Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,386 |
17,610 |
224 |
1.3% |
17,346 |
High |
17,620 |
17,770 |
150 |
0.9% |
17,625 |
Low |
17,352 |
17,610 |
258 |
1.5% |
17,208 |
Close |
17,595 |
17,724 |
129 |
0.7% |
17,392 |
Range |
268 |
160 |
-108 |
-40.3% |
417 |
ATR |
181 |
180 |
0 |
-0.2% |
0 |
Volume |
511 |
644 |
133 |
26.0% |
1,897 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,181 |
18,113 |
17,812 |
|
R3 |
18,021 |
17,953 |
17,768 |
|
R2 |
17,861 |
17,861 |
17,753 |
|
R1 |
17,793 |
17,793 |
17,739 |
17,827 |
PP |
17,701 |
17,701 |
17,701 |
17,719 |
S1 |
17,633 |
17,633 |
17,709 |
17,667 |
S2 |
17,541 |
17,541 |
17,695 |
|
S3 |
17,381 |
17,473 |
17,680 |
|
S4 |
17,221 |
17,313 |
17,636 |
|
|
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 |
17,770 |
17,208 |
562 |
3.2% |
171 |
1.0% |
92% |
True |
False |
439 |
10 |
17,770 |
17,208 |
562 |
3.2% |
199 |
1.1% |
92% |
True |
False |
362 |
20 |
17,850 |
17,208 |
642 |
3.6% |
185 |
1.0% |
80% |
False |
False |
234 |
40 |
17,989 |
17,208 |
781 |
4.4% |
165 |
0.9% |
66% |
False |
False |
167 |
60 |
17,989 |
16,599 |
1,390 |
7.8% |
152 |
0.9% |
81% |
False |
False |
129 |
80 |
17,989 |
15,450 |
2,539 |
14.3% |
142 |
0.8% |
90% |
False |
False |
99 |
100 |
17,989 |
15,450 |
2,539 |
14.3% |
148 |
0.8% |
90% |
False |
False |
81 |
120 |
17,989 |
15,450 |
2,539 |
14.3% |
126 |
0.7% |
90% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,450 |
2.618 |
18,189 |
1.618 |
18,029 |
1.000 |
17,930 |
0.618 |
17,869 |
HIGH |
17,770 |
0.618 |
17,709 |
0.500 |
17,690 |
0.382 |
17,671 |
LOW |
17,610 |
0.618 |
17,511 |
1.000 |
17,450 |
1.618 |
17,351 |
2.618 |
17,191 |
4.250 |
16,930 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,713 |
17,668 |
PP |
17,701 |
17,613 |
S1 |
17,690 |
17,557 |
|