Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
16,835 |
17,005 |
170 |
1.0% |
16,665 |
High |
17,045 |
17,005 |
-40 |
-0.2% |
16,855 |
Low |
16,800 |
16,815 |
15 |
0.1% |
16,525 |
Close |
16,975 |
16,925 |
-50 |
-0.3% |
16,775 |
Range |
245 |
190 |
-55 |
-22.4% |
330 |
ATR |
291 |
284 |
-7 |
-2.5% |
0 |
Volume |
157 |
109 |
-48 |
-30.6% |
254 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,485 |
17,395 |
17,030 |
|
R3 |
17,295 |
17,205 |
16,977 |
|
R2 |
17,105 |
17,105 |
16,960 |
|
R1 |
17,015 |
17,015 |
16,943 |
16,965 |
PP |
16,915 |
16,915 |
16,915 |
16,890 |
S1 |
16,825 |
16,825 |
16,908 |
16,775 |
S2 |
16,725 |
16,725 |
16,890 |
|
S3 |
16,535 |
16,635 |
16,873 |
|
S4 |
16,345 |
16,445 |
16,821 |
|
|
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 |
17,045 |
16,505 |
540 |
3.2% |
239 |
1.4% |
78% |
False |
False |
91 |
10 |
17,045 |
16,400 |
645 |
3.8% |
245 |
1.4% |
81% |
False |
False |
66 |
20 |
17,045 |
15,900 |
1,145 |
6.8% |
224 |
1.3% |
90% |
False |
False |
36 |
40 |
17,830 |
15,505 |
2,325 |
13.7% |
205 |
1.2% |
61% |
False |
False |
19 |
60 |
17,830 |
15,505 |
2,325 |
13.7% |
145 |
0.9% |
61% |
False |
False |
13 |
80 |
17,830 |
15,145 |
2,685 |
15.9% |
109 |
0.6% |
66% |
False |
False |
9 |
100 |
18,315 |
15,145 |
3,170 |
18.7% |
87 |
0.5% |
56% |
False |
False |
7 |
120 |
19,800 |
15,145 |
4,655 |
27.5% |
72 |
0.4% |
38% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,813 |
2.618 |
17,503 |
1.618 |
17,313 |
1.000 |
17,195 |
0.618 |
17,123 |
HIGH |
17,005 |
0.618 |
16,933 |
0.500 |
16,910 |
0.382 |
16,888 |
LOW |
16,815 |
0.618 |
16,698 |
1.000 |
16,625 |
1.618 |
16,508 |
2.618 |
16,318 |
4.250 |
16,008 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
16,920 |
16,878 |
PP |
16,915 |
16,830 |
S1 |
16,910 |
16,783 |
|