Trading Metrics calculated at close of trading on 16-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
Open |
24,868 |
24,676 |
-192 |
-0.8% |
24,226 |
High |
24,895 |
24,778 |
-117 |
-0.5% |
24,847 |
Low |
24,603 |
24,614 |
11 |
0.0% |
24,135 |
Close |
24,660 |
24,740 |
80 |
0.3% |
24,823 |
Range |
292 |
164 |
-128 |
-43.8% |
712 |
ATR |
347 |
334 |
-13 |
-3.8% |
0 |
Volume |
204,096 |
137,023 |
-67,073 |
-32.9% |
885,465 |
|
Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,203 |
25,135 |
24,830 |
|
R3 |
25,039 |
24,971 |
24,785 |
|
R2 |
24,875 |
24,875 |
24,770 |
|
R1 |
24,807 |
24,807 |
24,755 |
24,841 |
PP |
24,711 |
24,711 |
24,711 |
24,728 |
S1 |
24,643 |
24,643 |
24,725 |
24,677 |
S2 |
24,547 |
24,547 |
24,710 |
|
S3 |
24,383 |
24,479 |
24,695 |
|
S4 |
24,219 |
24,315 |
24,650 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,738 |
26,492 |
25,215 |
|
R3 |
26,026 |
25,780 |
25,019 |
|
R2 |
25,314 |
25,314 |
24,954 |
|
R1 |
25,068 |
25,068 |
24,888 |
25,191 |
PP |
24,602 |
24,602 |
24,602 |
24,663 |
S1 |
24,356 |
24,356 |
24,758 |
24,479 |
S2 |
23,890 |
23,890 |
24,693 |
|
S3 |
23,178 |
23,644 |
24,627 |
|
S4 |
22,466 |
22,932 |
24,432 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,971 |
24,472 |
499 |
2.0% |
217 |
0.9% |
54% |
False |
False |
155,551 |
10 |
24,971 |
23,467 |
1,504 |
6.1% |
283 |
1.1% |
85% |
False |
False |
192,343 |
20 |
24,971 |
23,467 |
1,504 |
6.1% |
324 |
1.3% |
85% |
False |
False |
205,460 |
40 |
24,998 |
23,306 |
1,692 |
6.8% |
419 |
1.7% |
85% |
False |
False |
260,722 |
60 |
25,832 |
23,306 |
2,526 |
10.2% |
426 |
1.7% |
57% |
False |
False |
204,542 |
80 |
26,723 |
23,122 |
3,601 |
14.6% |
474 |
1.9% |
45% |
False |
False |
153,586 |
100 |
26,723 |
23,122 |
3,601 |
14.6% |
415 |
1.7% |
45% |
False |
False |
122,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,475 |
2.618 |
25,207 |
1.618 |
25,043 |
1.000 |
24,942 |
0.618 |
24,879 |
HIGH |
24,778 |
0.618 |
24,715 |
0.500 |
24,696 |
0.382 |
24,677 |
LOW |
24,614 |
0.618 |
24,513 |
1.000 |
24,450 |
1.618 |
24,349 |
2.618 |
24,185 |
4.250 |
23,917 |
|
|
Fisher Pivots for day following 16-May-2018 |
Pivot |
1 day |
3 day |
R1 |
24,725 |
24,787 |
PP |
24,711 |
24,771 |
S1 |
24,696 |
24,756 |
|