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 |
17,110 |
16,910 |
-200 |
-1.2% |
16,725 |
High |
17,185 |
16,910 |
-275 |
-1.6% |
17,045 |
Low |
16,795 |
16,495 |
-300 |
-1.8% |
16,505 |
Close |
16,910 |
16,660 |
-250 |
-1.5% |
16,970 |
Range |
390 |
415 |
25 |
6.4% |
540 |
ATR |
286 |
295 |
9 |
3.2% |
0 |
Volume |
638 |
830 |
192 |
30.1% |
589 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,933 |
17,712 |
16,888 |
|
R3 |
17,518 |
17,297 |
16,774 |
|
R2 |
17,103 |
17,103 |
16,736 |
|
R1 |
16,882 |
16,882 |
16,698 |
16,785 |
PP |
16,688 |
16,688 |
16,688 |
16,640 |
S1 |
16,467 |
16,467 |
16,622 |
16,370 |
S2 |
16,273 |
16,273 |
16,584 |
|
S3 |
15,858 |
16,052 |
16,546 |
|
S4 |
15,443 |
15,637 |
16,432 |
|
|
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 |
16,495 |
805 |
4.8% |
292 |
1.8% |
20% |
False |
True |
444 |
10 |
17,300 |
16,495 |
805 |
4.8% |
273 |
1.6% |
20% |
False |
True |
267 |
20 |
17,300 |
15,900 |
1,400 |
8.4% |
266 |
1.6% |
54% |
False |
False |
141 |
40 |
17,830 |
15,505 |
2,325 |
14.0% |
234 |
1.4% |
50% |
False |
False |
72 |
60 |
17,830 |
15,505 |
2,325 |
14.0% |
166 |
1.0% |
50% |
False |
False |
48 |
80 |
17,830 |
15,145 |
2,685 |
16.1% |
124 |
0.7% |
56% |
False |
False |
36 |
100 |
17,830 |
15,145 |
2,685 |
16.1% |
100 |
0.6% |
56% |
False |
False |
29 |
120 |
19,265 |
15,145 |
4,120 |
24.7% |
83 |
0.5% |
37% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,674 |
2.618 |
17,997 |
1.618 |
17,582 |
1.000 |
17,325 |
0.618 |
17,167 |
HIGH |
16,910 |
0.618 |
16,752 |
0.500 |
16,703 |
0.382 |
16,654 |
LOW |
16,495 |
0.618 |
16,239 |
1.000 |
16,080 |
1.618 |
15,824 |
2.618 |
15,409 |
4.250 |
14,731 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,703 |
16,898 |
PP |
16,688 |
16,818 |
S1 |
16,674 |
16,739 |
|