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 |
1,252.6 |
1,270.4 |
17.8 |
1.4% |
1,220.9 |
High |
1,272.7 |
1,280.2 |
7.5 |
0.6% |
1,252.9 |
Low |
1,251.3 |
1,265.5 |
14.2 |
1.1% |
1,207.0 |
Close |
1,268.0 |
1,278.5 |
10.5 |
0.8% |
1,248.5 |
Range |
21.4 |
14.7 |
-6.7 |
-31.3% |
45.9 |
ATR |
17.8 |
17.6 |
-0.2 |
-1.2% |
0.0 |
Volume |
7,266 |
6,745 |
-521 |
-7.2% |
19,597 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.8 |
1,313.4 |
1,286.6 |
|
R3 |
1,304.1 |
1,298.7 |
1,282.5 |
|
R2 |
1,289.4 |
1,289.4 |
1,281.2 |
|
R1 |
1,284.0 |
1,284.0 |
1,279.8 |
1,286.7 |
PP |
1,274.7 |
1,274.7 |
1,274.7 |
1,276.1 |
S1 |
1,269.3 |
1,269.3 |
1,277.2 |
1,272.0 |
S2 |
1,260.0 |
1,260.0 |
1,275.8 |
|
S3 |
1,245.3 |
1,254.6 |
1,274.5 |
|
S4 |
1,230.6 |
1,239.9 |
1,270.4 |
|
|
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 |
1,280.2 |
1,214.9 |
65.3 |
5.1% |
18.9 |
1.5% |
97% |
True |
False |
5,883 |
10 |
1,280.2 |
1,207.0 |
73.2 |
5.7% |
16.6 |
1.3% |
98% |
True |
False |
5,114 |
20 |
1,297.0 |
1,207.0 |
90.0 |
7.0% |
16.5 |
1.3% |
79% |
False |
False |
5,981 |
40 |
1,311.5 |
1,207.0 |
104.5 |
8.2% |
17.3 |
1.4% |
68% |
False |
False |
4,603 |
60 |
1,311.5 |
1,207.0 |
104.5 |
8.2% |
17.5 |
1.4% |
68% |
False |
False |
3,941 |
80 |
1,311.5 |
1,199.5 |
112.0 |
8.8% |
19.0 |
1.5% |
71% |
False |
False |
3,423 |
100 |
1,311.5 |
1,087.8 |
223.7 |
17.5% |
18.8 |
1.5% |
85% |
False |
False |
3,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.7 |
2.618 |
1,318.7 |
1.618 |
1,304.0 |
1.000 |
1,294.9 |
0.618 |
1,289.3 |
HIGH |
1,280.2 |
0.618 |
1,274.6 |
0.500 |
1,272.9 |
0.382 |
1,271.1 |
LOW |
1,265.5 |
0.618 |
1,256.4 |
1.000 |
1,250.8 |
1.618 |
1,241.7 |
2.618 |
1,227.0 |
4.250 |
1,203.0 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,276.6 |
1,272.8 |
PP |
1,274.7 |
1,267.1 |
S1 |
1,272.9 |
1,261.5 |
|