| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
17,780 |
17,669 |
-111 |
-0.6% |
17,395 |
| High |
17,816 |
17,715 |
-101 |
-0.6% |
17,770 |
| Low |
17,614 |
17,560 |
-54 |
-0.3% |
17,344 |
| Close |
17,681 |
17,681 |
0 |
0.0% |
17,756 |
| Range |
202 |
155 |
-47 |
-23.3% |
426 |
| ATR |
169 |
168 |
-1 |
-0.6% |
0 |
| Volume |
439 |
560 |
121 |
27.6% |
5,097 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,117 |
18,054 |
17,766 |
|
| R3 |
17,962 |
17,899 |
17,724 |
|
| R2 |
17,807 |
17,807 |
17,710 |
|
| R1 |
17,744 |
17,744 |
17,695 |
17,776 |
| PP |
17,652 |
17,652 |
17,652 |
17,668 |
| S1 |
17,589 |
17,589 |
17,667 |
17,621 |
| S2 |
17,497 |
17,497 |
17,653 |
|
| S3 |
17,342 |
17,434 |
17,639 |
|
| S4 |
17,187 |
17,279 |
17,596 |
|
|
| 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% |
136 |
0.8% |
47% |
False |
True |
1,084 |
| 10 |
17,816 |
17,208 |
608 |
3.4% |
159 |
0.9% |
78% |
False |
False |
756 |
| 20 |
17,816 |
17,208 |
608 |
3.4% |
173 |
1.0% |
78% |
False |
False |
452 |
| 40 |
17,989 |
17,208 |
781 |
4.4% |
166 |
0.9% |
61% |
False |
False |
277 |
| 60 |
17,989 |
16,670 |
1,319 |
7.5% |
154 |
0.9% |
77% |
False |
False |
206 |
| 80 |
17,989 |
15,450 |
2,539 |
14.4% |
145 |
0.8% |
88% |
False |
False |
159 |
| 100 |
17,989 |
15,450 |
2,539 |
14.4% |
152 |
0.9% |
88% |
False |
False |
128 |
| 120 |
17,989 |
15,450 |
2,539 |
14.4% |
130 |
0.7% |
88% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,374 |
|
2.618 |
18,121 |
|
1.618 |
17,966 |
|
1.000 |
17,870 |
|
0.618 |
17,811 |
|
HIGH |
17,715 |
|
0.618 |
17,656 |
|
0.500 |
17,638 |
|
0.382 |
17,619 |
|
LOW |
17,560 |
|
0.618 |
17,464 |
|
1.000 |
17,405 |
|
1.618 |
17,309 |
|
2.618 |
17,154 |
|
4.250 |
16,901 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,667 |
17,688 |
| PP |
17,652 |
17,686 |
| S1 |
17,638 |
17,683 |
|