Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
15,975 |
16,040 |
65 |
0.4% |
17,830 |
High |
15,975 |
16,125 |
150 |
0.9% |
17,830 |
Low |
15,975 |
16,040 |
65 |
0.4% |
15,965 |
Close |
15,975 |
16,125 |
150 |
0.9% |
15,965 |
Range |
0 |
85 |
85 |
|
1,865 |
ATR |
305 |
294 |
-11 |
-3.6% |
0 |
Volume |
0 |
7 |
7 |
|
40 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,352 |
16,323 |
16,172 |
|
R3 |
16,267 |
16,238 |
16,149 |
|
R2 |
16,182 |
16,182 |
16,141 |
|
R1 |
16,153 |
16,153 |
16,133 |
16,168 |
PP |
16,097 |
16,097 |
16,097 |
16,104 |
S1 |
16,068 |
16,068 |
16,117 |
16,083 |
S2 |
16,012 |
16,012 |
16,110 |
|
S3 |
15,927 |
15,983 |
16,102 |
|
S4 |
15,842 |
15,898 |
16,078 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,182 |
20,938 |
16,991 |
|
R3 |
20,317 |
19,073 |
16,478 |
|
R2 |
18,452 |
18,452 |
16,307 |
|
R1 |
17,208 |
17,208 |
16,136 |
16,898 |
PP |
16,587 |
16,587 |
16,587 |
16,431 |
S1 |
15,343 |
15,343 |
15,794 |
15,033 |
S2 |
14,722 |
14,722 |
15,623 |
|
S3 |
12,857 |
13,478 |
15,452 |
|
S4 |
10,992 |
11,613 |
14,939 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,275 |
15,965 |
310 |
1.9% |
105 |
0.7% |
52% |
False |
False |
4 |
10 |
17,830 |
15,965 |
1,865 |
11.6% |
248 |
1.5% |
9% |
False |
False |
6 |
20 |
17,830 |
15,640 |
2,190 |
13.6% |
196 |
1.2% |
22% |
False |
False |
4 |
40 |
17,830 |
15,505 |
2,325 |
14.4% |
118 |
0.7% |
27% |
False |
False |
2 |
60 |
17,830 |
15,145 |
2,685 |
16.7% |
79 |
0.5% |
36% |
False |
False |
1 |
80 |
17,830 |
15,145 |
2,685 |
16.7% |
59 |
0.4% |
36% |
False |
False |
1 |
100 |
19,265 |
15,145 |
4,120 |
25.6% |
47 |
0.3% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,486 |
2.618 |
16,348 |
1.618 |
16,263 |
1.000 |
16,210 |
0.618 |
16,178 |
HIGH |
16,125 |
0.618 |
16,093 |
0.500 |
16,083 |
0.382 |
16,073 |
LOW |
16,040 |
0.618 |
15,988 |
1.000 |
15,955 |
1.618 |
15,903 |
2.618 |
15,818 |
4.250 |
15,679 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
16,111 |
16,125 |
PP |
16,097 |
16,125 |
S1 |
16,083 |
16,125 |
|