Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,005 |
16,890 |
-115 |
-0.7% |
16,725 |
High |
17,005 |
16,975 |
-30 |
-0.2% |
17,045 |
Low |
16,815 |
16,825 |
10 |
0.1% |
16,505 |
Close |
16,925 |
16,970 |
45 |
0.3% |
16,970 |
Range |
190 |
150 |
-40 |
-21.1% |
540 |
ATR |
284 |
274 |
-10 |
-3.4% |
0 |
Volume |
109 |
201 |
92 |
84.4% |
589 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,373 |
17,322 |
17,053 |
|
R3 |
17,223 |
17,172 |
17,011 |
|
R2 |
17,073 |
17,073 |
16,998 |
|
R1 |
17,022 |
17,022 |
16,984 |
17,048 |
PP |
16,923 |
16,923 |
16,923 |
16,936 |
S1 |
16,872 |
16,872 |
16,956 |
16,898 |
S2 |
16,773 |
16,773 |
16,943 |
|
S3 |
16,623 |
16,722 |
16,929 |
|
S4 |
16,473 |
16,572 |
16,888 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,460 |
18,255 |
17,267 |
|
R3 |
17,920 |
17,715 |
17,119 |
|
R2 |
17,380 |
17,380 |
17,069 |
|
R1 |
17,175 |
17,175 |
17,020 |
17,278 |
PP |
16,840 |
16,840 |
16,840 |
16,891 |
S1 |
16,635 |
16,635 |
16,921 |
16,738 |
S2 |
16,300 |
16,300 |
16,871 |
|
S3 |
15,760 |
16,095 |
16,822 |
|
S4 |
15,220 |
15,555 |
16,673 |
|
|
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% |
223 |
1.3% |
86% |
False |
False |
117 |
10 |
17,045 |
16,505 |
540 |
3.2% |
215 |
1.3% |
86% |
False |
False |
84 |
20 |
17,045 |
15,900 |
1,145 |
6.7% |
225 |
1.3% |
93% |
False |
False |
46 |
40 |
17,830 |
15,505 |
2,325 |
13.7% |
206 |
1.2% |
63% |
False |
False |
24 |
60 |
17,830 |
15,505 |
2,325 |
13.7% |
147 |
0.9% |
63% |
False |
False |
16 |
80 |
17,830 |
15,145 |
2,685 |
15.8% |
110 |
0.6% |
68% |
False |
False |
12 |
100 |
17,955 |
15,145 |
2,810 |
16.6% |
88 |
0.5% |
65% |
False |
False |
9 |
120 |
19,800 |
15,145 |
4,655 |
27.4% |
74 |
0.4% |
39% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,613 |
2.618 |
17,368 |
1.618 |
17,218 |
1.000 |
17,125 |
0.618 |
17,068 |
HIGH |
16,975 |
0.618 |
16,918 |
0.500 |
16,900 |
0.382 |
16,882 |
LOW |
16,825 |
0.618 |
16,732 |
1.000 |
16,675 |
1.618 |
16,582 |
2.618 |
16,432 |
4.250 |
16,188 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
16,947 |
16,954 |
PP |
16,923 |
16,938 |
S1 |
16,900 |
16,923 |
|