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 |
209.12 |
209.80 |
0.68 |
0.3% |
205.51 |
High |
210.48 |
210.93 |
0.45 |
0.2% |
210.25 |
Low |
208.89 |
209.24 |
0.35 |
0.2% |
204.99 |
Close |
210.27 |
210.91 |
0.64 |
0.3% |
210.24 |
Range |
1.59 |
1.69 |
0.10 |
6.3% |
5.26 |
ATR |
1.85 |
1.83 |
-0.01 |
-0.6% |
0.00 |
Volume |
69,936,200 |
63,044,700 |
-6,891,500 |
-9.9% |
350,933,796 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
215.43 |
214.86 |
211.84 |
|
R3 |
213.74 |
213.17 |
211.37 |
|
R2 |
212.05 |
212.05 |
211.22 |
|
R1 |
211.48 |
211.48 |
211.06 |
211.77 |
PP |
210.36 |
210.36 |
210.36 |
210.50 |
S1 |
209.79 |
209.79 |
210.76 |
210.08 |
S2 |
208.67 |
208.67 |
210.60 |
|
S3 |
206.98 |
208.10 |
210.45 |
|
S4 |
205.29 |
206.41 |
209.98 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
224.27 |
222.52 |
213.13 |
|
R3 |
219.01 |
217.26 |
211.69 |
|
R2 |
213.75 |
213.75 |
211.20 |
|
R1 |
212.00 |
212.00 |
210.72 |
212.88 |
PP |
208.49 |
208.49 |
208.49 |
208.93 |
S1 |
206.74 |
206.74 |
209.76 |
207.62 |
S2 |
203.23 |
203.23 |
209.28 |
|
S3 |
197.97 |
201.48 |
208.79 |
|
S4 |
192.71 |
196.22 |
207.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
210.93 |
208.89 |
2.04 |
1.0% |
1.26 |
0.6% |
99% |
True |
False |
72,470,399 |
10 |
210.93 |
202.78 |
8.15 |
3.9% |
1.42 |
0.7% |
100% |
True |
False |
81,421,479 |
20 |
210.93 |
202.78 |
8.15 |
3.9% |
1.74 |
0.8% |
100% |
True |
False |
85,334,439 |
40 |
210.93 |
202.78 |
8.15 |
3.9% |
1.72 |
0.8% |
100% |
True |
False |
87,718,866 |
60 |
210.93 |
197.38 |
13.55 |
6.4% |
1.78 |
0.8% |
100% |
True |
False |
91,810,135 |
80 |
210.93 |
181.09 |
29.84 |
14.1% |
1.94 |
0.9% |
100% |
True |
False |
101,083,540 |
100 |
210.93 |
181.02 |
29.91 |
14.2% |
2.31 |
1.1% |
100% |
True |
False |
119,265,917 |
120 |
210.93 |
181.02 |
29.91 |
14.2% |
2.33 |
1.1% |
100% |
True |
False |
123,556,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
218.11 |
2.618 |
215.35 |
1.618 |
213.66 |
1.000 |
212.62 |
0.618 |
211.97 |
HIGH |
210.93 |
0.618 |
210.28 |
0.500 |
210.09 |
0.382 |
209.89 |
LOW |
209.24 |
0.618 |
208.20 |
1.000 |
207.55 |
1.618 |
206.51 |
2.618 |
204.82 |
4.250 |
202.06 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
210.64 |
210.58 |
PP |
210.36 |
210.24 |
S1 |
210.09 |
209.91 |
|