Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
16,705 |
16,720 |
15 |
0.1% |
17,100 |
High |
16,885 |
16,895 |
10 |
0.1% |
17,300 |
Low |
16,580 |
16,625 |
45 |
0.3% |
16,315 |
Close |
16,750 |
16,855 |
105 |
0.6% |
16,375 |
Range |
305 |
270 |
-35 |
-11.5% |
985 |
ATR |
311 |
308 |
-3 |
-0.9% |
0 |
Volume |
10,195 |
13,543 |
3,348 |
32.8% |
3,514 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,602 |
17,498 |
17,004 |
|
R3 |
17,332 |
17,228 |
16,929 |
|
R2 |
17,062 |
17,062 |
16,905 |
|
R1 |
16,958 |
16,958 |
16,880 |
17,010 |
PP |
16,792 |
16,792 |
16,792 |
16,818 |
S1 |
16,688 |
16,688 |
16,830 |
16,740 |
S2 |
16,522 |
16,522 |
16,806 |
|
S3 |
16,252 |
16,418 |
16,781 |
|
S4 |
15,982 |
16,148 |
16,707 |
|
|
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 |
16,910 |
16,315 |
595 |
3.5% |
362 |
2.1% |
91% |
False |
False |
9,336 |
10 |
17,300 |
16,315 |
985 |
5.8% |
310 |
1.8% |
55% |
False |
False |
4,823 |
20 |
17,300 |
16,315 |
985 |
5.8% |
287 |
1.7% |
55% |
False |
False |
2,432 |
40 |
17,830 |
15,900 |
1,930 |
11.5% |
253 |
1.5% |
49% |
False |
False |
1,218 |
60 |
17,830 |
15,505 |
2,325 |
13.8% |
189 |
1.1% |
58% |
False |
False |
812 |
80 |
17,830 |
15,505 |
2,325 |
13.8% |
142 |
0.8% |
58% |
False |
False |
609 |
100 |
17,830 |
15,145 |
2,685 |
15.9% |
113 |
0.7% |
64% |
False |
False |
487 |
120 |
19,265 |
15,145 |
4,120 |
24.4% |
95 |
0.6% |
42% |
False |
False |
406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,043 |
2.618 |
17,602 |
1.618 |
17,332 |
1.000 |
17,165 |
0.618 |
17,062 |
HIGH |
16,895 |
0.618 |
16,792 |
0.500 |
16,760 |
0.382 |
16,728 |
LOW |
16,625 |
0.618 |
16,458 |
1.000 |
16,355 |
1.618 |
16,188 |
2.618 |
15,918 |
4.250 |
15,478 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
16,823 |
16,778 |
PP |
16,792 |
16,702 |
S1 |
16,760 |
16,625 |
|