Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,415 |
17,504 |
89 |
0.5% |
17,468 |
High |
17,547 |
17,533 |
-14 |
-0.1% |
17,720 |
Low |
17,403 |
17,431 |
28 |
0.2% |
17,297 |
Close |
17,482 |
17,470 |
-12 |
-0.1% |
17,482 |
Range |
144 |
102 |
-42 |
-29.2% |
423 |
ATR |
202 |
195 |
-7 |
-3.5% |
0 |
Volume |
128,694 |
113,793 |
-14,901 |
-11.6% |
871,845 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,784 |
17,729 |
17,526 |
|
R3 |
17,682 |
17,627 |
17,498 |
|
R2 |
17,580 |
17,580 |
17,489 |
|
R1 |
17,525 |
17,525 |
17,479 |
17,502 |
PP |
17,478 |
17,478 |
17,478 |
17,466 |
S1 |
17,423 |
17,423 |
17,461 |
17,400 |
S2 |
17,376 |
17,376 |
17,451 |
|
S3 |
17,274 |
17,321 |
17,442 |
|
S4 |
17,172 |
17,219 |
17,414 |
|
|
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% |
195 |
1.1% |
41% |
False |
False |
170,091 |
10 |
17,864 |
17,297 |
567 |
3.2% |
212 |
1.2% |
31% |
False |
False |
161,339 |
20 |
18,006 |
17,297 |
709 |
4.1% |
198 |
1.1% |
24% |
False |
False |
158,216 |
40 |
18,083 |
17,297 |
786 |
4.5% |
188 |
1.1% |
22% |
False |
False |
150,539 |
60 |
18,083 |
16,339 |
1,744 |
10.0% |
188 |
1.1% |
65% |
False |
False |
123,755 |
80 |
18,083 |
15,370 |
2,713 |
15.5% |
210 |
1.2% |
77% |
False |
False |
92,875 |
100 |
18,083 |
15,299 |
2,784 |
15.9% |
235 |
1.3% |
78% |
False |
False |
74,325 |
120 |
18,083 |
15,299 |
2,784 |
15.9% |
215 |
1.2% |
78% |
False |
False |
61,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,967 |
2.618 |
17,800 |
1.618 |
17,698 |
1.000 |
17,635 |
0.618 |
17,596 |
HIGH |
17,533 |
0.618 |
17,494 |
0.500 |
17,482 |
0.382 |
17,470 |
LOW |
17,431 |
0.618 |
17,368 |
1.000 |
17,329 |
1.618 |
17,266 |
2.618 |
17,164 |
4.250 |
16,998 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,482 |
17,454 |
PP |
17,478 |
17,438 |
S1 |
17,474 |
17,422 |
|