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 |
16,370 |
16,705 |
335 |
2.0% |
17,100 |
High |
16,730 |
16,885 |
155 |
0.9% |
17,300 |
Low |
16,355 |
16,580 |
225 |
1.4% |
16,315 |
Close |
16,705 |
16,750 |
45 |
0.3% |
16,375 |
Range |
375 |
305 |
-70 |
-18.7% |
985 |
ATR |
311 |
311 |
0 |
-0.1% |
0 |
Volume |
20,513 |
10,195 |
-10,318 |
-50.3% |
3,514 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,653 |
17,507 |
16,918 |
|
R3 |
17,348 |
17,202 |
16,834 |
|
R2 |
17,043 |
17,043 |
16,806 |
|
R1 |
16,897 |
16,897 |
16,778 |
16,970 |
PP |
16,738 |
16,738 |
16,738 |
16,775 |
S1 |
16,592 |
16,592 |
16,722 |
16,665 |
S2 |
16,433 |
16,433 |
16,694 |
|
S3 |
16,128 |
16,287 |
16,666 |
|
S4 |
15,823 |
15,982 |
16,582 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,618 |
18,982 |
16,917 |
|
R3 |
18,633 |
17,997 |
16,646 |
|
R2 |
17,648 |
17,648 |
16,556 |
|
R1 |
17,012 |
17,012 |
16,465 |
16,838 |
PP |
16,663 |
16,663 |
16,663 |
16,576 |
S1 |
16,027 |
16,027 |
16,285 |
15,853 |
S2 |
15,678 |
15,678 |
16,195 |
|
S3 |
14,693 |
15,042 |
16,104 |
|
S4 |
13,708 |
14,057 |
15,833 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,185 |
16,315 |
870 |
5.2% |
386 |
2.3% |
50% |
False |
False |
6,755 |
10 |
17,300 |
16,315 |
985 |
5.9% |
314 |
1.9% |
44% |
False |
False |
3,477 |
20 |
17,300 |
16,315 |
985 |
5.9% |
289 |
1.7% |
44% |
False |
False |
1,756 |
40 |
17,830 |
15,900 |
1,930 |
11.5% |
251 |
1.5% |
44% |
False |
False |
880 |
60 |
17,830 |
15,505 |
2,325 |
13.9% |
185 |
1.1% |
54% |
False |
False |
587 |
80 |
17,830 |
15,370 |
2,460 |
14.7% |
138 |
0.8% |
56% |
False |
False |
440 |
100 |
17,830 |
15,145 |
2,685 |
16.0% |
111 |
0.7% |
60% |
False |
False |
352 |
120 |
19,265 |
15,145 |
4,120 |
24.6% |
92 |
0.6% |
39% |
False |
False |
293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,181 |
2.618 |
17,684 |
1.618 |
17,379 |
1.000 |
17,190 |
0.618 |
17,074 |
HIGH |
16,885 |
0.618 |
16,769 |
0.500 |
16,733 |
0.382 |
16,697 |
LOW |
16,580 |
0.618 |
16,392 |
1.000 |
16,275 |
1.618 |
16,087 |
2.618 |
15,782 |
4.250 |
15,284 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,744 |
16,700 |
PP |
16,738 |
16,650 |
S1 |
16,733 |
16,600 |
|