Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,775 |
17,821 |
46 |
0.3% |
17,873 |
High |
17,833 |
17,849 |
16 |
0.1% |
17,909 |
Low |
17,692 |
17,677 |
-15 |
-0.1% |
17,648 |
Close |
17,825 |
17,800 |
-25 |
-0.1% |
17,800 |
Range |
141 |
172 |
31 |
22.0% |
261 |
ATR |
179 |
179 |
-1 |
-0.3% |
0 |
Volume |
113,523 |
153,492 |
39,969 |
35.2% |
525,686 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,291 |
18,218 |
17,895 |
|
R3 |
18,119 |
18,046 |
17,847 |
|
R2 |
17,947 |
17,947 |
17,832 |
|
R1 |
17,874 |
17,874 |
17,816 |
17,825 |
PP |
17,775 |
17,775 |
17,775 |
17,751 |
S1 |
17,702 |
17,702 |
17,784 |
17,653 |
S2 |
17,603 |
17,603 |
17,769 |
|
S3 |
17,431 |
17,530 |
17,753 |
|
S4 |
17,259 |
17,358 |
17,706 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,569 |
18,445 |
17,944 |
|
R3 |
18,308 |
18,184 |
17,872 |
|
R2 |
18,047 |
18,047 |
17,848 |
|
R1 |
17,923 |
17,923 |
17,824 |
17,855 |
PP |
17,786 |
17,786 |
17,786 |
17,751 |
S1 |
17,662 |
17,662 |
17,776 |
17,594 |
S2 |
17,525 |
17,525 |
17,752 |
|
S3 |
17,264 |
17,401 |
17,728 |
|
S4 |
17,003 |
17,140 |
17,657 |
|
|
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% |
148 |
0.8% |
58% |
False |
False |
122,081 |
10 |
17,909 |
17,403 |
506 |
2.8% |
154 |
0.9% |
78% |
False |
False |
122,058 |
20 |
17,909 |
17,297 |
612 |
3.4% |
188 |
1.1% |
82% |
False |
False |
143,645 |
40 |
18,083 |
17,297 |
786 |
4.4% |
185 |
1.0% |
64% |
False |
False |
146,256 |
60 |
18,083 |
16,722 |
1,361 |
7.6% |
183 |
1.0% |
79% |
False |
False |
139,653 |
80 |
18,083 |
15,370 |
2,713 |
15.2% |
196 |
1.1% |
90% |
False |
False |
105,089 |
100 |
18,083 |
15,299 |
2,784 |
15.6% |
224 |
1.3% |
90% |
False |
False |
84,099 |
120 |
18,083 |
15,299 |
2,784 |
15.6% |
222 |
1.2% |
90% |
False |
False |
70,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,580 |
2.618 |
18,299 |
1.618 |
18,127 |
1.000 |
18,021 |
0.618 |
17,955 |
HIGH |
17,849 |
0.618 |
17,783 |
0.500 |
17,763 |
0.382 |
17,743 |
LOW |
17,677 |
0.618 |
17,571 |
1.000 |
17,505 |
1.618 |
17,399 |
2.618 |
17,227 |
4.250 |
16,946 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,788 |
17,783 |
PP |
17,775 |
17,766 |
S1 |
17,763 |
17,749 |
|