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 |
17,669 |
17,684 |
15 |
0.1% |
17,395 |
High |
17,715 |
17,731 |
16 |
0.1% |
17,770 |
Low |
17,560 |
17,594 |
34 |
0.2% |
17,344 |
Close |
17,681 |
17,729 |
48 |
0.3% |
17,756 |
Range |
155 |
137 |
-18 |
-11.6% |
426 |
ATR |
168 |
166 |
-2 |
-1.3% |
0 |
Volume |
560 |
322 |
-238 |
-42.5% |
5,097 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,096 |
18,049 |
17,804 |
|
R3 |
17,959 |
17,912 |
17,767 |
|
R2 |
17,822 |
17,822 |
17,754 |
|
R1 |
17,775 |
17,775 |
17,742 |
17,799 |
PP |
17,685 |
17,685 |
17,685 |
17,696 |
S1 |
17,638 |
17,638 |
17,717 |
17,662 |
S2 |
17,548 |
17,548 |
17,704 |
|
S3 |
17,411 |
17,501 |
17,691 |
|
S4 |
17,274 |
17,364 |
17,654 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,901 |
18,755 |
17,990 |
|
R3 |
18,475 |
18,329 |
17,873 |
|
R2 |
18,049 |
18,049 |
17,834 |
|
R1 |
17,903 |
17,903 |
17,795 |
17,976 |
PP |
17,623 |
17,623 |
17,623 |
17,660 |
S1 |
17,477 |
17,477 |
17,717 |
17,550 |
S2 |
17,197 |
17,197 |
17,678 |
|
S3 |
16,771 |
17,051 |
17,639 |
|
S4 |
16,345 |
16,625 |
17,522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,816 |
17,560 |
256 |
1.4% |
132 |
0.7% |
66% |
False |
False |
1,020 |
10 |
17,816 |
17,208 |
608 |
3.4% |
151 |
0.9% |
86% |
False |
False |
730 |
20 |
17,816 |
17,208 |
608 |
3.4% |
171 |
1.0% |
86% |
False |
False |
464 |
40 |
17,989 |
17,208 |
781 |
4.4% |
166 |
0.9% |
67% |
False |
False |
283 |
60 |
17,989 |
16,670 |
1,319 |
7.4% |
155 |
0.9% |
80% |
False |
False |
212 |
80 |
17,989 |
15,450 |
2,539 |
14.3% |
144 |
0.8% |
90% |
False |
False |
163 |
100 |
17,989 |
15,450 |
2,539 |
14.3% |
149 |
0.8% |
90% |
False |
False |
132 |
120 |
17,989 |
15,450 |
2,539 |
14.3% |
131 |
0.7% |
90% |
False |
False |
110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,313 |
2.618 |
18,090 |
1.618 |
17,953 |
1.000 |
17,868 |
0.618 |
17,816 |
HIGH |
17,731 |
0.618 |
17,679 |
0.500 |
17,663 |
0.382 |
17,646 |
LOW |
17,594 |
0.618 |
17,509 |
1.000 |
17,457 |
1.618 |
17,372 |
2.618 |
17,235 |
4.250 |
17,012 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,707 |
17,715 |
PP |
17,685 |
17,702 |
S1 |
17,663 |
17,688 |
|