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 |
1,212.4 |
1,209.1 |
-3.3 |
-0.3% |
1,212.5 |
High |
1,217.0 |
1,244.5 |
27.5 |
2.3% |
1,244.5 |
Low |
1,209.6 |
1,206.4 |
-3.2 |
-0.3% |
1,199.0 |
Close |
1,209.8 |
1,240.1 |
30.3 |
2.5% |
1,240.1 |
Range |
7.4 |
38.1 |
30.7 |
414.9% |
45.5 |
ATR |
18.0 |
19.4 |
1.4 |
8.0% |
0.0 |
Volume |
1,627 |
1,622 |
-5 |
-0.3% |
12,398 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.6 |
1,330.5 |
1,261.1 |
|
R3 |
1,306.5 |
1,292.4 |
1,250.6 |
|
R2 |
1,268.4 |
1,268.4 |
1,247.1 |
|
R1 |
1,254.3 |
1,254.3 |
1,243.6 |
1,261.4 |
PP |
1,230.3 |
1,230.3 |
1,230.3 |
1,233.9 |
S1 |
1,216.2 |
1,216.2 |
1,236.6 |
1,223.3 |
S2 |
1,192.2 |
1,192.2 |
1,233.1 |
|
S3 |
1,154.1 |
1,178.1 |
1,229.6 |
|
S4 |
1,116.0 |
1,140.0 |
1,219.1 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.4 |
1,347.7 |
1,265.1 |
|
R3 |
1,318.9 |
1,302.2 |
1,252.6 |
|
R2 |
1,273.4 |
1,273.4 |
1,248.4 |
|
R1 |
1,256.7 |
1,256.7 |
1,244.3 |
1,265.1 |
PP |
1,227.9 |
1,227.9 |
1,227.9 |
1,232.0 |
S1 |
1,211.2 |
1,211.2 |
1,235.9 |
1,219.6 |
S2 |
1,182.4 |
1,182.4 |
1,231.8 |
|
S3 |
1,136.9 |
1,165.7 |
1,227.6 |
|
S4 |
1,091.4 |
1,120.2 |
1,215.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,244.5 |
1,199.0 |
45.5 |
3.7% |
19.1 |
1.5% |
90% |
True |
False |
15,227 |
10 |
1,261.2 |
1,199.0 |
62.2 |
5.0% |
17.6 |
1.4% |
66% |
False |
False |
126,879 |
20 |
1,297.7 |
1,199.0 |
98.7 |
8.0% |
18.2 |
1.5% |
42% |
False |
False |
173,274 |
40 |
1,306.0 |
1,199.0 |
107.0 |
8.6% |
18.6 |
1.5% |
38% |
False |
False |
178,854 |
60 |
1,306.0 |
1,199.0 |
107.0 |
8.6% |
19.9 |
1.6% |
38% |
False |
False |
149,148 |
80 |
1,306.0 |
1,182.2 |
123.8 |
10.0% |
21.5 |
1.7% |
47% |
False |
False |
115,064 |
100 |
1,306.0 |
1,071.8 |
234.2 |
18.9% |
20.5 |
1.6% |
72% |
False |
False |
93,283 |
120 |
1,306.0 |
1,048.3 |
257.7 |
20.8% |
19.3 |
1.6% |
74% |
False |
False |
78,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.4 |
2.618 |
1,344.2 |
1.618 |
1,306.1 |
1.000 |
1,282.6 |
0.618 |
1,268.0 |
HIGH |
1,244.5 |
0.618 |
1,229.9 |
0.500 |
1,225.5 |
0.382 |
1,221.0 |
LOW |
1,206.4 |
0.618 |
1,182.9 |
1.000 |
1,168.3 |
1.618 |
1,144.8 |
2.618 |
1,106.7 |
4.250 |
1,044.5 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,235.2 |
1,235.1 |
PP |
1,230.3 |
1,230.0 |
S1 |
1,225.5 |
1,225.0 |
|