Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,504 |
17,469 |
-35 |
-0.2% |
17,468 |
High |
17,533 |
17,718 |
185 |
1.1% |
17,720 |
Low |
17,431 |
17,436 |
5 |
0.0% |
17,297 |
Close |
17,470 |
17,687 |
217 |
1.2% |
17,482 |
Range |
102 |
282 |
180 |
176.5% |
423 |
ATR |
195 |
201 |
6 |
3.2% |
0 |
Volume |
113,793 |
136,098 |
22,305 |
19.6% |
871,845 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,460 |
18,355 |
17,842 |
|
R3 |
18,178 |
18,073 |
17,765 |
|
R2 |
17,896 |
17,896 |
17,739 |
|
R1 |
17,791 |
17,791 |
17,713 |
17,844 |
PP |
17,614 |
17,614 |
17,614 |
17,640 |
S1 |
17,509 |
17,509 |
17,661 |
17,562 |
S2 |
17,332 |
17,332 |
17,635 |
|
S3 |
17,050 |
17,227 |
17,610 |
|
S4 |
16,768 |
16,945 |
17,532 |
|
|
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 |
17,718 |
17,297 |
421 |
2.4% |
192 |
1.1% |
93% |
True |
False |
160,203 |
10 |
17,850 |
17,297 |
553 |
3.1% |
215 |
1.2% |
71% |
False |
False |
160,713 |
20 |
18,006 |
17,297 |
709 |
4.0% |
206 |
1.2% |
55% |
False |
False |
158,989 |
40 |
18,083 |
17,297 |
786 |
4.4% |
190 |
1.1% |
50% |
False |
False |
150,593 |
60 |
18,083 |
16,339 |
1,744 |
9.9% |
189 |
1.1% |
77% |
False |
False |
126,014 |
80 |
18,083 |
15,370 |
2,713 |
15.3% |
209 |
1.2% |
85% |
False |
False |
94,573 |
100 |
18,083 |
15,299 |
2,784 |
15.7% |
238 |
1.3% |
86% |
False |
False |
75,686 |
120 |
18,083 |
15,299 |
2,784 |
15.7% |
217 |
1.2% |
86% |
False |
False |
63,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,917 |
2.618 |
18,456 |
1.618 |
18,174 |
1.000 |
18,000 |
0.618 |
17,892 |
HIGH |
17,718 |
0.618 |
17,610 |
0.500 |
17,577 |
0.382 |
17,544 |
LOW |
17,436 |
0.618 |
17,262 |
1.000 |
17,154 |
1.618 |
16,980 |
2.618 |
16,698 |
4.250 |
16,238 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,650 |
17,645 |
PP |
17,614 |
17,603 |
S1 |
17,577 |
17,561 |
|