Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,825 |
17,873 |
48 |
0.3% |
17,504 |
High |
17,863 |
17,909 |
46 |
0.3% |
17,869 |
Low |
17,802 |
17,708 |
-94 |
-0.5% |
17,431 |
Close |
17,849 |
17,774 |
-75 |
-0.4% |
17,849 |
Range |
61 |
201 |
140 |
229.5% |
438 |
ATR |
183 |
184 |
1 |
0.7% |
0 |
Volume |
84,723 |
138,981 |
54,258 |
64.0% |
566,202 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,400 |
18,288 |
17,885 |
|
R3 |
18,199 |
18,087 |
17,829 |
|
R2 |
17,998 |
17,998 |
17,811 |
|
R1 |
17,886 |
17,886 |
17,793 |
17,842 |
PP |
17,797 |
17,797 |
17,797 |
17,775 |
S1 |
17,685 |
17,685 |
17,756 |
17,641 |
S2 |
17,596 |
17,596 |
17,737 |
|
S3 |
17,395 |
17,484 |
17,719 |
|
S4 |
17,194 |
17,283 |
17,664 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,030 |
18,878 |
18,090 |
|
R3 |
18,592 |
18,440 |
17,970 |
|
R2 |
18,154 |
18,154 |
17,929 |
|
R1 |
18,002 |
18,002 |
17,889 |
18,078 |
PP |
17,716 |
17,716 |
17,716 |
17,755 |
S1 |
17,564 |
17,564 |
17,809 |
17,640 |
S2 |
17,278 |
17,278 |
17,769 |
|
S3 |
16,840 |
17,126 |
17,729 |
|
S4 |
16,402 |
16,688 |
17,608 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,909 |
17,436 |
473 |
2.7% |
164 |
0.9% |
71% |
True |
False |
118,278 |
10 |
17,909 |
17,297 |
612 |
3.4% |
179 |
1.0% |
78% |
True |
False |
144,184 |
20 |
17,909 |
17,297 |
612 |
3.4% |
192 |
1.1% |
78% |
True |
False |
147,226 |
40 |
18,083 |
17,297 |
786 |
4.4% |
188 |
1.1% |
61% |
False |
False |
148,732 |
60 |
18,083 |
16,722 |
1,361 |
7.7% |
183 |
1.0% |
77% |
False |
False |
133,549 |
80 |
18,083 |
15,370 |
2,713 |
15.3% |
203 |
1.1% |
89% |
False |
False |
100,260 |
100 |
18,083 |
15,299 |
2,784 |
15.7% |
231 |
1.3% |
89% |
False |
False |
80,236 |
120 |
18,083 |
15,299 |
2,784 |
15.7% |
220 |
1.2% |
89% |
False |
False |
66,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,763 |
2.618 |
18,435 |
1.618 |
18,234 |
1.000 |
18,110 |
0.618 |
18,033 |
HIGH |
17,909 |
0.618 |
17,832 |
0.500 |
17,809 |
0.382 |
17,785 |
LOW |
17,708 |
0.618 |
17,584 |
1.000 |
17,507 |
1.618 |
17,383 |
2.618 |
17,182 |
4.250 |
16,854 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,809 |
17,809 |
PP |
17,797 |
17,797 |
S1 |
17,786 |
17,786 |
|