Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
17,684 |
17,719 |
35 |
0.2% |
17,780 |
High |
17,731 |
17,749 |
18 |
0.1% |
17,816 |
Low |
17,594 |
17,590 |
-4 |
0.0% |
17,560 |
Close |
17,729 |
17,702 |
-27 |
-0.2% |
17,702 |
Range |
137 |
159 |
22 |
16.1% |
256 |
ATR |
166 |
165 |
0 |
-0.3% |
0 |
Volume |
322 |
882 |
560 |
173.9% |
2,203 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,157 |
18,089 |
17,790 |
|
R3 |
17,998 |
17,930 |
17,746 |
|
R2 |
17,839 |
17,839 |
17,731 |
|
R1 |
17,771 |
17,771 |
17,717 |
17,726 |
PP |
17,680 |
17,680 |
17,680 |
17,658 |
S1 |
17,612 |
17,612 |
17,688 |
17,567 |
S2 |
17,521 |
17,521 |
17,673 |
|
S3 |
17,362 |
17,453 |
17,658 |
|
S4 |
17,203 |
17,294 |
17,615 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,461 |
18,337 |
17,843 |
|
R3 |
18,205 |
18,081 |
17,773 |
|
R2 |
17,949 |
17,949 |
17,749 |
|
R1 |
17,825 |
17,825 |
17,726 |
17,759 |
PP |
17,693 |
17,693 |
17,693 |
17,660 |
S1 |
17,569 |
17,569 |
17,679 |
17,503 |
S2 |
17,437 |
17,437 |
17,655 |
|
S3 |
17,181 |
17,313 |
17,632 |
|
S4 |
16,925 |
17,057 |
17,561 |
|
|
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% |
142 |
0.8% |
55% |
False |
False |
503 |
10 |
17,816 |
17,317 |
499 |
2.8% |
148 |
0.8% |
77% |
False |
False |
786 |
20 |
17,816 |
17,208 |
608 |
3.4% |
174 |
1.0% |
81% |
False |
False |
506 |
40 |
17,989 |
17,208 |
781 |
4.4% |
164 |
0.9% |
63% |
False |
False |
302 |
60 |
17,989 |
16,670 |
1,319 |
7.5% |
156 |
0.9% |
78% |
False |
False |
226 |
80 |
17,989 |
15,450 |
2,539 |
14.3% |
144 |
0.8% |
89% |
False |
False |
173 |
100 |
17,989 |
15,450 |
2,539 |
14.3% |
149 |
0.8% |
89% |
False |
False |
140 |
120 |
17,989 |
15,450 |
2,539 |
14.3% |
133 |
0.7% |
89% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,425 |
2.618 |
18,165 |
1.618 |
18,006 |
1.000 |
17,908 |
0.618 |
17,847 |
HIGH |
17,749 |
0.618 |
17,688 |
0.500 |
17,670 |
0.382 |
17,651 |
LOW |
17,590 |
0.618 |
17,492 |
1.000 |
17,431 |
1.618 |
17,333 |
2.618 |
17,174 |
4.250 |
16,914 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,691 |
17,686 |
PP |
17,680 |
17,670 |
S1 |
17,670 |
17,655 |
|