Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,828 |
17,825 |
-3 |
0.0% |
17,504 |
High |
17,864 |
17,863 |
-1 |
0.0% |
17,869 |
Low |
17,777 |
17,802 |
25 |
0.1% |
17,431 |
Close |
17,817 |
17,849 |
32 |
0.2% |
17,849 |
Range |
87 |
61 |
-26 |
-29.9% |
438 |
ATR |
192 |
183 |
-9 |
-4.9% |
0 |
Volume |
106,963 |
84,723 |
-22,240 |
-20.8% |
566,202 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,021 |
17,996 |
17,883 |
|
R3 |
17,960 |
17,935 |
17,866 |
|
R2 |
17,899 |
17,899 |
17,860 |
|
R1 |
17,874 |
17,874 |
17,855 |
17,887 |
PP |
17,838 |
17,838 |
17,838 |
17,844 |
S1 |
17,813 |
17,813 |
17,844 |
17,826 |
S2 |
17,777 |
17,777 |
17,838 |
|
S3 |
17,716 |
17,752 |
17,832 |
|
S4 |
17,655 |
17,691 |
17,816 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,030 |
18,878 |
18,090 |
|
R3 |
18,592 |
18,440 |
17,970 |
|
R2 |
18,154 |
18,154 |
17,929 |
|
R1 |
18,002 |
18,002 |
17,889 |
18,078 |
PP |
17,716 |
17,716 |
17,716 |
17,755 |
S1 |
17,564 |
17,564 |
17,809 |
17,640 |
S2 |
17,278 |
17,278 |
17,769 |
|
S3 |
16,840 |
17,126 |
17,729 |
|
S4 |
16,402 |
16,688 |
17,608 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,869 |
17,431 |
438 |
2.5% |
144 |
0.8% |
95% |
False |
False |
113,240 |
10 |
17,869 |
17,297 |
572 |
3.2% |
188 |
1.1% |
97% |
False |
False |
143,804 |
20 |
17,869 |
17,297 |
572 |
3.2% |
190 |
1.1% |
97% |
False |
False |
146,771 |
40 |
18,083 |
17,297 |
786 |
4.4% |
186 |
1.0% |
70% |
False |
False |
148,361 |
60 |
18,083 |
16,722 |
1,361 |
7.6% |
183 |
1.0% |
83% |
False |
False |
131,258 |
80 |
18,083 |
15,370 |
2,713 |
15.2% |
203 |
1.1% |
91% |
False |
False |
98,524 |
100 |
18,083 |
15,299 |
2,784 |
15.6% |
232 |
1.3% |
92% |
False |
False |
78,847 |
120 |
18,083 |
15,299 |
2,784 |
15.6% |
219 |
1.2% |
92% |
False |
False |
65,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,122 |
2.618 |
18,023 |
1.618 |
17,962 |
1.000 |
17,924 |
0.618 |
17,901 |
HIGH |
17,863 |
0.618 |
17,840 |
0.500 |
17,833 |
0.382 |
17,825 |
LOW |
17,802 |
0.618 |
17,764 |
1.000 |
17,741 |
1.618 |
17,703 |
2.618 |
17,642 |
4.250 |
17,543 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,844 |
17,824 |
PP |
17,838 |
17,799 |
S1 |
17,833 |
17,775 |
|