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 |
17,810 |
17,830 |
20 |
0.1% |
17,780 |
High |
17,892 |
17,914 |
22 |
0.1% |
17,816 |
Low |
17,802 |
17,803 |
1 |
0.0% |
17,560 |
Close |
17,832 |
17,898 |
66 |
0.4% |
17,702 |
Range |
90 |
111 |
21 |
23.3% |
256 |
ATR |
159 |
156 |
-3 |
-2.2% |
0 |
Volume |
3,459 |
4,095 |
636 |
18.4% |
2,203 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,205 |
18,162 |
17,959 |
|
R3 |
18,094 |
18,051 |
17,929 |
|
R2 |
17,983 |
17,983 |
17,918 |
|
R1 |
17,940 |
17,940 |
17,908 |
17,962 |
PP |
17,872 |
17,872 |
17,872 |
17,882 |
S1 |
17,829 |
17,829 |
17,888 |
17,851 |
S2 |
17,761 |
17,761 |
17,878 |
|
S3 |
17,650 |
17,718 |
17,868 |
|
S4 |
17,539 |
17,607 |
17,837 |
|
|
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 |
17,914 |
17,590 |
324 |
1.8% |
131 |
0.7% |
95% |
True |
False |
2,389 |
10 |
17,914 |
17,560 |
354 |
2.0% |
134 |
0.7% |
95% |
True |
False |
1,737 |
20 |
17,914 |
17,208 |
706 |
3.9% |
168 |
0.9% |
98% |
True |
False |
1,023 |
40 |
17,989 |
17,208 |
781 |
4.4% |
160 |
0.9% |
88% |
False |
False |
556 |
60 |
17,989 |
16,987 |
1,002 |
5.6% |
153 |
0.9% |
91% |
False |
False |
403 |
80 |
17,989 |
15,858 |
2,131 |
11.9% |
149 |
0.8% |
96% |
False |
False |
308 |
100 |
17,989 |
15,450 |
2,539 |
14.2% |
146 |
0.8% |
96% |
False |
False |
248 |
120 |
17,989 |
15,450 |
2,539 |
14.2% |
136 |
0.8% |
96% |
False |
False |
207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,386 |
2.618 |
18,205 |
1.618 |
18,094 |
1.000 |
18,025 |
0.618 |
17,983 |
HIGH |
17,914 |
0.618 |
17,872 |
0.500 |
17,859 |
0.382 |
17,846 |
LOW |
17,803 |
0.618 |
17,735 |
1.000 |
17,692 |
1.618 |
17,624 |
2.618 |
17,513 |
4.250 |
17,331 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,885 |
17,864 |
PP |
17,872 |
17,830 |
S1 |
17,859 |
17,797 |
|