Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,209.1 |
1,244.4 |
35.3 |
2.9% |
1,212.5 |
High |
1,244.5 |
1,247.3 |
2.8 |
0.2% |
1,244.5 |
Low |
1,206.4 |
1,240.0 |
33.6 |
2.8% |
1,199.0 |
Close |
1,240.1 |
1,244.6 |
4.5 |
0.4% |
1,240.1 |
Range |
38.1 |
7.3 |
-30.8 |
-80.8% |
45.5 |
ATR |
19.4 |
18.6 |
-0.9 |
-4.5% |
0.0 |
Volume |
1,622 |
1,135 |
-487 |
-30.0% |
12,398 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.9 |
1,262.5 |
1,248.6 |
|
R3 |
1,258.6 |
1,255.2 |
1,246.6 |
|
R2 |
1,251.3 |
1,251.3 |
1,245.9 |
|
R1 |
1,247.9 |
1,247.9 |
1,245.3 |
1,249.6 |
PP |
1,244.0 |
1,244.0 |
1,244.0 |
1,244.8 |
S1 |
1,240.6 |
1,240.6 |
1,243.9 |
1,242.3 |
S2 |
1,236.7 |
1,236.7 |
1,243.3 |
|
S3 |
1,229.4 |
1,233.3 |
1,242.6 |
|
S4 |
1,222.1 |
1,226.0 |
1,240.6 |
|
|
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 |
1,247.3 |
1,199.0 |
48.3 |
3.9% |
17.2 |
1.4% |
94% |
True |
False |
2,706 |
10 |
1,256.8 |
1,199.0 |
57.8 |
4.6% |
17.1 |
1.4% |
79% |
False |
False |
106,477 |
20 |
1,290.4 |
1,199.0 |
91.4 |
7.3% |
17.4 |
1.4% |
50% |
False |
False |
160,450 |
40 |
1,306.0 |
1,199.0 |
107.0 |
8.6% |
18.4 |
1.5% |
43% |
False |
False |
175,573 |
60 |
1,306.0 |
1,199.0 |
107.0 |
8.6% |
19.5 |
1.6% |
43% |
False |
False |
148,707 |
80 |
1,306.0 |
1,192.1 |
113.9 |
9.2% |
21.4 |
1.7% |
46% |
False |
False |
115,042 |
100 |
1,306.0 |
1,071.8 |
234.2 |
18.8% |
20.4 |
1.6% |
74% |
False |
False |
93,264 |
120 |
1,306.0 |
1,048.3 |
257.7 |
20.7% |
19.2 |
1.5% |
76% |
False |
False |
78,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.3 |
2.618 |
1,266.4 |
1.618 |
1,259.1 |
1.000 |
1,254.6 |
0.618 |
1,251.8 |
HIGH |
1,247.3 |
0.618 |
1,244.5 |
0.500 |
1,243.7 |
0.382 |
1,242.8 |
LOW |
1,240.0 |
0.618 |
1,235.5 |
1.000 |
1,232.7 |
1.618 |
1,228.2 |
2.618 |
1,220.9 |
4.250 |
1,209.0 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,244.3 |
1,238.7 |
PP |
1,244.0 |
1,232.8 |
S1 |
1,243.7 |
1,226.9 |
|