Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,726.66 |
17,919.03 |
192.37 |
1.1% |
17,783.78 |
High |
17,934.61 |
17,919.03 |
-15.58 |
-0.1% |
17,912.35 |
Low |
17,726.66 |
17,711.05 |
-15.61 |
-0.1% |
17,580.38 |
Close |
17,928.35 |
17,711.12 |
-217.23 |
-1.2% |
17,740.63 |
Range |
207.95 |
207.98 |
0.03 |
0.0% |
331.97 |
ATR |
160.57 |
164.62 |
4.05 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,404.34 |
18,265.71 |
17,825.51 |
|
R3 |
18,196.36 |
18,057.73 |
17,768.31 |
|
R2 |
17,988.38 |
17,988.38 |
17,749.25 |
|
R1 |
17,849.75 |
17,849.75 |
17,730.18 |
17,815.08 |
PP |
17,780.40 |
17,780.40 |
17,780.40 |
17,763.06 |
S1 |
17,641.77 |
17,641.77 |
17,692.06 |
17,607.10 |
S2 |
17,572.42 |
17,572.42 |
17,672.99 |
|
S3 |
17,364.44 |
17,433.79 |
17,653.93 |
|
S4 |
17,156.46 |
17,225.81 |
17,596.73 |
|
|
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 |
17,934.61 |
17,580.38 |
354.23 |
2.0% |
163.03 |
0.9% |
37% |
False |
False |
|
10 |
18,035.73 |
17,580.38 |
455.35 |
2.6% |
168.48 |
1.0% |
29% |
False |
False |
|
20 |
18,167.63 |
17,580.38 |
587.25 |
3.3% |
145.91 |
0.8% |
22% |
False |
False |
|
40 |
18,167.63 |
17,204.07 |
963.56 |
5.4% |
149.53 |
0.8% |
53% |
False |
False |
|
60 |
18,167.63 |
16,165.86 |
2,001.77 |
11.3% |
163.94 |
0.9% |
77% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
198.59 |
1.1% |
83% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
213.59 |
1.2% |
83% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
214.48 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,802.95 |
2.618 |
18,463.52 |
1.618 |
18,255.54 |
1.000 |
18,127.01 |
0.618 |
18,047.56 |
HIGH |
17,919.03 |
0.618 |
17,839.58 |
0.500 |
17,815.04 |
0.382 |
17,790.50 |
LOW |
17,711.05 |
0.618 |
17,582.52 |
1.000 |
17,503.07 |
1.618 |
17,374.54 |
2.618 |
17,166.56 |
4.250 |
16,827.14 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,815.04 |
17,801.50 |
PP |
17,780.40 |
17,771.37 |
S1 |
17,745.76 |
17,741.25 |
|