Trading Metrics calculated at close of trading on 04-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,719 |
17,598 |
-121 |
-0.7% |
17,818 |
High |
17,719 |
17,606 |
-113 |
-0.6% |
17,900 |
Low |
17,500 |
17,444 |
-56 |
-0.3% |
17,486 |
Close |
17,585 |
17,491 |
-94 |
-0.5% |
17,606 |
Range |
219 |
162 |
-57 |
-26.0% |
414 |
ATR |
158 |
158 |
0 |
0.2% |
0 |
Volume |
146 |
94 |
-52 |
-35.6% |
246 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,000 |
17,907 |
17,580 |
|
R3 |
17,838 |
17,745 |
17,536 |
|
R2 |
17,676 |
17,676 |
17,521 |
|
R1 |
17,583 |
17,583 |
17,506 |
17,549 |
PP |
17,514 |
17,514 |
17,514 |
17,496 |
S1 |
17,421 |
17,421 |
17,476 |
17,387 |
S2 |
17,352 |
17,352 |
17,461 |
|
S3 |
17,190 |
17,259 |
17,447 |
|
S4 |
17,028 |
17,097 |
17,402 |
|
|
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 |
17,850 |
17,444 |
406 |
2.3% |
187 |
1.1% |
12% |
False |
True |
101 |
10 |
17,985 |
17,444 |
541 |
3.1% |
158 |
0.9% |
9% |
False |
True |
72 |
20 |
17,989 |
17,330 |
659 |
3.8% |
160 |
0.9% |
24% |
False |
False |
103 |
40 |
17,989 |
16,670 |
1,319 |
7.5% |
146 |
0.8% |
62% |
False |
False |
85 |
60 |
17,989 |
15,450 |
2,539 |
14.5% |
135 |
0.8% |
80% |
False |
False |
62 |
80 |
17,989 |
15,450 |
2,539 |
14.5% |
144 |
0.8% |
80% |
False |
False |
49 |
100 |
17,989 |
15,450 |
2,539 |
14.5% |
123 |
0.7% |
80% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,295 |
2.618 |
18,030 |
1.618 |
17,868 |
1.000 |
17,768 |
0.618 |
17,706 |
HIGH |
17,606 |
0.618 |
17,544 |
0.500 |
17,525 |
0.382 |
17,506 |
LOW |
17,444 |
0.618 |
17,344 |
1.000 |
17,282 |
1.618 |
17,182 |
2.618 |
17,020 |
4.250 |
16,756 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,525 |
17,592 |
PP |
17,514 |
17,558 |
S1 |
17,502 |
17,525 |
|