Trading Metrics calculated at close of trading on 03-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,617 |
17,719 |
102 |
0.6% |
17,818 |
High |
17,740 |
17,719 |
-21 |
-0.1% |
17,900 |
Low |
17,596 |
17,500 |
-96 |
-0.5% |
17,486 |
Close |
17,710 |
17,585 |
-125 |
-0.7% |
17,606 |
Range |
144 |
219 |
75 |
52.1% |
414 |
ATR |
153 |
158 |
5 |
3.0% |
0 |
Volume |
118 |
146 |
28 |
23.7% |
246 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,258 |
18,141 |
17,706 |
|
R3 |
18,039 |
17,922 |
17,645 |
|
R2 |
17,820 |
17,820 |
17,625 |
|
R1 |
17,703 |
17,703 |
17,605 |
17,652 |
PP |
17,601 |
17,601 |
17,601 |
17,576 |
S1 |
17,484 |
17,484 |
17,565 |
17,433 |
S2 |
17,382 |
17,382 |
17,545 |
|
S3 |
17,163 |
17,265 |
17,525 |
|
S4 |
16,944 |
17,046 |
17,465 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,906 |
18,670 |
17,834 |
|
R3 |
18,492 |
18,256 |
17,720 |
|
R2 |
18,078 |
18,078 |
17,682 |
|
R1 |
17,842 |
17,842 |
17,644 |
17,753 |
PP |
17,664 |
17,664 |
17,664 |
17,620 |
S1 |
17,428 |
17,428 |
17,568 |
17,339 |
S2 |
17,250 |
17,250 |
17,530 |
|
S3 |
16,836 |
17,014 |
17,492 |
|
S4 |
16,422 |
16,600 |
17,378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,900 |
17,486 |
414 |
2.4% |
182 |
1.0% |
24% |
False |
False |
88 |
10 |
17,989 |
17,486 |
503 |
2.9% |
160 |
0.9% |
20% |
False |
False |
70 |
20 |
17,989 |
17,330 |
659 |
3.7% |
160 |
0.9% |
39% |
False |
False |
102 |
40 |
17,989 |
16,670 |
1,319 |
7.5% |
145 |
0.8% |
69% |
False |
False |
83 |
60 |
17,989 |
15,450 |
2,539 |
14.4% |
136 |
0.8% |
84% |
False |
False |
61 |
80 |
17,989 |
15,450 |
2,539 |
14.4% |
147 |
0.8% |
84% |
False |
False |
47 |
100 |
17,989 |
15,450 |
2,539 |
14.4% |
122 |
0.7% |
84% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,650 |
2.618 |
18,292 |
1.618 |
18,073 |
1.000 |
17,938 |
0.618 |
17,854 |
HIGH |
17,719 |
0.618 |
17,635 |
0.500 |
17,610 |
0.382 |
17,584 |
LOW |
17,500 |
0.618 |
17,365 |
1.000 |
17,281 |
1.618 |
17,146 |
2.618 |
16,927 |
4.250 |
16,569 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,610 |
17,613 |
PP |
17,601 |
17,604 |
S1 |
17,593 |
17,594 |
|