Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,598 |
17,501 |
-97 |
-0.6% |
17,818 |
High |
17,606 |
17,580 |
-26 |
-0.1% |
17,900 |
Low |
17,444 |
17,480 |
36 |
0.2% |
17,486 |
Close |
17,491 |
17,487 |
-4 |
0.0% |
17,606 |
Range |
162 |
100 |
-62 |
-38.3% |
414 |
ATR |
158 |
154 |
-4 |
-2.6% |
0 |
Volume |
94 |
39 |
-55 |
-58.5% |
246 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,816 |
17,751 |
17,542 |
|
R3 |
17,716 |
17,651 |
17,515 |
|
R2 |
17,616 |
17,616 |
17,505 |
|
R1 |
17,551 |
17,551 |
17,496 |
17,534 |
PP |
17,516 |
17,516 |
17,516 |
17,507 |
S1 |
17,451 |
17,451 |
17,478 |
17,434 |
S2 |
17,416 |
17,416 |
17,469 |
|
S3 |
17,316 |
17,351 |
17,460 |
|
S4 |
17,216 |
17,251 |
17,432 |
|
|
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 |
17,740 |
17,444 |
296 |
1.7% |
167 |
1.0% |
15% |
False |
False |
95 |
10 |
17,900 |
17,444 |
456 |
2.6% |
148 |
0.8% |
9% |
False |
False |
67 |
20 |
17,989 |
17,345 |
644 |
3.7% |
154 |
0.9% |
22% |
False |
False |
98 |
40 |
17,989 |
16,670 |
1,319 |
7.5% |
147 |
0.8% |
62% |
False |
False |
86 |
60 |
17,989 |
15,450 |
2,539 |
14.5% |
134 |
0.8% |
80% |
False |
False |
63 |
80 |
17,989 |
15,450 |
2,539 |
14.5% |
142 |
0.8% |
80% |
False |
False |
49 |
100 |
17,989 |
15,450 |
2,539 |
14.5% |
124 |
0.7% |
80% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,005 |
2.618 |
17,842 |
1.618 |
17,742 |
1.000 |
17,680 |
0.618 |
17,642 |
HIGH |
17,580 |
0.618 |
17,542 |
0.500 |
17,530 |
0.382 |
17,518 |
LOW |
17,480 |
0.618 |
17,418 |
1.000 |
17,380 |
1.618 |
17,318 |
2.618 |
17,218 |
4.250 |
17,055 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,530 |
17,582 |
PP |
17,516 |
17,550 |
S1 |
17,501 |
17,519 |
|