Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,659 |
17,497 |
-162 |
-0.9% |
17,673 |
High |
17,720 |
17,608 |
-112 |
-0.6% |
17,864 |
Low |
17,423 |
17,383 |
-40 |
-0.2% |
17,459 |
Close |
17,489 |
17,479 |
-10 |
-0.1% |
17,495 |
Range |
297 |
225 |
-72 |
-24.2% |
405 |
ATR |
205 |
206 |
1 |
0.7% |
0 |
Volume |
185,539 |
232,529 |
46,990 |
25.3% |
747,950 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,165 |
18,047 |
17,603 |
|
R3 |
17,940 |
17,822 |
17,541 |
|
R2 |
17,715 |
17,715 |
17,520 |
|
R1 |
17,597 |
17,597 |
17,500 |
17,544 |
PP |
17,490 |
17,490 |
17,490 |
17,463 |
S1 |
17,372 |
17,372 |
17,459 |
17,319 |
S2 |
17,265 |
17,265 |
17,438 |
|
S3 |
17,040 |
17,147 |
17,417 |
|
S4 |
16,815 |
16,922 |
17,355 |
|
|
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 |
17,754 |
17,383 |
371 |
2.1% |
244 |
1.4% |
26% |
False |
True |
179,937 |
10 |
17,864 |
17,383 |
481 |
2.8% |
216 |
1.2% |
20% |
False |
True |
159,260 |
20 |
18,080 |
17,383 |
697 |
4.0% |
202 |
1.2% |
14% |
False |
True |
157,338 |
40 |
18,083 |
17,299 |
784 |
4.5% |
188 |
1.1% |
23% |
False |
False |
148,766 |
60 |
18,083 |
16,050 |
2,033 |
11.6% |
194 |
1.1% |
70% |
False |
False |
116,583 |
80 |
18,083 |
15,370 |
2,713 |
15.5% |
216 |
1.2% |
78% |
False |
False |
87,475 |
100 |
18,083 |
15,299 |
2,784 |
15.9% |
233 |
1.3% |
78% |
False |
False |
70,002 |
120 |
18,083 |
15,299 |
2,784 |
15.9% |
211 |
1.2% |
78% |
False |
False |
58,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,564 |
2.618 |
18,197 |
1.618 |
17,972 |
1.000 |
17,833 |
0.618 |
17,747 |
HIGH |
17,608 |
0.618 |
17,522 |
0.500 |
17,496 |
0.382 |
17,469 |
LOW |
17,383 |
0.618 |
17,244 |
1.000 |
17,158 |
1.618 |
17,019 |
2.618 |
16,794 |
4.250 |
16,427 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,496 |
17,552 |
PP |
17,490 |
17,527 |
S1 |
17,485 |
17,503 |
|