Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,244.4 |
1,244.0 |
-0.4 |
0.0% |
1,212.5 |
High |
1,247.3 |
1,244.9 |
-2.4 |
-0.2% |
1,244.5 |
Low |
1,240.0 |
1,236.5 |
-3.5 |
-0.3% |
1,199.0 |
Close |
1,244.6 |
1,244.4 |
-0.2 |
0.0% |
1,240.1 |
Range |
7.3 |
8.4 |
1.1 |
15.1% |
45.5 |
ATR |
18.6 |
17.8 |
-0.7 |
-3.9% |
0.0 |
Volume |
1,135 |
281 |
-854 |
-75.2% |
12,398 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.1 |
1,264.2 |
1,249.0 |
|
R3 |
1,258.7 |
1,255.8 |
1,246.7 |
|
R2 |
1,250.3 |
1,250.3 |
1,245.9 |
|
R1 |
1,247.4 |
1,247.4 |
1,245.2 |
1,248.9 |
PP |
1,241.9 |
1,241.9 |
1,241.9 |
1,242.7 |
S1 |
1,239.0 |
1,239.0 |
1,243.6 |
1,240.5 |
S2 |
1,233.5 |
1,233.5 |
1,242.9 |
|
S3 |
1,225.1 |
1,230.6 |
1,242.1 |
|
S4 |
1,216.7 |
1,222.2 |
1,239.8 |
|
|
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 |
1,205.4 |
41.9 |
3.4% |
15.1 |
1.2% |
93% |
False |
False |
1,476 |
10 |
1,252.8 |
1,199.0 |
53.8 |
4.3% |
16.6 |
1.3% |
84% |
False |
False |
84,633 |
20 |
1,290.4 |
1,199.0 |
91.4 |
7.3% |
16.5 |
1.3% |
50% |
False |
False |
149,203 |
40 |
1,306.0 |
1,199.0 |
107.0 |
8.6% |
18.2 |
1.5% |
42% |
False |
False |
171,557 |
60 |
1,306.0 |
1,199.0 |
107.0 |
8.6% |
19.0 |
1.5% |
42% |
False |
False |
148,202 |
80 |
1,306.0 |
1,192.1 |
113.9 |
9.2% |
20.6 |
1.7% |
46% |
False |
False |
114,923 |
100 |
1,306.0 |
1,071.8 |
234.2 |
18.8% |
20.3 |
1.6% |
74% |
False |
False |
93,225 |
120 |
1,306.0 |
1,048.3 |
257.7 |
20.7% |
19.1 |
1.5% |
76% |
False |
False |
78,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.6 |
2.618 |
1,266.9 |
1.618 |
1,258.5 |
1.000 |
1,253.3 |
0.618 |
1,250.1 |
HIGH |
1,244.9 |
0.618 |
1,241.7 |
0.500 |
1,240.7 |
0.382 |
1,239.7 |
LOW |
1,236.5 |
0.618 |
1,231.3 |
1.000 |
1,228.1 |
1.618 |
1,222.9 |
2.618 |
1,214.5 |
4.250 |
1,200.8 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,243.2 |
1,238.6 |
PP |
1,241.9 |
1,232.7 |
S1 |
1,240.7 |
1,226.9 |
|