Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,646 |
17,828 |
182 |
1.0% |
17,737 |
High |
17,864 |
17,850 |
-14 |
-0.1% |
17,832 |
Low |
17,605 |
17,656 |
51 |
0.3% |
17,475 |
Close |
17,853 |
17,659 |
-194 |
-1.1% |
17,671 |
Range |
259 |
194 |
-65 |
-25.1% |
357 |
ATR |
188 |
188 |
1 |
0.3% |
0 |
Volume |
142,357 |
138,964 |
-3,393 |
-2.4% |
749,433 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,304 |
18,175 |
17,766 |
|
R3 |
18,110 |
17,981 |
17,712 |
|
R2 |
17,916 |
17,916 |
17,695 |
|
R1 |
17,787 |
17,787 |
17,677 |
17,755 |
PP |
17,722 |
17,722 |
17,722 |
17,705 |
S1 |
17,593 |
17,593 |
17,641 |
17,561 |
S2 |
17,528 |
17,528 |
17,624 |
|
S3 |
17,334 |
17,399 |
17,606 |
|
S4 |
17,140 |
17,205 |
17,552 |
|
|
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% |
188 |
1.1% |
47% |
False |
False |
138,583 |
10 |
17,987 |
17,475 |
512 |
2.9% |
200 |
1.1% |
36% |
False |
False |
155,129 |
20 |
18,083 |
17,475 |
608 |
3.4% |
180 |
1.0% |
30% |
False |
False |
144,406 |
40 |
18,083 |
17,094 |
989 |
5.6% |
179 |
1.0% |
57% |
False |
False |
143,036 |
60 |
18,083 |
15,983 |
2,100 |
11.9% |
192 |
1.1% |
80% |
False |
False |
101,605 |
80 |
18,083 |
15,299 |
2,784 |
15.8% |
223 |
1.3% |
85% |
False |
False |
76,236 |
100 |
18,083 |
15,299 |
2,784 |
15.8% |
232 |
1.3% |
85% |
False |
False |
61,006 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
204 |
1.2% |
85% |
False |
False |
50,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,675 |
2.618 |
18,358 |
1.618 |
18,164 |
1.000 |
18,044 |
0.618 |
17,970 |
HIGH |
17,850 |
0.618 |
17,776 |
0.500 |
17,753 |
0.382 |
17,730 |
LOW |
17,656 |
0.618 |
17,536 |
1.000 |
17,462 |
1.618 |
17,342 |
2.618 |
17,148 |
4.250 |
16,832 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,753 |
17,730 |
PP |
17,722 |
17,706 |
S1 |
17,690 |
17,683 |
|