Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,808 |
17,915 |
107 |
0.6% |
17,873 |
High |
17,939 |
17,993 |
54 |
0.3% |
17,909 |
Low |
17,779 |
17,903 |
124 |
0.7% |
17,648 |
Close |
17,915 |
17,933 |
18 |
0.1% |
17,800 |
Range |
160 |
90 |
-70 |
-43.8% |
261 |
ATR |
178 |
171 |
-6 |
-3.5% |
0 |
Volume |
119,862 |
94,989 |
-24,873 |
-20.8% |
525,686 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,213 |
18,163 |
17,983 |
|
R3 |
18,123 |
18,073 |
17,958 |
|
R2 |
18,033 |
18,033 |
17,950 |
|
R1 |
17,983 |
17,983 |
17,941 |
18,008 |
PP |
17,943 |
17,943 |
17,943 |
17,956 |
S1 |
17,893 |
17,893 |
17,925 |
17,918 |
S2 |
17,853 |
17,853 |
17,917 |
|
S3 |
17,763 |
17,803 |
17,908 |
|
S4 |
17,673 |
17,713 |
17,884 |
|
|
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 |
17,993 |
17,648 |
345 |
1.9% |
146 |
0.8% |
83% |
True |
False |
120,311 |
10 |
17,993 |
17,436 |
557 |
3.1% |
155 |
0.9% |
89% |
True |
False |
119,294 |
20 |
17,993 |
17,297 |
696 |
3.9% |
184 |
1.0% |
91% |
True |
False |
140,317 |
40 |
18,083 |
17,297 |
786 |
4.4% |
181 |
1.0% |
81% |
False |
False |
143,576 |
60 |
18,083 |
17,023 |
1,060 |
5.9% |
177 |
1.0% |
86% |
False |
False |
140,671 |
80 |
18,083 |
15,513 |
2,570 |
14.3% |
191 |
1.1% |
94% |
False |
False |
107,771 |
100 |
18,083 |
15,299 |
2,784 |
15.5% |
219 |
1.2% |
95% |
False |
False |
86,245 |
120 |
18,083 |
15,299 |
2,784 |
15.5% |
224 |
1.2% |
95% |
False |
False |
71,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,376 |
2.618 |
18,229 |
1.618 |
18,139 |
1.000 |
18,083 |
0.618 |
18,049 |
HIGH |
17,993 |
0.618 |
17,959 |
0.500 |
17,948 |
0.382 |
17,938 |
LOW |
17,903 |
0.618 |
17,848 |
1.000 |
17,813 |
1.618 |
17,758 |
2.618 |
17,668 |
4.250 |
17,521 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,948 |
17,900 |
PP |
17,943 |
17,868 |
S1 |
17,938 |
17,835 |
|