Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,501 |
17,471 |
-30 |
-0.2% |
17,617 |
High |
17,580 |
17,588 |
8 |
0.0% |
17,740 |
Low |
17,480 |
17,398 |
-82 |
-0.5% |
17,398 |
Close |
17,487 |
17,583 |
96 |
0.5% |
17,583 |
Range |
100 |
190 |
90 |
90.0% |
342 |
ATR |
154 |
157 |
3 |
1.7% |
0 |
Volume |
39 |
119 |
80 |
205.1% |
516 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,093 |
18,028 |
17,688 |
|
R3 |
17,903 |
17,838 |
17,635 |
|
R2 |
17,713 |
17,713 |
17,618 |
|
R1 |
17,648 |
17,648 |
17,601 |
17,681 |
PP |
17,523 |
17,523 |
17,523 |
17,539 |
S1 |
17,458 |
17,458 |
17,566 |
17,491 |
S2 |
17,333 |
17,333 |
17,548 |
|
S3 |
17,143 |
17,268 |
17,531 |
|
S4 |
16,953 |
17,078 |
17,479 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,600 |
18,433 |
17,771 |
|
R3 |
18,258 |
18,091 |
17,677 |
|
R2 |
17,916 |
17,916 |
17,646 |
|
R1 |
17,749 |
17,749 |
17,614 |
17,662 |
PP |
17,574 |
17,574 |
17,574 |
17,530 |
S1 |
17,407 |
17,407 |
17,552 |
17,320 |
S2 |
17,232 |
17,232 |
17,520 |
|
S3 |
16,890 |
17,065 |
17,489 |
|
S4 |
16,548 |
16,723 |
17,395 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,740 |
17,398 |
342 |
1.9% |
163 |
0.9% |
54% |
False |
True |
103 |
10 |
17,900 |
17,398 |
502 |
2.9% |
159 |
0.9% |
37% |
False |
True |
76 |
20 |
17,989 |
17,345 |
644 |
3.7% |
155 |
0.9% |
37% |
False |
False |
97 |
40 |
17,989 |
16,900 |
1,089 |
6.2% |
145 |
0.8% |
63% |
False |
False |
88 |
60 |
17,989 |
15,450 |
2,539 |
14.4% |
137 |
0.8% |
84% |
False |
False |
65 |
80 |
17,989 |
15,450 |
2,539 |
14.4% |
142 |
0.8% |
84% |
False |
False |
50 |
100 |
17,989 |
15,450 |
2,539 |
14.4% |
126 |
0.7% |
84% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,396 |
2.618 |
18,086 |
1.618 |
17,896 |
1.000 |
17,778 |
0.618 |
17,706 |
HIGH |
17,588 |
0.618 |
17,516 |
0.500 |
17,493 |
0.382 |
17,471 |
LOW |
17,398 |
0.618 |
17,281 |
1.000 |
17,208 |
1.618 |
17,091 |
2.618 |
16,901 |
4.250 |
16,591 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,553 |
17,556 |
PP |
17,523 |
17,529 |
S1 |
17,493 |
17,502 |
|