Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,678 |
17,575 |
-103 |
-0.6% |
17,963 |
High |
17,700 |
17,682 |
-18 |
-0.1% |
18,006 |
Low |
17,526 |
17,536 |
10 |
0.1% |
17,568 |
Close |
17,581 |
17,574 |
-7 |
0.0% |
17,693 |
Range |
174 |
146 |
-28 |
-16.1% |
438 |
ATR |
187 |
184 |
-3 |
-1.6% |
0 |
Volume |
162,200 |
130,181 |
-32,019 |
-19.7% |
804,933 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,035 |
17,951 |
17,654 |
|
R3 |
17,889 |
17,805 |
17,614 |
|
R2 |
17,743 |
17,743 |
17,601 |
|
R1 |
17,659 |
17,659 |
17,588 |
17,628 |
PP |
17,597 |
17,597 |
17,597 |
17,582 |
S1 |
17,513 |
17,513 |
17,561 |
17,482 |
S2 |
17,451 |
17,451 |
17,547 |
|
S3 |
17,305 |
17,367 |
17,534 |
|
S4 |
17,159 |
17,221 |
17,494 |
|
|
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 |
17,832 |
17,526 |
306 |
1.7% |
187 |
1.1% |
16% |
False |
False |
159,168 |
10 |
18,006 |
17,526 |
480 |
2.7% |
181 |
1.0% |
10% |
False |
False |
153,329 |
20 |
18,083 |
17,412 |
671 |
3.8% |
182 |
1.0% |
24% |
False |
False |
148,867 |
40 |
18,083 |
16,722 |
1,361 |
7.7% |
181 |
1.0% |
63% |
False |
False |
137,658 |
60 |
18,083 |
15,370 |
2,713 |
15.4% |
199 |
1.1% |
81% |
False |
False |
92,237 |
80 |
18,083 |
15,299 |
2,784 |
15.8% |
233 |
1.3% |
82% |
False |
False |
69,213 |
100 |
18,083 |
15,299 |
2,784 |
15.8% |
228 |
1.3% |
82% |
False |
False |
55,380 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
199 |
1.1% |
82% |
False |
False |
46,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,303 |
2.618 |
18,064 |
1.618 |
17,918 |
1.000 |
17,828 |
0.618 |
17,772 |
HIGH |
17,682 |
0.618 |
17,626 |
0.500 |
17,609 |
0.382 |
17,592 |
LOW |
17,536 |
0.618 |
17,446 |
1.000 |
17,390 |
1.618 |
17,300 |
2.618 |
17,154 |
4.250 |
16,916 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,609 |
17,670 |
PP |
17,597 |
17,638 |
S1 |
17,586 |
17,606 |
|