Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,468 |
17,659 |
191 |
1.1% |
17,673 |
High |
17,705 |
17,720 |
15 |
0.1% |
17,864 |
Low |
17,421 |
17,423 |
2 |
0.0% |
17,459 |
Close |
17,664 |
17,489 |
-175 |
-1.0% |
17,495 |
Range |
284 |
297 |
13 |
4.6% |
405 |
ATR |
198 |
205 |
7 |
3.6% |
0 |
Volume |
135,180 |
185,539 |
50,359 |
37.3% |
747,950 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,435 |
18,259 |
17,652 |
|
R3 |
18,138 |
17,962 |
17,571 |
|
R2 |
17,841 |
17,841 |
17,544 |
|
R1 |
17,665 |
17,665 |
17,516 |
17,605 |
PP |
17,544 |
17,544 |
17,544 |
17,514 |
S1 |
17,368 |
17,368 |
17,462 |
17,308 |
S2 |
17,247 |
17,247 |
17,435 |
|
S3 |
16,950 |
17,071 |
17,407 |
|
S4 |
16,653 |
16,774 |
17,326 |
|
|
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 |
17,850 |
17,421 |
429 |
2.5% |
237 |
1.4% |
16% |
False |
False |
161,224 |
10 |
17,864 |
17,421 |
443 |
2.5% |
211 |
1.2% |
15% |
False |
False |
152,227 |
20 |
18,083 |
17,421 |
662 |
3.8% |
200 |
1.1% |
10% |
False |
False |
152,754 |
40 |
18,083 |
17,299 |
784 |
4.5% |
185 |
1.1% |
24% |
False |
False |
146,162 |
60 |
18,083 |
16,050 |
2,033 |
11.6% |
193 |
1.1% |
71% |
False |
False |
112,713 |
80 |
18,083 |
15,370 |
2,713 |
15.5% |
216 |
1.2% |
78% |
False |
False |
84,569 |
100 |
18,083 |
15,299 |
2,784 |
15.9% |
232 |
1.3% |
79% |
False |
False |
67,677 |
120 |
18,083 |
15,299 |
2,784 |
15.9% |
210 |
1.2% |
79% |
False |
False |
56,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,982 |
2.618 |
18,498 |
1.618 |
18,201 |
1.000 |
18,017 |
0.618 |
17,904 |
HIGH |
17,720 |
0.618 |
17,607 |
0.500 |
17,572 |
0.382 |
17,537 |
LOW |
17,423 |
0.618 |
17,240 |
1.000 |
17,126 |
1.618 |
16,943 |
2.618 |
16,646 |
4.250 |
16,161 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,572 |
17,571 |
PP |
17,544 |
17,543 |
S1 |
17,517 |
17,516 |
|