Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,491 |
17,415 |
-76 |
-0.4% |
17,468 |
High |
17,502 |
17,547 |
45 |
0.3% |
17,720 |
Low |
17,297 |
17,403 |
106 |
0.6% |
17,297 |
Close |
17,415 |
17,482 |
67 |
0.4% |
17,482 |
Range |
205 |
144 |
-61 |
-29.8% |
423 |
ATR |
206 |
202 |
-4 |
-2.2% |
0 |
Volume |
189,903 |
128,694 |
-61,209 |
-32.2% |
871,845 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,909 |
17,840 |
17,561 |
|
R3 |
17,765 |
17,696 |
17,522 |
|
R2 |
17,621 |
17,621 |
17,509 |
|
R1 |
17,552 |
17,552 |
17,495 |
17,587 |
PP |
17,477 |
17,477 |
17,477 |
17,495 |
S1 |
17,408 |
17,408 |
17,469 |
17,443 |
S2 |
17,333 |
17,333 |
17,456 |
|
S3 |
17,189 |
17,264 |
17,443 |
|
S4 |
17,045 |
17,120 |
17,403 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,769 |
18,548 |
17,715 |
|
R3 |
18,346 |
18,125 |
17,598 |
|
R2 |
17,923 |
17,923 |
17,560 |
|
R1 |
17,702 |
17,702 |
17,521 |
17,813 |
PP |
17,500 |
17,500 |
17,500 |
17,555 |
S1 |
17,279 |
17,279 |
17,443 |
17,390 |
S2 |
17,077 |
17,077 |
17,405 |
|
S3 |
16,654 |
16,856 |
17,366 |
|
S4 |
16,231 |
16,433 |
17,249 |
|
|
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% |
231 |
1.3% |
44% |
False |
False |
174,369 |
10 |
17,864 |
17,297 |
567 |
3.2% |
215 |
1.2% |
33% |
False |
False |
161,979 |
20 |
18,006 |
17,297 |
709 |
4.1% |
202 |
1.2% |
26% |
False |
False |
158,708 |
40 |
18,083 |
17,297 |
786 |
4.5% |
189 |
1.1% |
24% |
False |
False |
149,759 |
60 |
18,083 |
16,339 |
1,744 |
10.0% |
190 |
1.1% |
66% |
False |
False |
121,877 |
80 |
18,083 |
15,370 |
2,713 |
15.5% |
212 |
1.2% |
78% |
False |
False |
91,455 |
100 |
18,083 |
15,299 |
2,784 |
15.9% |
235 |
1.3% |
78% |
False |
False |
73,187 |
120 |
18,083 |
15,299 |
2,784 |
15.9% |
214 |
1.2% |
78% |
False |
False |
60,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,159 |
2.618 |
17,924 |
1.618 |
17,780 |
1.000 |
17,691 |
0.618 |
17,636 |
HIGH |
17,547 |
0.618 |
17,492 |
0.500 |
17,475 |
0.382 |
17,458 |
LOW |
17,403 |
0.618 |
17,314 |
1.000 |
17,259 |
1.618 |
17,170 |
2.618 |
17,026 |
4.250 |
16,791 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,480 |
17,472 |
PP |
17,477 |
17,462 |
S1 |
17,475 |
17,453 |
|