Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,664.48 |
17,650.30 |
-14.18 |
-0.1% |
17,783.78 |
High |
17,736.11 |
17,744.54 |
8.43 |
0.0% |
17,912.35 |
Low |
17,615.82 |
17,580.38 |
-35.44 |
-0.2% |
17,580.38 |
Close |
17,660.71 |
17,740.63 |
79.92 |
0.5% |
17,740.63 |
Range |
120.29 |
164.16 |
43.87 |
36.5% |
331.97 |
ATR |
158.00 |
158.44 |
0.44 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,181.00 |
18,124.97 |
17,830.92 |
|
R3 |
18,016.84 |
17,960.81 |
17,785.77 |
|
R2 |
17,852.68 |
17,852.68 |
17,770.73 |
|
R1 |
17,796.65 |
17,796.65 |
17,755.68 |
17,824.67 |
PP |
17,688.52 |
17,688.52 |
17,688.52 |
17,702.52 |
S1 |
17,632.49 |
17,632.49 |
17,725.58 |
17,660.51 |
S2 |
17,524.36 |
17,524.36 |
17,710.53 |
|
S3 |
17,360.20 |
17,468.33 |
17,695.49 |
|
S4 |
17,196.04 |
17,304.17 |
17,650.34 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,740.36 |
18,572.47 |
17,923.21 |
|
R3 |
18,408.39 |
18,240.50 |
17,831.92 |
|
R2 |
18,076.42 |
18,076.42 |
17,801.49 |
|
R1 |
17,908.53 |
17,908.53 |
17,771.06 |
17,826.49 |
PP |
17,744.45 |
17,744.45 |
17,744.45 |
17,703.44 |
S1 |
17,576.56 |
17,576.56 |
17,710.20 |
17,494.52 |
S2 |
17,412.48 |
17,412.48 |
17,679.77 |
|
S3 |
17,080.51 |
17,244.59 |
17,649.34 |
|
S4 |
16,748.54 |
16,912.62 |
17,558.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,912.35 |
17,580.38 |
331.97 |
1.9% |
150.40 |
0.8% |
48% |
False |
True |
|
10 |
18,084.66 |
17,580.38 |
504.28 |
2.8% |
156.34 |
0.9% |
32% |
False |
True |
|
20 |
18,167.63 |
17,553.57 |
614.06 |
3.5% |
146.54 |
0.8% |
30% |
False |
False |
|
40 |
18,167.63 |
17,014.99 |
1,152.64 |
6.5% |
147.52 |
0.8% |
63% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
169.45 |
1.0% |
84% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
209.33 |
1.2% |
84% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
216.55 |
1.2% |
84% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
215.23 |
1.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,442.22 |
2.618 |
18,174.31 |
1.618 |
18,010.15 |
1.000 |
17,908.70 |
0.618 |
17,845.99 |
HIGH |
17,744.54 |
0.618 |
17,681.83 |
0.500 |
17,662.46 |
0.382 |
17,643.09 |
LOW |
17,580.38 |
0.618 |
17,478.93 |
1.000 |
17,416.22 |
1.618 |
17,314.77 |
2.618 |
17,150.61 |
4.250 |
16,882.70 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,714.57 |
17,714.57 |
PP |
17,688.52 |
17,688.52 |
S1 |
17,662.46 |
17,662.46 |
|