Trading Metrics calculated at close of trading on 01-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
3,088.0 |
3,051.0 |
-37.0 |
-1.2% |
2,939.0 |
High |
3,089.0 |
3,057.0 |
-32.0 |
-1.0% |
3,073.0 |
Low |
3,041.0 |
3,016.0 |
-25.0 |
-0.8% |
2,901.0 |
Close |
3,053.0 |
3,026.0 |
-27.0 |
-0.9% |
3,065.0 |
Range |
48.0 |
41.0 |
-7.0 |
-14.6% |
172.0 |
ATR |
52.9 |
52.0 |
-0.8 |
-1.6% |
0.0 |
Volume |
1,454,202 |
1,087,481 |
-366,721 |
-25.2% |
5,515,298 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,156.0 |
3,132.0 |
3,048.6 |
|
R3 |
3,115.0 |
3,091.0 |
3,037.3 |
|
R2 |
3,074.0 |
3,074.0 |
3,033.5 |
|
R1 |
3,050.0 |
3,050.0 |
3,029.8 |
3,041.5 |
PP |
3,033.0 |
3,033.0 |
3,033.0 |
3,028.8 |
S1 |
3,009.0 |
3,009.0 |
3,022.2 |
3,000.5 |
S2 |
2,992.0 |
2,992.0 |
3,018.5 |
|
S3 |
2,951.0 |
2,968.0 |
3,014.7 |
|
S4 |
2,910.0 |
2,927.0 |
3,003.5 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,529.0 |
3,469.0 |
3,159.6 |
|
R3 |
3,357.0 |
3,297.0 |
3,112.3 |
|
R2 |
3,185.0 |
3,185.0 |
3,096.5 |
|
R1 |
3,125.0 |
3,125.0 |
3,080.8 |
3,155.0 |
PP |
3,013.0 |
3,013.0 |
3,013.0 |
3,028.0 |
S1 |
2,953.0 |
2,953.0 |
3,049.2 |
2,983.0 |
S2 |
2,841.0 |
2,841.0 |
3,033.5 |
|
S3 |
2,669.0 |
2,781.0 |
3,017.7 |
|
S4 |
2,497.0 |
2,609.0 |
2,970.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,089.0 |
3,012.0 |
77.0 |
2.5% |
37.2 |
1.2% |
18% |
False |
False |
976,928 |
10 |
3,089.0 |
2,887.0 |
202.0 |
6.7% |
45.4 |
1.5% |
69% |
False |
False |
1,194,111 |
20 |
3,089.0 |
2,855.0 |
234.0 |
7.7% |
49.5 |
1.6% |
73% |
False |
False |
1,210,096 |
40 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
50.1 |
1.7% |
79% |
False |
False |
1,241,858 |
60 |
3,094.0 |
2,775.0 |
319.0 |
10.5% |
53.7 |
1.8% |
79% |
False |
False |
1,207,429 |
80 |
3,094.0 |
2,594.0 |
500.0 |
16.5% |
56.8 |
1.9% |
86% |
False |
False |
913,594 |
100 |
3,094.0 |
2,594.0 |
500.0 |
16.5% |
62.0 |
2.0% |
86% |
False |
False |
732,285 |
120 |
3,260.0 |
2,594.0 |
666.0 |
22.0% |
61.1 |
2.0% |
65% |
False |
False |
610,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,231.3 |
2.618 |
3,164.3 |
1.618 |
3,123.3 |
1.000 |
3,098.0 |
0.618 |
3,082.3 |
HIGH |
3,057.0 |
0.618 |
3,041.3 |
0.500 |
3,036.5 |
0.382 |
3,031.7 |
LOW |
3,016.0 |
0.618 |
2,990.7 |
1.000 |
2,975.0 |
1.618 |
2,949.7 |
2.618 |
2,908.7 |
4.250 |
2,841.8 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
3,036.5 |
3,052.5 |
PP |
3,033.0 |
3,043.7 |
S1 |
3,029.5 |
3,034.8 |
|