Trading Metrics calculated at close of trading on 01-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
16,940 |
17,095 |
155 |
0.9% |
16,765 |
High |
17,270 |
17,160 |
-110 |
-0.6% |
17,005 |
Low |
16,910 |
16,755 |
-155 |
-0.9% |
16,430 |
Close |
17,085 |
16,865 |
-220 |
-1.3% |
16,930 |
Range |
360 |
405 |
45 |
12.5% |
575 |
ATR |
358 |
362 |
3 |
0.9% |
0 |
Volume |
20,023 |
16,654 |
-3,369 |
-16.8% |
53,947 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,142 |
17,908 |
17,088 |
|
R3 |
17,737 |
17,503 |
16,977 |
|
R2 |
17,332 |
17,332 |
16,939 |
|
R1 |
17,098 |
17,098 |
16,902 |
17,013 |
PP |
16,927 |
16,927 |
16,927 |
16,884 |
S1 |
16,693 |
16,693 |
16,828 |
16,608 |
S2 |
16,522 |
16,522 |
16,791 |
|
S3 |
16,117 |
16,288 |
16,754 |
|
S4 |
15,712 |
15,883 |
16,642 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,513 |
18,297 |
17,246 |
|
R3 |
17,938 |
17,722 |
17,088 |
|
R2 |
17,363 |
17,363 |
17,036 |
|
R1 |
17,147 |
17,147 |
16,983 |
17,255 |
PP |
16,788 |
16,788 |
16,788 |
16,843 |
S1 |
16,572 |
16,572 |
16,877 |
16,680 |
S2 |
16,213 |
16,213 |
16,825 |
|
S3 |
15,638 |
15,997 |
16,772 |
|
S4 |
15,063 |
15,422 |
16,614 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,270 |
16,740 |
530 |
3.1% |
285 |
1.7% |
24% |
False |
False |
13,553 |
10 |
17,270 |
16,430 |
840 |
5.0% |
303 |
1.8% |
52% |
False |
False |
13,342 |
20 |
17,270 |
15,865 |
1,405 |
8.3% |
343 |
2.0% |
71% |
False |
False |
13,091 |
40 |
17,825 |
15,375 |
2,450 |
14.5% |
409 |
2.4% |
61% |
False |
False |
16,120 |
60 |
17,825 |
15,375 |
2,450 |
14.5% |
398 |
2.4% |
61% |
False |
False |
15,343 |
80 |
17,825 |
14,820 |
3,005 |
17.8% |
393 |
2.3% |
68% |
False |
False |
11,905 |
100 |
17,870 |
14,820 |
3,050 |
18.1% |
384 |
2.3% |
67% |
False |
False |
9,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,881 |
2.618 |
18,220 |
1.618 |
17,815 |
1.000 |
17,565 |
0.618 |
17,410 |
HIGH |
17,160 |
0.618 |
17,005 |
0.500 |
16,958 |
0.382 |
16,910 |
LOW |
16,755 |
0.618 |
16,505 |
1.000 |
16,350 |
1.618 |
16,100 |
2.618 |
15,695 |
4.250 |
15,034 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,958 |
17,013 |
PP |
16,927 |
16,963 |
S1 |
16,896 |
16,914 |
|