.6 |
1.000 |
1,266.3 |
0.618 |
1,261.8 |
HIGH |
1,254.5 |
0.618 |
1,250.0 |
0.500 |
1,248.6 |
0.382 |
1,247.2 |
LOW |
1,242.7 |
0.618 |
1,235.4 |
1.000 |
1,230.9 |
1.618 |
1,223.6 |
2.618 |
1,211.8 |
4.250 |
1,192.6 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,251.3 |
1,247.1 |
PP |
1,250.0 |
1,241.5 |
S1 |
1,248.6 |
1,235.9 |
|