Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,400 |
17,330 |
-70 |
-0.4% |
17,346 |
High |
17,400 |
17,456 |
56 |
0.3% |
17,625 |
Low |
17,208 |
17,317 |
109 |
0.6% |
17,208 |
Close |
17,324 |
17,392 |
68 |
0.4% |
17,392 |
Range |
192 |
139 |
-53 |
-27.6% |
417 |
ATR |
183 |
180 |
-3 |
-1.7% |
0 |
Volume |
318 |
564 |
246 |
77.4% |
1,897 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,805 |
17,738 |
17,469 |
|
R3 |
17,666 |
17,599 |
17,430 |
|
R2 |
17,527 |
17,527 |
17,418 |
|
R1 |
17,460 |
17,460 |
17,405 |
17,494 |
PP |
17,388 |
17,388 |
17,388 |
17,405 |
S1 |
17,321 |
17,321 |
17,379 |
17,355 |
S2 |
17,249 |
17,249 |
17,367 |
|
S3 |
17,110 |
17,182 |
17,354 |
|
S4 |
16,971 |
17,043 |
17,316 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,659 |
18,443 |
17,621 |
|
R3 |
18,242 |
18,026 |
17,507 |
|
R2 |
17,825 |
17,825 |
17,469 |
|
R1 |
17,609 |
17,609 |
17,430 |
17,717 |
PP |
17,408 |
17,408 |
17,408 |
17,463 |
S1 |
17,192 |
17,192 |
17,354 |
17,300 |
S2 |
16,991 |
16,991 |
17,316 |
|
S3 |
16,574 |
16,775 |
17,277 |
|
S4 |
16,157 |
16,358 |
17,163 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,625 |
17,208 |
417 |
2.4% |
220 |
1.3% |
44% |
False |
False |
379 |
10 |
17,768 |
17,208 |
560 |
3.2% |
196 |
1.1% |
33% |
False |
False |
270 |
20 |
17,900 |
17,208 |
692 |
4.0% |
177 |
1.0% |
27% |
False |
False |
173 |
40 |
17,989 |
17,208 |
781 |
4.5% |
161 |
0.9% |
24% |
False |
False |
139 |
60 |
17,989 |
16,327 |
1,662 |
9.6% |
153 |
0.9% |
64% |
False |
False |
107 |
80 |
17,989 |
15,450 |
2,539 |
14.6% |
142 |
0.8% |
76% |
False |
False |
83 |
100 |
17,989 |
15,450 |
2,539 |
14.6% |
145 |
0.8% |
76% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,047 |
2.618 |
17,820 |
1.618 |
17,681 |
1.000 |
17,595 |
0.618 |
17,542 |
HIGH |
17,456 |
0.618 |
17,403 |
0.500 |
17,387 |
0.382 |
17,370 |
LOW |
17,317 |
0.618 |
17,231 |
1.000 |
17,178 |
1.618 |
17,092 |
2.618 |
16,953 |
4.250 |
16,726 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,390 |
17,381 |
PP |
17,388 |
17,370 |
S1 |
17,387 |
17,359 |
|