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 |
17,100 |
17,110 |
10 |
0.1% |
16,725 |
High |
17,300 |
17,185 |
-115 |
-0.7% |
17,045 |
Low |
16,985 |
16,795 |
-190 |
-1.1% |
16,505 |
Close |
17,125 |
16,910 |
-215 |
-1.3% |
16,970 |
Range |
315 |
390 |
75 |
23.8% |
540 |
ATR |
278 |
286 |
8 |
2.9% |
0 |
Volume |
445 |
638 |
193 |
43.4% |
589 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,133 |
17,912 |
17,125 |
|
R3 |
17,743 |
17,522 |
17,017 |
|
R2 |
17,353 |
17,353 |
16,982 |
|
R1 |
17,132 |
17,132 |
16,946 |
17,048 |
PP |
16,963 |
16,963 |
16,963 |
16,921 |
S1 |
16,742 |
16,742 |
16,874 |
16,658 |
S2 |
16,573 |
16,573 |
16,839 |
|
S3 |
16,183 |
16,352 |
16,803 |
|
S4 |
15,793 |
15,962 |
16,696 |
|
|
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 |
16,795 |
505 |
3.0% |
258 |
1.5% |
23% |
False |
True |
310 |
10 |
17,300 |
16,505 |
795 |
4.7% |
242 |
1.4% |
51% |
False |
False |
185 |
20 |
17,300 |
15,900 |
1,400 |
8.3% |
245 |
1.4% |
72% |
False |
False |
99 |
40 |
17,830 |
15,505 |
2,325 |
13.7% |
223 |
1.3% |
60% |
False |
False |
51 |
60 |
17,830 |
15,505 |
2,325 |
13.7% |
159 |
0.9% |
60% |
False |
False |
34 |
80 |
17,830 |
15,145 |
2,685 |
15.9% |
119 |
0.7% |
66% |
False |
False |
26 |
100 |
17,830 |
15,145 |
2,685 |
15.9% |
95 |
0.6% |
66% |
False |
False |
20 |
120 |
19,265 |
15,145 |
4,120 |
24.4% |
80 |
0.5% |
43% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,843 |
2.618 |
18,206 |
1.618 |
17,816 |
1.000 |
17,575 |
0.618 |
17,426 |
HIGH |
17,185 |
0.618 |
17,036 |
0.500 |
16,990 |
0.382 |
16,944 |
LOW |
16,795 |
0.618 |
16,554 |
1.000 |
16,405 |
1.618 |
16,164 |
2.618 |
15,774 |
4.250 |
15,138 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,990 |
17,048 |
PP |
16,963 |
17,002 |
S1 |
16,937 |
16,956 |
|