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 |
1,244.0 |
1,247.6 |
3.6 |
0.3% |
1,212.5 |
High |
1,244.9 |
1,264.0 |
19.1 |
1.5% |
1,244.5 |
Low |
1,236.5 |
1,247.3 |
10.8 |
0.9% |
1,199.0 |
Close |
1,244.4 |
1,259.8 |
15.4 |
1.2% |
1,240.1 |
Range |
8.4 |
16.7 |
8.3 |
98.8% |
45.5 |
ATR |
17.8 |
18.0 |
0.1 |
0.7% |
0.0 |
Volume |
281 |
406 |
125 |
44.5% |
12,398 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.1 |
1,300.2 |
1,269.0 |
|
R3 |
1,290.4 |
1,283.5 |
1,264.4 |
|
R2 |
1,273.7 |
1,273.7 |
1,262.9 |
|
R1 |
1,266.8 |
1,266.8 |
1,261.3 |
1,270.3 |
PP |
1,257.0 |
1,257.0 |
1,257.0 |
1,258.8 |
S1 |
1,250.1 |
1,250.1 |
1,258.3 |
1,253.6 |
S2 |
1,240.3 |
1,240.3 |
1,256.7 |
|
S3 |
1,223.6 |
1,233.4 |
1,255.2 |
|
S4 |
1,206.9 |
1,216.7 |
1,250.6 |
|
|
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 |
1,264.0 |
1,206.4 |
57.6 |
4.6% |
15.6 |
1.2% |
93% |
True |
False |
1,014 |
10 |
1,264.0 |
1,199.0 |
65.0 |
5.2% |
15.6 |
1.2% |
94% |
True |
False |
52,378 |
20 |
1,290.4 |
1,199.0 |
91.4 |
7.3% |
16.7 |
1.3% |
67% |
False |
False |
140,519 |
40 |
1,306.0 |
1,199.0 |
107.0 |
8.5% |
18.3 |
1.5% |
57% |
False |
False |
167,636 |
60 |
1,306.0 |
1,199.0 |
107.0 |
8.5% |
18.7 |
1.5% |
57% |
False |
False |
147,674 |
80 |
1,306.0 |
1,192.1 |
113.9 |
9.0% |
20.7 |
1.6% |
59% |
False |
False |
114,857 |
100 |
1,306.0 |
1,076.9 |
229.1 |
18.2% |
20.3 |
1.6% |
80% |
False |
False |
93,141 |
120 |
1,306.0 |
1,048.3 |
257.7 |
20.5% |
19.2 |
1.5% |
82% |
False |
False |
78,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.0 |
2.618 |
1,307.7 |
1.618 |
1,291.0 |
1.000 |
1,280.7 |
0.618 |
1,274.3 |
HIGH |
1,264.0 |
0.618 |
1,257.6 |
0.500 |
1,255.7 |
0.382 |
1,253.7 |
LOW |
1,247.3 |
0.618 |
1,237.0 |
1.000 |
1,230.6 |
1.618 |
1,220.3 |
2.618 |
1,203.6 |
4.250 |
1,176.3 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,258.4 |
1,256.6 |
PP |
1,257.0 |
1,253.4 |
S1 |
1,255.7 |
1,250.3 |
|