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 |
17,754.55 |
17,789.05 |
34.50 |
0.2% |
17,507.04 |
High |
17,809.18 |
17,838.56 |
29.38 |
0.2% |
17,891.71 |
Low |
17,664.79 |
17,703.55 |
38.76 |
0.2% |
17,480.05 |
Close |
17,789.67 |
17,838.56 |
48.89 |
0.3% |
17,873.22 |
Range |
144.39 |
135.01 |
-9.38 |
-6.5% |
411.66 |
ATR |
161.53 |
159.64 |
-1.89 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,198.59 |
18,153.58 |
17,912.82 |
|
R3 |
18,063.58 |
18,018.57 |
17,875.69 |
|
R2 |
17,928.57 |
17,928.57 |
17,863.31 |
|
R1 |
17,883.56 |
17,883.56 |
17,850.94 |
17,906.07 |
PP |
17,793.56 |
17,793.56 |
17,793.56 |
17,804.81 |
S1 |
17,748.55 |
17,748.55 |
17,826.18 |
17,771.06 |
S2 |
17,658.55 |
17,658.55 |
17,813.81 |
|
S3 |
17,523.54 |
17,613.54 |
17,801.43 |
|
S4 |
17,388.53 |
17,478.53 |
17,764.30 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,983.31 |
18,839.92 |
18,099.63 |
|
R3 |
18,571.65 |
18,428.26 |
17,986.43 |
|
R2 |
18,159.99 |
18,159.99 |
17,948.69 |
|
R1 |
18,016.60 |
18,016.60 |
17,910.96 |
18,088.30 |
PP |
17,748.33 |
17,748.33 |
17,748.33 |
17,784.17 |
S1 |
17,604.94 |
17,604.94 |
17,835.48 |
17,676.64 |
S2 |
17,336.67 |
17,336.67 |
17,797.75 |
|
S3 |
16,925.01 |
17,193.28 |
17,760.01 |
|
S4 |
16,513.35 |
16,781.62 |
17,646.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,899.24 |
17,664.79 |
234.45 |
1.3% |
117.59 |
0.7% |
74% |
False |
False |
|
10 |
17,899.24 |
17,331.07 |
568.17 |
3.2% |
135.01 |
0.8% |
89% |
False |
False |
|
20 |
17,934.61 |
17,331.07 |
603.54 |
3.4% |
161.70 |
0.9% |
84% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
156.24 |
0.9% |
61% |
False |
False |
|
60 |
18,167.63 |
16,821.86 |
1,345.77 |
7.5% |
154.32 |
0.9% |
76% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
170.92 |
1.0% |
88% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
201.95 |
1.1% |
88% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
209.77 |
1.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,412.35 |
2.618 |
18,192.02 |
1.618 |
18,057.01 |
1.000 |
17,973.57 |
0.618 |
17,922.00 |
HIGH |
17,838.56 |
0.618 |
17,786.99 |
0.500 |
17,771.06 |
0.382 |
17,755.12 |
LOW |
17,703.55 |
0.618 |
17,620.11 |
1.000 |
17,568.54 |
1.618 |
17,485.10 |
2.618 |
17,350.09 |
4.250 |
17,129.76 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
17,816.06 |
17,819.71 |
PP |
17,793.56 |
17,800.86 |
S1 |
17,771.06 |
17,782.02 |
|