Trading Metrics calculated at close of trading on 19-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,497 |
17,491 |
-6 |
0.0% |
17,673 |
High |
17,608 |
17,502 |
-106 |
-0.6% |
17,864 |
Low |
17,383 |
17,297 |
-86 |
-0.5% |
17,459 |
Close |
17,479 |
17,415 |
-64 |
-0.4% |
17,495 |
Range |
225 |
205 |
-20 |
-8.9% |
405 |
ATR |
206 |
206 |
0 |
0.0% |
0 |
Volume |
232,529 |
189,903 |
-42,626 |
-18.3% |
747,950 |
|
Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,020 |
17,922 |
17,528 |
|
R3 |
17,815 |
17,717 |
17,472 |
|
R2 |
17,610 |
17,610 |
17,453 |
|
R1 |
17,512 |
17,512 |
17,434 |
17,459 |
PP |
17,405 |
17,405 |
17,405 |
17,378 |
S1 |
17,307 |
17,307 |
17,396 |
17,254 |
S2 |
17,200 |
17,200 |
17,378 |
|
S3 |
16,995 |
17,102 |
17,359 |
|
S4 |
16,790 |
16,897 |
17,302 |
|
|
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 |
17,720 |
17,297 |
423 |
2.4% |
248 |
1.4% |
28% |
False |
True |
185,237 |
10 |
17,864 |
17,297 |
567 |
3.3% |
222 |
1.3% |
21% |
False |
True |
165,232 |
20 |
18,006 |
17,297 |
709 |
4.1% |
201 |
1.2% |
17% |
False |
True |
159,280 |
40 |
18,083 |
17,297 |
786 |
4.5% |
190 |
1.1% |
15% |
False |
True |
149,904 |
60 |
18,083 |
16,322 |
1,761 |
10.1% |
191 |
1.1% |
62% |
False |
False |
119,743 |
80 |
18,083 |
15,370 |
2,713 |
15.6% |
214 |
1.2% |
75% |
False |
False |
89,848 |
100 |
18,083 |
15,299 |
2,784 |
16.0% |
235 |
1.3% |
76% |
False |
False |
71,901 |
120 |
18,083 |
15,299 |
2,784 |
16.0% |
213 |
1.2% |
76% |
False |
False |
59,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,373 |
2.618 |
18,039 |
1.618 |
17,834 |
1.000 |
17,707 |
0.618 |
17,629 |
HIGH |
17,502 |
0.618 |
17,424 |
0.500 |
17,400 |
0.382 |
17,375 |
LOW |
17,297 |
0.618 |
17,170 |
1.000 |
17,092 |
1.618 |
16,965 |
2.618 |
16,760 |
4.250 |
16,426 |
|
|
Fisher Pivots for day following 19-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,410 |
17,509 |
PP |
17,405 |
17,477 |
S1 |
17,400 |
17,446 |
|