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 |
17,873 |
17,773 |
-100 |
-0.6% |
17,504 |
High |
17,909 |
17,812 |
-97 |
-0.5% |
17,869 |
Low |
17,708 |
17,648 |
-60 |
-0.3% |
17,431 |
Close |
17,774 |
17,779 |
5 |
0.0% |
17,849 |
Range |
201 |
164 |
-37 |
-18.4% |
438 |
ATR |
184 |
182 |
-1 |
-0.8% |
0 |
Volume |
138,981 |
119,690 |
-19,291 |
-13.9% |
566,202 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,238 |
18,173 |
17,869 |
|
R3 |
18,074 |
18,009 |
17,824 |
|
R2 |
17,910 |
17,910 |
17,809 |
|
R1 |
17,845 |
17,845 |
17,794 |
17,878 |
PP |
17,746 |
17,746 |
17,746 |
17,763 |
S1 |
17,681 |
17,681 |
17,764 |
17,714 |
S2 |
17,582 |
17,582 |
17,749 |
|
S3 |
17,418 |
17,517 |
17,734 |
|
S4 |
17,254 |
17,353 |
17,689 |
|
|
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 |
17,648 |
261 |
1.5% |
141 |
0.8% |
50% |
False |
True |
114,996 |
10 |
17,909 |
17,297 |
612 |
3.4% |
166 |
0.9% |
79% |
False |
False |
137,599 |
20 |
17,909 |
17,297 |
612 |
3.4% |
188 |
1.1% |
79% |
False |
False |
144,913 |
40 |
18,083 |
17,297 |
786 |
4.4% |
188 |
1.1% |
61% |
False |
False |
148,019 |
60 |
18,083 |
16,722 |
1,361 |
7.7% |
183 |
1.0% |
78% |
False |
False |
135,481 |
80 |
18,083 |
15,370 |
2,713 |
15.3% |
201 |
1.1% |
89% |
False |
False |
101,754 |
100 |
18,083 |
15,299 |
2,784 |
15.7% |
228 |
1.3% |
89% |
False |
False |
81,431 |
120 |
18,083 |
15,299 |
2,784 |
15.7% |
220 |
1.2% |
89% |
False |
False |
67,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,509 |
2.618 |
18,241 |
1.618 |
18,077 |
1.000 |
17,976 |
0.618 |
17,913 |
HIGH |
17,812 |
0.618 |
17,749 |
0.500 |
17,730 |
0.382 |
17,711 |
LOW |
17,648 |
0.618 |
17,547 |
1.000 |
17,484 |
1.618 |
17,383 |
2.618 |
17,219 |
4.250 |
16,951 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,763 |
17,779 |
PP |
17,746 |
17,779 |
S1 |
17,730 |
17,779 |
|