Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,569 |
17,673 |
104 |
0.6% |
17,737 |
High |
17,685 |
17,727 |
42 |
0.2% |
17,832 |
Low |
17,475 |
17,595 |
120 |
0.7% |
17,475 |
Close |
17,671 |
17,646 |
-25 |
-0.1% |
17,671 |
Range |
210 |
132 |
-78 |
-37.1% |
357 |
ATR |
186 |
182 |
-4 |
-2.1% |
0 |
Volume |
161,221 |
120,192 |
-41,029 |
-25.4% |
749,433 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,052 |
17,981 |
17,719 |
|
R3 |
17,920 |
17,849 |
17,682 |
|
R2 |
17,788 |
17,788 |
17,670 |
|
R1 |
17,717 |
17,717 |
17,658 |
17,687 |
PP |
17,656 |
17,656 |
17,656 |
17,641 |
S1 |
17,585 |
17,585 |
17,634 |
17,555 |
S2 |
17,524 |
17,524 |
17,622 |
|
S3 |
17,392 |
17,453 |
17,610 |
|
S4 |
17,260 |
17,321 |
17,574 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,730 |
18,558 |
17,867 |
|
R3 |
18,373 |
18,201 |
17,769 |
|
R2 |
18,016 |
18,016 |
17,737 |
|
R1 |
17,844 |
17,844 |
17,704 |
17,752 |
PP |
17,659 |
17,659 |
17,659 |
17,613 |
S1 |
17,487 |
17,487 |
17,638 |
17,395 |
S2 |
17,302 |
17,302 |
17,606 |
|
S3 |
16,945 |
17,130 |
17,573 |
|
S4 |
16,588 |
16,773 |
17,475 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,814 |
17,475 |
339 |
1.9% |
178 |
1.0% |
50% |
False |
False |
147,947 |
10 |
18,006 |
17,475 |
531 |
3.0% |
183 |
1.0% |
32% |
False |
False |
155,092 |
20 |
18,083 |
17,437 |
646 |
3.7% |
178 |
1.0% |
32% |
False |
False |
146,836 |
40 |
18,083 |
17,023 |
1,060 |
6.0% |
174 |
1.0% |
59% |
False |
False |
140,849 |
60 |
18,083 |
15,513 |
2,570 |
14.6% |
194 |
1.1% |
83% |
False |
False |
96,922 |
80 |
18,083 |
15,299 |
2,784 |
15.8% |
227 |
1.3% |
84% |
False |
False |
72,728 |
100 |
18,083 |
15,299 |
2,784 |
15.8% |
232 |
1.3% |
84% |
False |
False |
58,194 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
202 |
1.1% |
84% |
False |
False |
48,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,288 |
2.618 |
18,073 |
1.618 |
17,941 |
1.000 |
17,859 |
0.618 |
17,809 |
HIGH |
17,727 |
0.618 |
17,677 |
0.500 |
17,661 |
0.382 |
17,646 |
LOW |
17,595 |
0.618 |
17,514 |
1.000 |
17,463 |
1.618 |
17,382 |
2.618 |
17,250 |
4.250 |
17,034 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,661 |
17,631 |
PP |
17,656 |
17,616 |
S1 |
17,651 |
17,601 |
|