Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,669 |
17,468 |
-201 |
-1.1% |
17,673 |
High |
17,689 |
17,705 |
16 |
0.1% |
17,864 |
Low |
17,459 |
17,421 |
-38 |
-0.2% |
17,459 |
Close |
17,495 |
17,664 |
169 |
1.0% |
17,495 |
Range |
230 |
284 |
54 |
23.5% |
405 |
ATR |
191 |
198 |
7 |
3.5% |
0 |
Volume |
183,037 |
135,180 |
-47,857 |
-26.1% |
747,950 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,449 |
18,340 |
17,820 |
|
R3 |
18,165 |
18,056 |
17,742 |
|
R2 |
17,881 |
17,881 |
17,716 |
|
R1 |
17,772 |
17,772 |
17,690 |
17,827 |
PP |
17,597 |
17,597 |
17,597 |
17,624 |
S1 |
17,488 |
17,488 |
17,638 |
17,543 |
S2 |
17,313 |
17,313 |
17,612 |
|
S3 |
17,029 |
17,204 |
17,586 |
|
S4 |
16,745 |
16,920 |
17,508 |
|
|
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 |
17,421 |
443 |
2.5% |
230 |
1.3% |
55% |
False |
True |
152,587 |
10 |
17,864 |
17,421 |
443 |
2.5% |
204 |
1.2% |
55% |
False |
True |
150,267 |
20 |
18,083 |
17,421 |
662 |
3.7% |
192 |
1.1% |
37% |
False |
True |
150,791 |
40 |
18,083 |
17,299 |
784 |
4.4% |
181 |
1.0% |
47% |
False |
False |
144,078 |
60 |
18,083 |
16,050 |
2,033 |
11.5% |
192 |
1.1% |
79% |
False |
False |
109,624 |
80 |
18,083 |
15,370 |
2,713 |
15.4% |
216 |
1.2% |
85% |
False |
False |
82,250 |
100 |
18,083 |
15,299 |
2,784 |
15.8% |
231 |
1.3% |
85% |
False |
False |
65,822 |
120 |
18,083 |
15,299 |
2,784 |
15.8% |
207 |
1.2% |
85% |
False |
False |
54,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,912 |
2.618 |
18,449 |
1.618 |
18,165 |
1.000 |
17,989 |
0.618 |
17,881 |
HIGH |
17,705 |
0.618 |
17,597 |
0.500 |
17,563 |
0.382 |
17,530 |
LOW |
17,421 |
0.618 |
17,246 |
1.000 |
17,137 |
1.618 |
16,962 |
2.618 |
16,678 |
4.250 |
16,214 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,630 |
17,639 |
PP |
17,597 |
17,613 |
S1 |
17,563 |
17,588 |
|