Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,828 |
17,664 |
-164 |
-0.9% |
17,737 |
High |
17,850 |
17,754 |
-96 |
-0.5% |
17,832 |
Low |
17,656 |
17,573 |
-83 |
-0.5% |
17,475 |
Close |
17,659 |
17,668 |
9 |
0.1% |
17,671 |
Range |
194 |
181 |
-13 |
-6.7% |
357 |
ATR |
188 |
188 |
-1 |
-0.3% |
0 |
Volume |
138,964 |
163,400 |
24,436 |
17.6% |
749,433 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,208 |
18,119 |
17,768 |
|
R3 |
18,027 |
17,938 |
17,718 |
|
R2 |
17,846 |
17,846 |
17,701 |
|
R1 |
17,757 |
17,757 |
17,685 |
17,802 |
PP |
17,665 |
17,665 |
17,665 |
17,687 |
S1 |
17,576 |
17,576 |
17,652 |
17,621 |
S2 |
17,484 |
17,484 |
17,635 |
|
S3 |
17,303 |
17,395 |
17,618 |
|
S4 |
17,122 |
17,214 |
17,569 |
|
|
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% |
195 |
1.1% |
50% |
False |
False |
145,226 |
10 |
17,864 |
17,475 |
389 |
2.2% |
191 |
1.1% |
50% |
False |
False |
152,197 |
20 |
18,083 |
17,475 |
608 |
3.4% |
183 |
1.0% |
32% |
False |
False |
146,117 |
40 |
18,083 |
17,147 |
936 |
5.3% |
179 |
1.0% |
56% |
False |
False |
143,421 |
60 |
18,083 |
16,050 |
2,033 |
11.5% |
189 |
1.1% |
80% |
False |
False |
104,325 |
80 |
18,083 |
15,299 |
2,784 |
15.8% |
221 |
1.2% |
85% |
False |
False |
78,278 |
100 |
18,083 |
15,299 |
2,784 |
15.8% |
231 |
1.3% |
85% |
False |
False |
62,640 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
203 |
1.1% |
85% |
False |
False |
52,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,523 |
2.618 |
18,228 |
1.618 |
18,047 |
1.000 |
17,935 |
0.618 |
17,866 |
HIGH |
17,754 |
0.618 |
17,685 |
0.500 |
17,664 |
0.382 |
17,642 |
LOW |
17,573 |
0.618 |
17,461 |
1.000 |
17,392 |
1.618 |
17,280 |
2.618 |
17,099 |
4.250 |
16,804 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,667 |
17,719 |
PP |
17,665 |
17,702 |
S1 |
17,664 |
17,685 |
|