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 |
16,520 |
16,775 |
255 |
1.5% |
16,395 |
High |
16,815 |
17,005 |
190 |
1.1% |
16,865 |
Low |
16,480 |
16,740 |
260 |
1.6% |
16,315 |
Close |
16,780 |
16,940 |
160 |
1.0% |
16,740 |
Range |
335 |
265 |
-70 |
-20.9% |
550 |
ATR |
393 |
384 |
-9 |
-2.3% |
0 |
Volume |
12,059 |
13,115 |
1,056 |
8.8% |
66,124 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,690 |
17,580 |
17,086 |
|
R3 |
17,425 |
17,315 |
17,013 |
|
R2 |
17,160 |
17,160 |
16,989 |
|
R1 |
17,050 |
17,050 |
16,964 |
17,105 |
PP |
16,895 |
16,895 |
16,895 |
16,923 |
S1 |
16,785 |
16,785 |
16,916 |
16,840 |
S2 |
16,630 |
16,630 |
16,892 |
|
S3 |
16,365 |
16,520 |
16,867 |
|
S4 |
16,100 |
16,255 |
16,794 |
|
|
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 |
17,005 |
16,430 |
575 |
3.4% |
314 |
1.9% |
89% |
True |
False |
12,134 |
10 |
17,005 |
16,315 |
690 |
4.1% |
346 |
2.0% |
91% |
True |
False |
13,011 |
20 |
17,630 |
15,865 |
1,765 |
10.4% |
416 |
2.5% |
61% |
False |
False |
14,605 |
40 |
17,825 |
15,375 |
2,450 |
14.5% |
424 |
2.5% |
64% |
False |
False |
16,615 |
60 |
17,825 |
15,375 |
2,450 |
14.5% |
399 |
2.4% |
64% |
False |
False |
14,919 |
80 |
17,825 |
14,820 |
3,005 |
17.7% |
394 |
2.3% |
71% |
False |
False |
11,224 |
100 |
18,690 |
14,820 |
3,870 |
22.8% |
379 |
2.2% |
55% |
False |
False |
8,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,131 |
2.618 |
17,699 |
1.618 |
17,434 |
1.000 |
17,270 |
0.618 |
17,169 |
HIGH |
17,005 |
0.618 |
16,904 |
0.500 |
16,873 |
0.382 |
16,841 |
LOW |
16,740 |
0.618 |
16,576 |
1.000 |
16,475 |
1.618 |
16,311 |
2.618 |
16,046 |
4.250 |
15,614 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
16,918 |
16,866 |
PP |
16,895 |
16,792 |
S1 |
16,873 |
16,718 |
|