Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
1,247.6 |
1,262.5 |
14.9 |
1.2% |
1,212.5 |
High |
1,264.0 |
1,271.4 |
7.4 |
0.6% |
1,244.5 |
Low |
1,247.3 |
1,258.1 |
10.8 |
0.9% |
1,199.0 |
Close |
1,259.8 |
1,270.2 |
10.4 |
0.8% |
1,240.1 |
Range |
16.7 |
13.3 |
-3.4 |
-20.4% |
45.5 |
ATR |
18.0 |
17.6 |
-0.3 |
-1.9% |
0.0 |
Volume |
406 |
381 |
-25 |
-6.2% |
12,398 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.5 |
1,301.6 |
1,277.5 |
|
R3 |
1,293.2 |
1,288.3 |
1,273.9 |
|
R2 |
1,279.9 |
1,279.9 |
1,272.6 |
|
R1 |
1,275.0 |
1,275.0 |
1,271.4 |
1,277.5 |
PP |
1,266.6 |
1,266.6 |
1,266.6 |
1,267.8 |
S1 |
1,261.7 |
1,261.7 |
1,269.0 |
1,264.2 |
S2 |
1,253.3 |
1,253.3 |
1,267.8 |
|
S3 |
1,240.0 |
1,248.4 |
1,266.5 |
|
S4 |
1,226.7 |
1,235.1 |
1,262.9 |
|
|
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 |
1,271.4 |
1,206.4 |
65.0 |
5.1% |
16.8 |
1.3% |
98% |
True |
False |
765 |
10 |
1,271.4 |
1,199.0 |
72.4 |
5.7% |
15.7 |
1.2% |
98% |
True |
False |
27,811 |
20 |
1,290.4 |
1,199.0 |
91.4 |
7.2% |
16.6 |
1.3% |
78% |
False |
False |
128,553 |
40 |
1,306.0 |
1,199.0 |
107.0 |
8.4% |
18.2 |
1.4% |
67% |
False |
False |
163,746 |
60 |
1,306.0 |
1,199.0 |
107.0 |
8.4% |
18.7 |
1.5% |
67% |
False |
False |
147,320 |
80 |
1,306.0 |
1,197.2 |
108.8 |
8.6% |
20.2 |
1.6% |
67% |
False |
False |
114,731 |
100 |
1,306.0 |
1,083.0 |
223.0 |
17.6% |
20.2 |
1.6% |
84% |
False |
False |
93,128 |
120 |
1,306.0 |
1,048.3 |
257.7 |
20.3% |
19.2 |
1.5% |
86% |
False |
False |
78,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.9 |
2.618 |
1,306.2 |
1.618 |
1,292.9 |
1.000 |
1,284.7 |
0.618 |
1,279.6 |
HIGH |
1,271.4 |
0.618 |
1,266.3 |
0.500 |
1,264.8 |
0.382 |
1,263.2 |
LOW |
1,258.1 |
0.618 |
1,249.9 |
1.000 |
1,244.8 |
1.618 |
1,236.6 |
2.618 |
1,223.3 |
4.250 |
1,201.6 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
1,268.4 |
1,264.8 |
PP |
1,266.6 |
1,259.4 |
S1 |
1,264.8 |
1,254.0 |
|