Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,789.05 |
17,799.80 |
10.75 |
0.1% |
17,891.50 |
High |
17,838.56 |
17,833.17 |
-5.39 |
0.0% |
17,899.24 |
Low |
17,703.55 |
17,689.68 |
-13.87 |
-0.1% |
17,664.79 |
Close |
17,838.56 |
17,807.06 |
-31.50 |
-0.2% |
17,807.06 |
Range |
135.01 |
143.49 |
8.48 |
6.3% |
234.45 |
ATR |
159.64 |
158.87 |
-0.77 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,207.11 |
18,150.57 |
17,885.98 |
|
R3 |
18,063.62 |
18,007.08 |
17,846.52 |
|
R2 |
17,920.13 |
17,920.13 |
17,833.37 |
|
R1 |
17,863.59 |
17,863.59 |
17,820.21 |
17,891.86 |
PP |
17,776.64 |
17,776.64 |
17,776.64 |
17,790.77 |
S1 |
17,720.10 |
17,720.10 |
17,793.91 |
17,748.37 |
S2 |
17,633.15 |
17,633.15 |
17,780.75 |
|
S3 |
17,489.66 |
17,576.61 |
17,767.60 |
|
S4 |
17,346.17 |
17,433.12 |
17,728.14 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,493.71 |
18,384.84 |
17,936.01 |
|
R3 |
18,259.26 |
18,150.39 |
17,871.53 |
|
R2 |
18,024.81 |
18,024.81 |
17,850.04 |
|
R1 |
17,915.94 |
17,915.94 |
17,828.55 |
17,853.15 |
PP |
17,790.36 |
17,790.36 |
17,790.36 |
17,758.97 |
S1 |
17,681.49 |
17,681.49 |
17,785.57 |
17,618.70 |
S2 |
17,555.91 |
17,555.91 |
17,764.08 |
|
S3 |
17,321.46 |
17,447.04 |
17,742.59 |
|
S4 |
17,087.01 |
17,212.59 |
17,678.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,899.24 |
17,664.79 |
234.45 |
1.3% |
129.32 |
0.7% |
61% |
False |
False |
|
10 |
17,899.24 |
17,437.32 |
461.92 |
2.6% |
131.05 |
0.7% |
80% |
False |
False |
|
20 |
17,934.61 |
17,331.07 |
603.54 |
3.4% |
162.86 |
0.9% |
79% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
154.75 |
0.9% |
57% |
False |
False |
|
60 |
18,167.63 |
16,821.86 |
1,345.77 |
7.6% |
155.03 |
0.9% |
73% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
169.52 |
1.0% |
86% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
201.09 |
1.1% |
87% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
209.11 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,443.00 |
2.618 |
18,208.83 |
1.618 |
18,065.34 |
1.000 |
17,976.66 |
0.618 |
17,921.85 |
HIGH |
17,833.17 |
0.618 |
17,778.36 |
0.500 |
17,761.43 |
0.382 |
17,744.49 |
LOW |
17,689.68 |
0.618 |
17,601.00 |
1.000 |
17,546.19 |
1.618 |
17,457.51 |
2.618 |
17,314.02 |
4.250 |
17,079.85 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,791.85 |
17,788.60 |
PP |
17,776.64 |
17,770.14 |
S1 |
17,761.43 |
17,751.68 |
|