Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,395 |
17,386 |
-9 |
-0.1% |
17,346 |
High |
17,438 |
17,620 |
182 |
1.0% |
17,625 |
Low |
17,344 |
17,352 |
8 |
0.0% |
17,208 |
Close |
17,379 |
17,595 |
216 |
1.2% |
17,392 |
Range |
94 |
268 |
174 |
185.1% |
417 |
ATR |
174 |
181 |
7 |
3.9% |
0 |
Volume |
161 |
511 |
350 |
217.4% |
1,897 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,326 |
18,229 |
17,743 |
|
R3 |
18,058 |
17,961 |
17,669 |
|
R2 |
17,790 |
17,790 |
17,644 |
|
R1 |
17,693 |
17,693 |
17,620 |
17,742 |
PP |
17,522 |
17,522 |
17,522 |
17,547 |
S1 |
17,425 |
17,425 |
17,571 |
17,474 |
S2 |
17,254 |
17,254 |
17,546 |
|
S3 |
16,986 |
17,157 |
17,521 |
|
S4 |
16,718 |
16,889 |
17,448 |
|
|
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 |
17,620 |
17,208 |
412 |
2.3% |
181 |
1.0% |
94% |
True |
False |
427 |
10 |
17,752 |
17,208 |
544 |
3.1% |
202 |
1.1% |
71% |
False |
False |
309 |
20 |
17,900 |
17,208 |
692 |
3.9% |
184 |
1.0% |
56% |
False |
False |
203 |
40 |
17,989 |
17,208 |
781 |
4.4% |
165 |
0.9% |
50% |
False |
False |
153 |
60 |
17,989 |
16,340 |
1,649 |
9.4% |
155 |
0.9% |
76% |
False |
False |
118 |
80 |
17,989 |
15,450 |
2,539 |
14.4% |
141 |
0.8% |
84% |
False |
False |
91 |
100 |
17,989 |
15,450 |
2,539 |
14.4% |
148 |
0.8% |
84% |
False |
False |
74 |
120 |
17,989 |
15,450 |
2,539 |
14.4% |
125 |
0.7% |
84% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,759 |
2.618 |
18,322 |
1.618 |
18,054 |
1.000 |
17,888 |
0.618 |
17,786 |
HIGH |
17,620 |
0.618 |
17,518 |
0.500 |
17,486 |
0.382 |
17,455 |
LOW |
17,352 |
0.618 |
17,187 |
1.000 |
17,084 |
1.618 |
16,919 |
2.618 |
16,651 |
4.250 |
16,213 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,559 |
17,553 |
PP |
17,522 |
17,511 |
S1 |
17,486 |
17,469 |
|