Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,469 |
17,696 |
227 |
1.3% |
17,468 |
High |
17,718 |
17,869 |
151 |
0.9% |
17,720 |
Low |
17,436 |
17,680 |
244 |
1.4% |
17,297 |
Close |
17,687 |
17,817 |
130 |
0.7% |
17,482 |
Range |
282 |
189 |
-93 |
-33.0% |
423 |
ATR |
201 |
200 |
-1 |
-0.4% |
0 |
Volume |
136,098 |
124,625 |
-11,473 |
-8.4% |
871,845 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,356 |
18,275 |
17,921 |
|
R3 |
18,167 |
18,086 |
17,869 |
|
R2 |
17,978 |
17,978 |
17,852 |
|
R1 |
17,897 |
17,897 |
17,834 |
17,938 |
PP |
17,789 |
17,789 |
17,789 |
17,809 |
S1 |
17,708 |
17,708 |
17,800 |
17,749 |
S2 |
17,600 |
17,600 |
17,782 |
|
S3 |
17,411 |
17,519 |
17,765 |
|
S4 |
17,222 |
17,330 |
17,713 |
|
|
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 |
17,869 |
17,297 |
572 |
3.2% |
185 |
1.0% |
91% |
True |
False |
138,622 |
10 |
17,869 |
17,297 |
572 |
3.2% |
214 |
1.2% |
91% |
True |
False |
159,279 |
20 |
17,987 |
17,297 |
690 |
3.9% |
207 |
1.2% |
75% |
False |
False |
157,204 |
40 |
18,083 |
17,297 |
786 |
4.4% |
191 |
1.1% |
66% |
False |
False |
150,679 |
60 |
18,083 |
16,650 |
1,433 |
8.0% |
185 |
1.0% |
81% |
False |
False |
128,080 |
80 |
18,083 |
15,370 |
2,713 |
15.2% |
209 |
1.2% |
90% |
False |
False |
96,130 |
100 |
18,083 |
15,299 |
2,784 |
15.6% |
238 |
1.3% |
90% |
False |
False |
76,932 |
120 |
18,083 |
15,299 |
2,784 |
15.6% |
219 |
1.2% |
90% |
False |
False |
64,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,672 |
2.618 |
18,364 |
1.618 |
18,175 |
1.000 |
18,058 |
0.618 |
17,986 |
HIGH |
17,869 |
0.618 |
17,797 |
0.500 |
17,775 |
0.382 |
17,752 |
LOW |
17,680 |
0.618 |
17,563 |
1.000 |
17,491 |
1.618 |
17,374 |
2.618 |
17,185 |
4.250 |
16,877 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,803 |
17,761 |
PP |
17,789 |
17,706 |
S1 |
17,775 |
17,650 |
|