Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
16,890 |
17,100 |
210 |
1.2% |
16,725 |
High |
16,975 |
17,300 |
325 |
1.9% |
17,045 |
Low |
16,825 |
16,985 |
160 |
1.0% |
16,505 |
Close |
16,970 |
17,125 |
155 |
0.9% |
16,970 |
Range |
150 |
315 |
165 |
110.0% |
540 |
ATR |
274 |
278 |
4 |
1.5% |
0 |
Volume |
201 |
445 |
244 |
121.4% |
589 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,082 |
17,918 |
17,298 |
|
R3 |
17,767 |
17,603 |
17,212 |
|
R2 |
17,452 |
17,452 |
17,183 |
|
R1 |
17,288 |
17,288 |
17,154 |
17,370 |
PP |
17,137 |
17,137 |
17,137 |
17,178 |
S1 |
16,973 |
16,973 |
17,096 |
17,055 |
S2 |
16,822 |
16,822 |
17,067 |
|
S3 |
16,507 |
16,658 |
17,039 |
|
S4 |
16,192 |
16,343 |
16,952 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,460 |
18,255 |
17,267 |
|
R3 |
17,920 |
17,715 |
17,119 |
|
R2 |
17,380 |
17,380 |
17,069 |
|
R1 |
17,175 |
17,175 |
17,020 |
17,278 |
PP |
16,840 |
16,840 |
16,840 |
16,891 |
S1 |
16,635 |
16,635 |
16,921 |
16,738 |
S2 |
16,300 |
16,300 |
16,871 |
|
S3 |
15,760 |
16,095 |
16,822 |
|
S4 |
15,220 |
15,555 |
16,673 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,300 |
16,520 |
780 |
4.6% |
242 |
1.4% |
78% |
True |
False |
199 |
10 |
17,300 |
16,505 |
795 |
4.6% |
225 |
1.3% |
78% |
True |
False |
123 |
20 |
17,300 |
15,900 |
1,400 |
8.2% |
238 |
1.4% |
88% |
True |
False |
68 |
40 |
17,830 |
15,505 |
2,325 |
13.6% |
214 |
1.2% |
70% |
False |
False |
35 |
60 |
17,830 |
15,505 |
2,325 |
13.6% |
152 |
0.9% |
70% |
False |
False |
24 |
80 |
17,830 |
15,145 |
2,685 |
15.7% |
114 |
0.7% |
74% |
False |
False |
18 |
100 |
17,830 |
15,145 |
2,685 |
15.7% |
91 |
0.5% |
74% |
False |
False |
14 |
120 |
19,450 |
15,145 |
4,305 |
25.1% |
76 |
0.4% |
46% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,639 |
2.618 |
18,125 |
1.618 |
17,810 |
1.000 |
17,615 |
0.618 |
17,495 |
HIGH |
17,300 |
0.618 |
17,180 |
0.500 |
17,143 |
0.382 |
17,105 |
LOW |
16,985 |
0.618 |
16,790 |
1.000 |
16,670 |
1.618 |
16,475 |
2.618 |
16,160 |
4.250 |
15,646 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,143 |
17,103 |
PP |
17,137 |
17,080 |
S1 |
17,131 |
17,058 |
|