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 |
16,345 |
16,660 |
315 |
1.9% |
16,940 |
High |
16,690 |
16,845 |
155 |
0.9% |
17,270 |
Low |
16,305 |
16,535 |
230 |
1.4% |
16,265 |
Close |
16,660 |
16,710 |
50 |
0.3% |
16,335 |
Range |
385 |
310 |
-75 |
-19.5% |
1,005 |
ATR |
373 |
369 |
-5 |
-1.2% |
0 |
Volume |
30,932 |
18,135 |
-12,797 |
-41.4% |
72,153 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,627 |
17,478 |
16,881 |
|
R3 |
17,317 |
17,168 |
16,795 |
|
R2 |
17,007 |
17,007 |
16,767 |
|
R1 |
16,858 |
16,858 |
16,739 |
16,933 |
PP |
16,697 |
16,697 |
16,697 |
16,734 |
S1 |
16,548 |
16,548 |
16,682 |
16,623 |
S2 |
16,387 |
16,387 |
16,653 |
|
S3 |
16,077 |
16,238 |
16,625 |
|
S4 |
15,767 |
15,928 |
16,540 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,638 |
18,992 |
16,888 |
|
R3 |
18,633 |
17,987 |
16,612 |
|
R2 |
17,628 |
17,628 |
16,519 |
|
R1 |
16,982 |
16,982 |
16,427 |
16,803 |
PP |
16,623 |
16,623 |
16,623 |
16,534 |
S1 |
15,977 |
15,977 |
16,243 |
15,798 |
S2 |
15,618 |
15,618 |
16,151 |
|
S3 |
14,613 |
14,972 |
16,059 |
|
S4 |
13,608 |
13,967 |
15,782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,160 |
16,265 |
895 |
5.4% |
395 |
2.4% |
50% |
False |
False |
20,239 |
10 |
17,270 |
16,265 |
1,005 |
6.0% |
333 |
2.0% |
44% |
False |
False |
16,436 |
20 |
17,270 |
16,220 |
1,050 |
6.3% |
360 |
2.2% |
47% |
False |
False |
15,054 |
40 |
17,825 |
15,705 |
2,120 |
12.7% |
403 |
2.4% |
47% |
False |
False |
16,201 |
60 |
17,825 |
15,375 |
2,450 |
14.7% |
390 |
2.3% |
54% |
False |
False |
15,741 |
80 |
17,825 |
14,820 |
3,005 |
18.0% |
396 |
2.4% |
63% |
False |
False |
12,956 |
100 |
17,870 |
14,820 |
3,050 |
18.3% |
395 |
2.4% |
62% |
False |
False |
10,372 |
120 |
19,595 |
14,820 |
4,775 |
28.6% |
347 |
2.1% |
40% |
False |
False |
8,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,163 |
2.618 |
17,657 |
1.618 |
17,347 |
1.000 |
17,155 |
0.618 |
17,037 |
HIGH |
16,845 |
0.618 |
16,727 |
0.500 |
16,690 |
0.382 |
16,654 |
LOW |
16,535 |
0.618 |
16,344 |
1.000 |
16,225 |
1.618 |
16,034 |
2.618 |
15,724 |
4.250 |
15,218 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,703 |
16,658 |
PP |
16,697 |
16,607 |
S1 |
16,690 |
16,555 |
|