Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,915 |
17,935 |
20 |
0.1% |
17,873 |
High |
17,993 |
18,012 |
19 |
0.1% |
17,909 |
Low |
17,903 |
17,903 |
0 |
0.0% |
17,648 |
Close |
17,933 |
17,995 |
62 |
0.3% |
17,800 |
Range |
90 |
109 |
19 |
21.1% |
261 |
ATR |
171 |
167 |
-4 |
-2.6% |
0 |
Volume |
94,989 |
101,974 |
6,985 |
7.4% |
525,686 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,297 |
18,255 |
18,055 |
|
R3 |
18,188 |
18,146 |
18,025 |
|
R2 |
18,079 |
18,079 |
18,015 |
|
R1 |
18,037 |
18,037 |
18,005 |
18,058 |
PP |
17,970 |
17,970 |
17,970 |
17,981 |
S1 |
17,928 |
17,928 |
17,985 |
17,949 |
S2 |
17,861 |
17,861 |
17,975 |
|
S3 |
17,752 |
17,819 |
17,965 |
|
S4 |
17,643 |
17,710 |
17,935 |
|
|
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 |
18,012 |
17,677 |
335 |
1.9% |
135 |
0.7% |
95% |
True |
False |
116,768 |
10 |
18,012 |
17,648 |
364 |
2.0% |
138 |
0.8% |
95% |
True |
False |
115,882 |
20 |
18,012 |
17,297 |
715 |
4.0% |
176 |
1.0% |
98% |
True |
False |
138,297 |
40 |
18,083 |
17,297 |
786 |
4.4% |
178 |
1.0% |
89% |
False |
False |
141,751 |
60 |
18,083 |
17,023 |
1,060 |
5.9% |
177 |
1.0% |
92% |
False |
False |
140,872 |
80 |
18,083 |
15,900 |
2,183 |
12.1% |
189 |
1.0% |
96% |
False |
False |
109,044 |
100 |
18,083 |
15,299 |
2,784 |
15.5% |
216 |
1.2% |
97% |
False |
False |
87,260 |
120 |
18,083 |
15,299 |
2,784 |
15.5% |
222 |
1.2% |
97% |
False |
False |
72,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,475 |
2.618 |
18,297 |
1.618 |
18,188 |
1.000 |
18,121 |
0.618 |
18,079 |
HIGH |
18,012 |
0.618 |
17,970 |
0.500 |
17,958 |
0.382 |
17,945 |
LOW |
17,903 |
0.618 |
17,836 |
1.000 |
17,794 |
1.618 |
17,727 |
2.618 |
17,618 |
4.250 |
17,440 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,983 |
17,962 |
PP |
17,970 |
17,929 |
S1 |
17,958 |
17,896 |
|