Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,650.30 |
17,743.85 |
93.55 |
0.5% |
17,783.78 |
High |
17,744.54 |
17,783.16 |
38.62 |
0.2% |
17,912.35 |
Low |
17,580.38 |
17,668.38 |
88.00 |
0.5% |
17,580.38 |
Close |
17,740.63 |
17,705.91 |
-34.72 |
-0.2% |
17,740.63 |
Range |
164.16 |
114.78 |
-49.38 |
-30.1% |
331.97 |
ATR |
158.44 |
155.33 |
-3.12 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,063.49 |
17,999.48 |
17,769.04 |
|
R3 |
17,948.71 |
17,884.70 |
17,737.47 |
|
R2 |
17,833.93 |
17,833.93 |
17,726.95 |
|
R1 |
17,769.92 |
17,769.92 |
17,716.43 |
17,744.54 |
PP |
17,719.15 |
17,719.15 |
17,719.15 |
17,706.46 |
S1 |
17,655.14 |
17,655.14 |
17,695.39 |
17,629.76 |
S2 |
17,604.37 |
17,604.37 |
17,684.87 |
|
S3 |
17,489.59 |
17,540.36 |
17,674.35 |
|
S4 |
17,374.81 |
17,425.58 |
17,642.78 |
|
|
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 |
17,870.75 |
17,580.38 |
290.37 |
1.6% |
145.63 |
0.8% |
43% |
False |
False |
|
10 |
18,084.66 |
17,580.38 |
504.28 |
2.8% |
154.28 |
0.9% |
25% |
False |
False |
|
20 |
18,167.63 |
17,553.57 |
614.06 |
3.5% |
143.49 |
0.8% |
25% |
False |
False |
|
40 |
18,167.63 |
17,120.35 |
1,047.28 |
5.9% |
145.26 |
0.8% |
56% |
False |
False |
|
60 |
18,167.63 |
15,691.62 |
2,476.01 |
14.0% |
164.78 |
0.9% |
81% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
204.88 |
1.2% |
83% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
215.31 |
1.2% |
83% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
214.51 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,270.98 |
2.618 |
18,083.65 |
1.618 |
17,968.87 |
1.000 |
17,897.94 |
0.618 |
17,854.09 |
HIGH |
17,783.16 |
0.618 |
17,739.31 |
0.500 |
17,725.77 |
0.382 |
17,712.23 |
LOW |
17,668.38 |
0.618 |
17,597.45 |
1.000 |
17,553.60 |
1.618 |
17,482.67 |
2.618 |
17,367.89 |
4.250 |
17,180.57 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,725.77 |
17,697.86 |
PP |
17,719.15 |
17,689.82 |
S1 |
17,712.53 |
17,681.77 |
|