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 |
16,765 |
16,520 |
-245 |
-1.5% |
16,395 |
High |
16,765 |
16,815 |
50 |
0.3% |
16,865 |
Low |
16,430 |
16,480 |
50 |
0.3% |
16,315 |
Close |
16,535 |
16,780 |
245 |
1.5% |
16,740 |
Range |
335 |
335 |
0 |
0.0% |
550 |
ATR |
398 |
393 |
-4 |
-1.1% |
0 |
Volume |
10,800 |
12,059 |
1,259 |
11.7% |
66,124 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,697 |
17,573 |
16,964 |
|
R3 |
17,362 |
17,238 |
16,872 |
|
R2 |
17,027 |
17,027 |
16,842 |
|
R1 |
16,903 |
16,903 |
16,811 |
16,965 |
PP |
16,692 |
16,692 |
16,692 |
16,723 |
S1 |
16,568 |
16,568 |
16,749 |
16,630 |
S2 |
16,357 |
16,357 |
16,719 |
|
S3 |
16,022 |
16,233 |
16,688 |
|
S4 |
15,687 |
15,898 |
16,596 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,290 |
18,065 |
17,043 |
|
R3 |
17,740 |
17,515 |
16,891 |
|
R2 |
17,190 |
17,190 |
16,841 |
|
R1 |
16,965 |
16,965 |
16,791 |
17,078 |
PP |
16,640 |
16,640 |
16,640 |
16,696 |
S1 |
16,415 |
16,415 |
16,690 |
16,528 |
S2 |
16,090 |
16,090 |
16,639 |
|
S3 |
15,540 |
15,865 |
16,589 |
|
S4 |
14,990 |
15,315 |
16,438 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,865 |
16,430 |
435 |
2.6% |
321 |
1.9% |
80% |
False |
False |
13,132 |
10 |
16,865 |
16,315 |
550 |
3.3% |
360 |
2.1% |
85% |
False |
False |
13,051 |
20 |
17,630 |
15,865 |
1,765 |
10.5% |
417 |
2.5% |
52% |
False |
False |
14,844 |
40 |
17,825 |
15,375 |
2,450 |
14.6% |
424 |
2.5% |
57% |
False |
False |
16,563 |
60 |
17,825 |
15,375 |
2,450 |
14.6% |
407 |
2.4% |
57% |
False |
False |
14,709 |
80 |
17,870 |
14,820 |
3,050 |
18.2% |
394 |
2.3% |
64% |
False |
False |
11,060 |
100 |
18,760 |
14,820 |
3,940 |
23.5% |
376 |
2.2% |
50% |
False |
False |
8,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,239 |
2.618 |
17,692 |
1.618 |
17,357 |
1.000 |
17,150 |
0.618 |
17,022 |
HIGH |
16,815 |
0.618 |
16,687 |
0.500 |
16,648 |
0.382 |
16,608 |
LOW |
16,480 |
0.618 |
16,273 |
1.000 |
16,145 |
1.618 |
15,938 |
2.618 |
15,603 |
4.250 |
15,056 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
16,736 |
16,730 |
PP |
16,692 |
16,680 |
S1 |
16,648 |
16,630 |
|