Trading Metrics calculated at close of trading on 04-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,806 |
17,678 |
-128 |
-0.7% |
17,963 |
High |
17,814 |
17,700 |
-114 |
-0.6% |
18,006 |
Low |
17,585 |
17,526 |
-59 |
-0.3% |
17,568 |
Close |
17,673 |
17,581 |
-92 |
-0.5% |
17,693 |
Range |
229 |
174 |
-55 |
-24.0% |
438 |
ATR |
188 |
187 |
-1 |
-0.5% |
0 |
Volume |
165,942 |
162,200 |
-3,742 |
-2.3% |
804,933 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,124 |
18,027 |
17,677 |
|
R3 |
17,950 |
17,853 |
17,629 |
|
R2 |
17,776 |
17,776 |
17,613 |
|
R1 |
17,679 |
17,679 |
17,597 |
17,641 |
PP |
17,602 |
17,602 |
17,602 |
17,583 |
S1 |
17,505 |
17,505 |
17,565 |
17,467 |
S2 |
17,428 |
17,428 |
17,549 |
|
S3 |
17,254 |
17,331 |
17,533 |
|
S4 |
17,080 |
17,157 |
17,485 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,070 |
18,819 |
17,934 |
|
R3 |
18,632 |
18,381 |
17,814 |
|
R2 |
18,194 |
18,194 |
17,773 |
|
R1 |
17,943 |
17,943 |
17,733 |
17,850 |
PP |
17,756 |
17,756 |
17,756 |
17,709 |
S1 |
17,505 |
17,505 |
17,653 |
17,412 |
S2 |
17,318 |
17,318 |
17,613 |
|
S3 |
16,880 |
17,067 |
17,573 |
|
S4 |
16,442 |
16,629 |
17,452 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,987 |
17,526 |
461 |
2.6% |
212 |
1.2% |
12% |
False |
True |
171,676 |
10 |
18,080 |
17,526 |
554 |
3.2% |
188 |
1.1% |
10% |
False |
True |
155,416 |
20 |
18,083 |
17,396 |
687 |
3.9% |
187 |
1.1% |
27% |
False |
False |
150,824 |
40 |
18,083 |
16,722 |
1,361 |
7.7% |
181 |
1.0% |
63% |
False |
False |
134,721 |
60 |
18,083 |
15,370 |
2,713 |
15.4% |
200 |
1.1% |
81% |
False |
False |
90,069 |
80 |
18,083 |
15,299 |
2,784 |
15.8% |
234 |
1.3% |
82% |
False |
False |
67,587 |
100 |
18,083 |
15,299 |
2,784 |
15.8% |
228 |
1.3% |
82% |
False |
False |
54,078 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
198 |
1.1% |
82% |
False |
False |
45,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,440 |
2.618 |
18,156 |
1.618 |
17,982 |
1.000 |
17,874 |
0.618 |
17,808 |
HIGH |
17,700 |
0.618 |
17,634 |
0.500 |
17,613 |
0.382 |
17,593 |
LOW |
17,526 |
0.618 |
17,419 |
1.000 |
17,352 |
1.618 |
17,245 |
2.618 |
17,071 |
4.250 |
16,787 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,613 |
17,679 |
PP |
17,602 |
17,646 |
S1 |
17,592 |
17,614 |
|