Trading Metrics calculated at close of trading on 02-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,773 |
17,775 |
2 |
0.0% |
17,504 |
High |
17,812 |
17,833 |
21 |
0.1% |
17,869 |
Low |
17,648 |
17,692 |
44 |
0.2% |
17,431 |
Close |
17,779 |
17,825 |
46 |
0.3% |
17,849 |
Range |
164 |
141 |
-23 |
-14.0% |
438 |
ATR |
182 |
179 |
-3 |
-1.6% |
0 |
Volume |
119,690 |
113,523 |
-6,167 |
-5.2% |
566,202 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,206 |
18,157 |
17,903 |
|
R3 |
18,065 |
18,016 |
17,864 |
|
R2 |
17,924 |
17,924 |
17,851 |
|
R1 |
17,875 |
17,875 |
17,838 |
17,900 |
PP |
17,783 |
17,783 |
17,783 |
17,796 |
S1 |
17,734 |
17,734 |
17,812 |
17,759 |
S2 |
17,642 |
17,642 |
17,799 |
|
S3 |
17,501 |
17,593 |
17,786 |
|
S4 |
17,360 |
17,452 |
17,748 |
|
|
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% |
131 |
0.7% |
68% |
False |
False |
112,776 |
10 |
17,909 |
17,297 |
612 |
3.4% |
158 |
0.9% |
86% |
False |
False |
125,699 |
20 |
17,909 |
17,297 |
612 |
3.4% |
187 |
1.0% |
86% |
False |
False |
142,479 |
40 |
18,083 |
17,297 |
786 |
4.4% |
187 |
1.0% |
67% |
False |
False |
146,652 |
60 |
18,083 |
16,722 |
1,361 |
7.6% |
183 |
1.0% |
81% |
False |
False |
137,307 |
80 |
18,083 |
15,370 |
2,713 |
15.2% |
197 |
1.1% |
90% |
False |
False |
103,171 |
100 |
18,083 |
15,299 |
2,784 |
15.6% |
225 |
1.3% |
91% |
False |
False |
82,565 |
120 |
18,083 |
15,299 |
2,784 |
15.6% |
221 |
1.2% |
91% |
False |
False |
68,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,432 |
2.618 |
18,202 |
1.618 |
18,061 |
1.000 |
17,974 |
0.618 |
17,920 |
HIGH |
17,833 |
0.618 |
17,779 |
0.500 |
17,763 |
0.382 |
17,746 |
LOW |
17,692 |
0.618 |
17,605 |
1.000 |
17,551 |
1.618 |
17,464 |
2.618 |
17,323 |
4.250 |
17,093 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,804 |
17,810 |
PP |
17,783 |
17,794 |
S1 |
17,763 |
17,779 |
|