Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,696 |
17,828 |
132 |
0.7% |
17,468 |
High |
17,869 |
17,864 |
-5 |
0.0% |
17,720 |
Low |
17,680 |
17,777 |
97 |
0.5% |
17,297 |
Close |
17,817 |
17,817 |
0 |
0.0% |
17,482 |
Range |
189 |
87 |
-102 |
-54.0% |
423 |
ATR |
200 |
192 |
-8 |
-4.0% |
0 |
Volume |
124,625 |
106,963 |
-17,662 |
-14.2% |
871,845 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,080 |
18,036 |
17,865 |
|
R3 |
17,993 |
17,949 |
17,841 |
|
R2 |
17,906 |
17,906 |
17,833 |
|
R1 |
17,862 |
17,862 |
17,825 |
17,841 |
PP |
17,819 |
17,819 |
17,819 |
17,809 |
S1 |
17,775 |
17,775 |
17,809 |
17,754 |
S2 |
17,732 |
17,732 |
17,801 |
|
S3 |
17,645 |
17,688 |
17,793 |
|
S4 |
17,558 |
17,601 |
17,769 |
|
|
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 |
17,403 |
466 |
2.6% |
161 |
0.9% |
89% |
False |
False |
122,034 |
10 |
17,869 |
17,297 |
572 |
3.2% |
205 |
1.1% |
91% |
False |
False |
153,636 |
20 |
17,869 |
17,297 |
572 |
3.2% |
198 |
1.1% |
91% |
False |
False |
152,916 |
40 |
18,083 |
17,297 |
786 |
4.4% |
191 |
1.1% |
66% |
False |
False |
150,337 |
60 |
18,083 |
16,701 |
1,382 |
7.8% |
184 |
1.0% |
81% |
False |
False |
129,855 |
80 |
18,083 |
15,370 |
2,713 |
15.2% |
207 |
1.2% |
90% |
False |
False |
97,466 |
100 |
18,083 |
15,299 |
2,784 |
15.6% |
234 |
1.3% |
90% |
False |
False |
78,000 |
120 |
18,083 |
15,299 |
2,784 |
15.6% |
219 |
1.2% |
90% |
False |
False |
65,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,234 |
2.618 |
18,092 |
1.618 |
18,005 |
1.000 |
17,951 |
0.618 |
17,918 |
HIGH |
17,864 |
0.618 |
17,831 |
0.500 |
17,821 |
0.382 |
17,810 |
LOW |
17,777 |
0.618 |
17,723 |
1.000 |
17,690 |
1.618 |
17,636 |
2.618 |
17,549 |
4.250 |
17,407 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,821 |
17,762 |
PP |
17,819 |
17,707 |
S1 |
17,818 |
17,653 |
|