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 |
16,725 |
16,630 |
-95 |
-0.6% |
16,665 |
High |
16,725 |
16,830 |
105 |
0.6% |
16,855 |
Low |
16,505 |
16,520 |
15 |
0.1% |
16,525 |
Close |
16,570 |
16,815 |
245 |
1.5% |
16,775 |
Range |
220 |
310 |
90 |
40.9% |
330 |
ATR |
293 |
295 |
1 |
0.4% |
0 |
Volume |
39 |
83 |
44 |
112.8% |
254 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,652 |
17,543 |
16,986 |
|
R3 |
17,342 |
17,233 |
16,900 |
|
R2 |
17,032 |
17,032 |
16,872 |
|
R1 |
16,923 |
16,923 |
16,844 |
16,978 |
PP |
16,722 |
16,722 |
16,722 |
16,749 |
S1 |
16,613 |
16,613 |
16,787 |
16,668 |
S2 |
16,412 |
16,412 |
16,758 |
|
S3 |
16,102 |
16,303 |
16,730 |
|
S4 |
15,792 |
15,993 |
16,645 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,708 |
17,572 |
16,957 |
|
R3 |
17,378 |
17,242 |
16,866 |
|
R2 |
17,048 |
17,048 |
16,836 |
|
R1 |
16,912 |
16,912 |
16,805 |
16,980 |
PP |
16,718 |
16,718 |
16,718 |
16,753 |
S1 |
16,582 |
16,582 |
16,745 |
16,650 |
S2 |
16,388 |
16,388 |
16,715 |
|
S3 |
16,058 |
16,252 |
16,684 |
|
S4 |
15,728 |
15,922 |
16,594 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,855 |
16,505 |
350 |
2.1% |
226 |
1.3% |
89% |
False |
False |
60 |
10 |
16,855 |
16,400 |
455 |
2.7% |
263 |
1.6% |
91% |
False |
False |
42 |
20 |
17,595 |
15,900 |
1,695 |
10.1% |
274 |
1.6% |
54% |
False |
False |
24 |
40 |
17,830 |
15,505 |
2,325 |
13.8% |
196 |
1.2% |
56% |
False |
False |
13 |
60 |
17,830 |
15,505 |
2,325 |
13.8% |
137 |
0.8% |
56% |
False |
False |
8 |
80 |
17,830 |
15,145 |
2,685 |
16.0% |
103 |
0.6% |
62% |
False |
False |
6 |
100 |
18,685 |
15,145 |
3,540 |
21.1% |
82 |
0.5% |
47% |
False |
False |
5 |
120 |
19,925 |
15,145 |
4,780 |
28.4% |
69 |
0.4% |
35% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,148 |
2.618 |
17,642 |
1.618 |
17,332 |
1.000 |
17,140 |
0.618 |
17,022 |
HIGH |
16,830 |
0.618 |
16,712 |
0.500 |
16,675 |
0.382 |
16,639 |
LOW |
16,520 |
0.618 |
16,329 |
1.000 |
16,210 |
1.618 |
16,019 |
2.618 |
15,709 |
4.250 |
15,203 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
16,768 |
16,770 |
PP |
16,722 |
16,725 |
S1 |
16,675 |
16,680 |
|