Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,919.03 |
17,722.01 |
-197.02 |
-1.1% |
17,783.78 |
High |
17,919.03 |
17,798.19 |
-120.84 |
-0.7% |
17,912.35 |
Low |
17,711.05 |
17,625.38 |
-85.67 |
-0.5% |
17,580.38 |
Close |
17,711.12 |
17,720.50 |
9.38 |
0.1% |
17,740.63 |
Range |
207.98 |
172.81 |
-35.17 |
-16.9% |
331.97 |
ATR |
164.62 |
165.20 |
0.59 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,233.12 |
18,149.62 |
17,815.55 |
|
R3 |
18,060.31 |
17,976.81 |
17,768.02 |
|
R2 |
17,887.50 |
17,887.50 |
17,752.18 |
|
R1 |
17,804.00 |
17,804.00 |
17,736.34 |
17,759.35 |
PP |
17,714.69 |
17,714.69 |
17,714.69 |
17,692.36 |
S1 |
17,631.19 |
17,631.19 |
17,704.66 |
17,586.54 |
S2 |
17,541.88 |
17,541.88 |
17,688.82 |
|
S3 |
17,369.07 |
17,458.38 |
17,672.98 |
|
S4 |
17,196.26 |
17,285.57 |
17,625.45 |
|
|
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% |
173.54 |
1.0% |
40% |
False |
False |
|
10 |
17,934.61 |
17,580.38 |
354.23 |
2.0% |
161.84 |
0.9% |
40% |
False |
False |
|
20 |
18,167.63 |
17,580.38 |
587.25 |
3.3% |
150.72 |
0.9% |
24% |
False |
False |
|
40 |
18,167.63 |
17,297.65 |
869.98 |
4.9% |
149.47 |
0.8% |
49% |
False |
False |
|
60 |
18,167.63 |
16,165.86 |
2,001.77 |
11.3% |
162.35 |
0.9% |
78% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
197.36 |
1.1% |
84% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
212.29 |
1.2% |
84% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
213.69 |
1.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,532.63 |
2.618 |
18,250.61 |
1.618 |
18,077.80 |
1.000 |
17,971.00 |
0.618 |
17,904.99 |
HIGH |
17,798.19 |
0.618 |
17,732.18 |
0.500 |
17,711.79 |
0.382 |
17,691.39 |
LOW |
17,625.38 |
0.618 |
17,518.58 |
1.000 |
17,452.57 |
1.618 |
17,345.77 |
2.618 |
17,172.96 |
4.250 |
16,890.94 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,717.60 |
17,780.00 |
PP |
17,714.69 |
17,760.16 |
S1 |
17,711.79 |
17,740.33 |
|