| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,095 |
16,840 |
-255 |
-1.5% |
16,765 |
| High |
17,160 |
16,875 |
-285 |
-1.7% |
17,005 |
| Low |
16,755 |
16,450 |
-305 |
-1.8% |
16,430 |
| Close |
16,865 |
16,615 |
-250 |
-1.5% |
16,930 |
| Range |
405 |
425 |
20 |
4.9% |
575 |
| ATR |
362 |
366 |
5 |
1.2% |
0 |
| Volume |
16,654 |
17,984 |
1,330 |
8.0% |
53,947 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,922 |
17,693 |
16,849 |
|
| R3 |
17,497 |
17,268 |
16,732 |
|
| R2 |
17,072 |
17,072 |
16,693 |
|
| R1 |
16,843 |
16,843 |
16,654 |
16,745 |
| PP |
16,647 |
16,647 |
16,647 |
16,598 |
| S1 |
16,418 |
16,418 |
16,576 |
16,320 |
| S2 |
16,222 |
16,222 |
16,537 |
|
| S3 |
15,797 |
15,993 |
16,498 |
|
| S4 |
15,372 |
15,568 |
16,381 |
|
|
| 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 |
16,450 |
820 |
4.9% |
317 |
1.9% |
20% |
False |
True |
14,526 |
| 10 |
17,270 |
16,430 |
840 |
5.1% |
316 |
1.9% |
22% |
False |
False |
13,330 |
| 20 |
17,270 |
15,885 |
1,385 |
8.3% |
351 |
2.1% |
53% |
False |
False |
13,631 |
| 40 |
17,825 |
15,375 |
2,450 |
14.7% |
413 |
2.5% |
51% |
False |
False |
16,205 |
| 60 |
17,825 |
15,375 |
2,450 |
14.7% |
399 |
2.4% |
51% |
False |
False |
15,460 |
| 80 |
17,825 |
14,820 |
3,005 |
18.1% |
397 |
2.4% |
60% |
False |
False |
12,129 |
| 100 |
17,870 |
14,820 |
3,050 |
18.4% |
384 |
2.3% |
59% |
False |
False |
9,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,681 |
|
2.618 |
17,988 |
|
1.618 |
17,563 |
|
1.000 |
17,300 |
|
0.618 |
17,138 |
|
HIGH |
16,875 |
|
0.618 |
16,713 |
|
0.500 |
16,663 |
|
0.382 |
16,612 |
|
LOW |
16,450 |
|
0.618 |
16,187 |
|
1.000 |
16,025 |
|
1.618 |
15,762 |
|
2.618 |
15,337 |
|
4.250 |
14,644 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,663 |
16,860 |
| PP |
16,647 |
16,778 |
| S1 |
16,631 |
16,697 |
|