Trading Metrics calculated at close of trading on 06-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,821 |
17,808 |
-13 |
-0.1% |
17,873 |
High |
17,849 |
17,939 |
90 |
0.5% |
17,909 |
Low |
17,677 |
17,779 |
102 |
0.6% |
17,648 |
Close |
17,800 |
17,915 |
115 |
0.6% |
17,800 |
Range |
172 |
160 |
-12 |
-7.0% |
261 |
ATR |
179 |
178 |
-1 |
-0.8% |
0 |
Volume |
153,492 |
119,862 |
-33,630 |
-21.9% |
525,686 |
|
Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,358 |
18,296 |
18,003 |
|
R3 |
18,198 |
18,136 |
17,959 |
|
R2 |
18,038 |
18,038 |
17,944 |
|
R1 |
17,976 |
17,976 |
17,930 |
18,007 |
PP |
17,878 |
17,878 |
17,878 |
17,893 |
S1 |
17,816 |
17,816 |
17,900 |
17,847 |
S2 |
17,718 |
17,718 |
17,886 |
|
S3 |
17,558 |
17,656 |
17,871 |
|
S4 |
17,398 |
17,496 |
17,827 |
|
|
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 |
17,939 |
17,648 |
291 |
1.6% |
168 |
0.9% |
92% |
True |
False |
129,109 |
10 |
17,939 |
17,431 |
508 |
2.8% |
156 |
0.9% |
95% |
True |
False |
121,175 |
20 |
17,939 |
17,297 |
642 |
3.6% |
186 |
1.0% |
96% |
True |
False |
141,577 |
40 |
18,083 |
17,297 |
786 |
4.4% |
184 |
1.0% |
79% |
False |
False |
145,327 |
60 |
18,083 |
16,890 |
1,193 |
6.7% |
180 |
1.0% |
86% |
False |
False |
141,102 |
80 |
18,083 |
15,370 |
2,713 |
15.1% |
194 |
1.1% |
94% |
False |
False |
106,586 |
100 |
18,083 |
15,299 |
2,784 |
15.5% |
223 |
1.2% |
94% |
False |
False |
85,296 |
120 |
18,083 |
15,299 |
2,784 |
15.5% |
223 |
1.2% |
94% |
False |
False |
71,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,619 |
2.618 |
18,358 |
1.618 |
18,198 |
1.000 |
18,099 |
0.618 |
18,038 |
HIGH |
17,939 |
0.618 |
17,878 |
0.500 |
17,859 |
0.382 |
17,840 |
LOW |
17,779 |
0.618 |
17,680 |
1.000 |
17,619 |
1.618 |
17,520 |
2.618 |
17,360 |
4.250 |
17,099 |
|
|
Fisher Pivots for day following 06-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,896 |
17,879 |
PP |
17,878 |
17,844 |
S1 |
17,859 |
17,808 |
|