Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,610 |
17,729 |
119 |
0.7% |
17,346 |
High |
17,770 |
17,770 |
0 |
0.0% |
17,625 |
Low |
17,610 |
17,662 |
52 |
0.3% |
17,208 |
Close |
17,724 |
17,725 |
1 |
0.0% |
17,392 |
Range |
160 |
108 |
-52 |
-32.5% |
417 |
ATR |
180 |
175 |
-5 |
-2.9% |
0 |
Volume |
644 |
3,468 |
2,824 |
438.5% |
1,897 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,043 |
17,992 |
17,785 |
|
R3 |
17,935 |
17,884 |
17,755 |
|
R2 |
17,827 |
17,827 |
17,745 |
|
R1 |
17,776 |
17,776 |
17,735 |
17,748 |
PP |
17,719 |
17,719 |
17,719 |
17,705 |
S1 |
17,668 |
17,668 |
17,715 |
17,640 |
S2 |
17,611 |
17,611 |
17,705 |
|
S3 |
17,503 |
17,560 |
17,695 |
|
S4 |
17,395 |
17,452 |
17,666 |
|
|
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 |
17,317 |
453 |
2.6% |
154 |
0.9% |
90% |
True |
False |
1,069 |
10 |
17,770 |
17,208 |
562 |
3.2% |
194 |
1.1% |
92% |
True |
False |
689 |
20 |
17,770 |
17,208 |
562 |
3.2% |
181 |
1.0% |
92% |
True |
False |
404 |
40 |
17,989 |
17,208 |
781 |
4.4% |
166 |
0.9% |
66% |
False |
False |
249 |
60 |
17,989 |
16,650 |
1,339 |
7.6% |
152 |
0.9% |
80% |
False |
False |
186 |
80 |
17,989 |
15,450 |
2,539 |
14.3% |
143 |
0.8% |
90% |
False |
False |
142 |
100 |
17,989 |
15,450 |
2,539 |
14.3% |
148 |
0.8% |
90% |
False |
False |
115 |
120 |
17,989 |
15,450 |
2,539 |
14.3% |
127 |
0.7% |
90% |
False |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,229 |
2.618 |
18,053 |
1.618 |
17,945 |
1.000 |
17,878 |
0.618 |
17,837 |
HIGH |
17,770 |
0.618 |
17,729 |
0.500 |
17,716 |
0.382 |
17,703 |
LOW |
17,662 |
0.618 |
17,595 |
1.000 |
17,554 |
1.618 |
17,487 |
2.618 |
17,379 |
4.250 |
17,203 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,722 |
17,670 |
PP |
17,719 |
17,616 |
S1 |
17,716 |
17,561 |
|