Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,595 |
17,735 |
140 |
0.8% |
17,617 |
High |
17,768 |
17,752 |
-16 |
-0.1% |
17,740 |
Low |
17,595 |
17,564 |
-31 |
-0.2% |
17,398 |
Close |
17,762 |
17,569 |
-193 |
-1.1% |
17,583 |
Range |
173 |
188 |
15 |
8.7% |
342 |
ATR |
159 |
162 |
3 |
1.8% |
0 |
Volume |
121 |
122 |
1 |
0.8% |
516 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,192 |
18,069 |
17,673 |
|
R3 |
18,004 |
17,881 |
17,621 |
|
R2 |
17,816 |
17,816 |
17,604 |
|
R1 |
17,693 |
17,693 |
17,586 |
17,661 |
PP |
17,628 |
17,628 |
17,628 |
17,612 |
S1 |
17,505 |
17,505 |
17,552 |
17,473 |
S2 |
17,440 |
17,440 |
17,535 |
|
S3 |
17,252 |
17,317 |
17,517 |
|
S4 |
17,064 |
17,129 |
17,466 |
|
|
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 |
17,768 |
17,398 |
370 |
2.1% |
156 |
0.9% |
46% |
False |
False |
112 |
10 |
17,850 |
17,398 |
452 |
2.6% |
171 |
1.0% |
38% |
False |
False |
107 |
20 |
17,989 |
17,398 |
591 |
3.4% |
152 |
0.9% |
29% |
False |
False |
90 |
40 |
17,989 |
16,987 |
1,002 |
5.7% |
149 |
0.8% |
58% |
False |
False |
96 |
60 |
17,989 |
15,925 |
2,064 |
11.7% |
143 |
0.8% |
80% |
False |
False |
71 |
80 |
17,989 |
15,450 |
2,539 |
14.5% |
140 |
0.8% |
83% |
False |
False |
55 |
100 |
17,989 |
15,450 |
2,539 |
14.5% |
131 |
0.7% |
83% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,551 |
2.618 |
18,244 |
1.618 |
18,056 |
1.000 |
17,940 |
0.618 |
17,868 |
HIGH |
17,752 |
0.618 |
17,680 |
0.500 |
17,658 |
0.382 |
17,636 |
LOW |
17,564 |
0.618 |
17,448 |
1.000 |
17,376 |
1.618 |
17,260 |
2.618 |
17,072 |
4.250 |
16,765 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,658 |
17,636 |
PP |
17,628 |
17,613 |
S1 |
17,599 |
17,591 |
|