Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,673 |
17,646 |
-27 |
-0.2% |
17,737 |
High |
17,727 |
17,864 |
137 |
0.8% |
17,832 |
Low |
17,595 |
17,605 |
10 |
0.1% |
17,475 |
Close |
17,646 |
17,853 |
207 |
1.2% |
17,671 |
Range |
132 |
259 |
127 |
96.2% |
357 |
ATR |
182 |
188 |
5 |
3.0% |
0 |
Volume |
120,192 |
142,357 |
22,165 |
18.4% |
749,433 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,551 |
18,461 |
17,996 |
|
R3 |
18,292 |
18,202 |
17,924 |
|
R2 |
18,033 |
18,033 |
17,901 |
|
R1 |
17,943 |
17,943 |
17,877 |
17,988 |
PP |
17,774 |
17,774 |
17,774 |
17,797 |
S1 |
17,684 |
17,684 |
17,829 |
17,729 |
S2 |
17,515 |
17,515 |
17,806 |
|
S3 |
17,256 |
17,425 |
17,782 |
|
S4 |
16,997 |
17,166 |
17,711 |
|
|
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 |
17,864 |
17,475 |
389 |
2.2% |
184 |
1.0% |
97% |
True |
False |
143,230 |
10 |
18,006 |
17,475 |
531 |
3.0% |
198 |
1.1% |
71% |
False |
False |
157,265 |
20 |
18,083 |
17,475 |
608 |
3.4% |
180 |
1.0% |
62% |
False |
False |
145,205 |
40 |
18,083 |
17,023 |
1,060 |
5.9% |
178 |
1.0% |
78% |
False |
False |
142,160 |
60 |
18,083 |
15,900 |
2,183 |
12.2% |
193 |
1.1% |
89% |
False |
False |
99,293 |
80 |
18,083 |
15,299 |
2,784 |
15.6% |
226 |
1.3% |
92% |
False |
False |
74,501 |
100 |
18,083 |
15,299 |
2,784 |
15.6% |
232 |
1.3% |
92% |
False |
False |
59,617 |
120 |
18,083 |
15,299 |
2,784 |
15.6% |
202 |
1.1% |
92% |
False |
False |
49,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,965 |
2.618 |
18,542 |
1.618 |
18,283 |
1.000 |
18,123 |
0.618 |
18,024 |
HIGH |
17,864 |
0.618 |
17,765 |
0.500 |
17,735 |
0.382 |
17,704 |
LOW |
17,605 |
0.618 |
17,445 |
1.000 |
17,346 |
1.618 |
17,186 |
2.618 |
16,927 |
4.250 |
16,504 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,814 |
17,792 |
PP |
17,774 |
17,731 |
S1 |
17,735 |
17,670 |
|