Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,936.22 |
17,931.91 |
-4.31 |
0.0% |
17,891.50 |
High |
18,003.23 |
18,016.00 |
12.77 |
0.1% |
17,899.24 |
Low |
17,936.22 |
17,931.91 |
-4.31 |
0.0% |
17,664.79 |
Close |
17,938.28 |
18,005.05 |
66.77 |
0.4% |
17,807.06 |
Range |
67.01 |
84.09 |
17.08 |
25.5% |
234.45 |
ATR |
152.37 |
147.49 |
-4.88 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,236.59 |
18,204.91 |
18,051.30 |
|
R3 |
18,152.50 |
18,120.82 |
18,028.17 |
|
R2 |
18,068.41 |
18,068.41 |
18,020.47 |
|
R1 |
18,036.73 |
18,036.73 |
18,012.76 |
18,052.57 |
PP |
17,984.32 |
17,984.32 |
17,984.32 |
17,992.24 |
S1 |
17,952.64 |
17,952.64 |
17,997.34 |
17,968.48 |
S2 |
17,900.23 |
17,900.23 |
17,989.63 |
|
S3 |
17,816.14 |
17,868.55 |
17,981.93 |
|
S4 |
17,732.05 |
17,784.46 |
17,958.80 |
|
|
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 |
18,016.00 |
17,689.68 |
326.32 |
1.8% |
111.29 |
0.6% |
97% |
True |
False |
|
10 |
18,016.00 |
17,664.79 |
351.21 |
2.0% |
116.60 |
0.6% |
97% |
True |
False |
|
20 |
18,016.00 |
17,331.07 |
684.93 |
3.8% |
152.41 |
0.8% |
98% |
True |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.6% |
148.38 |
0.8% |
81% |
False |
False |
|
60 |
18,167.63 |
17,120.35 |
1,047.28 |
5.8% |
149.21 |
0.8% |
84% |
False |
False |
|
80 |
18,167.63 |
16,012.39 |
2,155.24 |
12.0% |
160.76 |
0.9% |
92% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
192.40 |
1.1% |
94% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.1% |
204.17 |
1.1% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,373.38 |
2.618 |
18,236.15 |
1.618 |
18,152.06 |
1.000 |
18,100.09 |
0.618 |
18,067.97 |
HIGH |
18,016.00 |
0.618 |
17,983.88 |
0.500 |
17,973.96 |
0.382 |
17,964.03 |
LOW |
17,931.91 |
0.618 |
17,879.94 |
1.000 |
17,847.82 |
1.618 |
17,795.85 |
2.618 |
17,711.76 |
4.250 |
17,574.53 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,994.69 |
17,976.50 |
PP |
17,984.32 |
17,947.95 |
S1 |
17,973.96 |
17,919.41 |
|