Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,664 |
17,669 |
5 |
0.0% |
17,673 |
High |
17,754 |
17,689 |
-65 |
-0.4% |
17,864 |
Low |
17,573 |
17,459 |
-114 |
-0.6% |
17,459 |
Close |
17,668 |
17,495 |
-173 |
-1.0% |
17,495 |
Range |
181 |
230 |
49 |
27.1% |
405 |
ATR |
188 |
191 |
3 |
1.6% |
0 |
Volume |
163,400 |
183,037 |
19,637 |
12.0% |
747,950 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,238 |
18,096 |
17,622 |
|
R3 |
18,008 |
17,866 |
17,558 |
|
R2 |
17,778 |
17,778 |
17,537 |
|
R1 |
17,636 |
17,636 |
17,516 |
17,592 |
PP |
17,548 |
17,548 |
17,548 |
17,526 |
S1 |
17,406 |
17,406 |
17,474 |
17,362 |
S2 |
17,318 |
17,318 |
17,453 |
|
S3 |
17,088 |
17,176 |
17,432 |
|
S4 |
16,858 |
16,946 |
17,369 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,821 |
18,563 |
17,718 |
|
R3 |
18,416 |
18,158 |
17,607 |
|
R2 |
18,011 |
18,011 |
17,569 |
|
R1 |
17,753 |
17,753 |
17,532 |
17,680 |
PP |
17,606 |
17,606 |
17,606 |
17,569 |
S1 |
17,348 |
17,348 |
17,458 |
17,275 |
S2 |
17,201 |
17,201 |
17,421 |
|
S3 |
16,796 |
16,943 |
17,384 |
|
S4 |
16,391 |
16,538 |
17,272 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,864 |
17,459 |
405 |
2.3% |
199 |
1.1% |
9% |
False |
True |
149,590 |
10 |
17,864 |
17,459 |
405 |
2.3% |
192 |
1.1% |
9% |
False |
True |
149,738 |
20 |
18,083 |
17,459 |
624 |
3.6% |
190 |
1.1% |
6% |
False |
True |
150,472 |
40 |
18,083 |
17,299 |
784 |
4.5% |
178 |
1.0% |
25% |
False |
False |
143,905 |
60 |
18,083 |
16,050 |
2,033 |
11.6% |
191 |
1.1% |
71% |
False |
False |
107,373 |
80 |
18,083 |
15,370 |
2,713 |
15.5% |
217 |
1.2% |
78% |
False |
False |
80,563 |
100 |
18,083 |
15,299 |
2,784 |
15.9% |
230 |
1.3% |
79% |
False |
False |
64,470 |
120 |
18,083 |
15,299 |
2,784 |
15.9% |
205 |
1.2% |
79% |
False |
False |
53,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,667 |
2.618 |
18,291 |
1.618 |
18,061 |
1.000 |
17,919 |
0.618 |
17,831 |
HIGH |
17,689 |
0.618 |
17,601 |
0.500 |
17,574 |
0.382 |
17,547 |
LOW |
17,459 |
0.618 |
17,317 |
1.000 |
17,229 |
1.618 |
17,087 |
2.618 |
16,857 |
4.250 |
16,482 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,574 |
17,655 |
PP |
17,548 |
17,601 |
S1 |
17,521 |
17,548 |
|