Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,722.01 |
17,711.12 |
-10.89 |
-0.1% |
17,743.85 |
High |
17,798.19 |
17,734.74 |
-63.45 |
-0.4% |
17,934.61 |
Low |
17,625.38 |
17,512.48 |
-112.90 |
-0.6% |
17,512.48 |
Close |
17,720.50 |
17,535.32 |
-185.18 |
-1.0% |
17,535.32 |
Range |
172.81 |
222.26 |
49.45 |
28.6% |
422.13 |
ATR |
165.20 |
169.28 |
4.08 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,260.96 |
18,120.40 |
17,657.56 |
|
R3 |
18,038.70 |
17,898.14 |
17,596.44 |
|
R2 |
17,816.44 |
17,816.44 |
17,576.07 |
|
R1 |
17,675.88 |
17,675.88 |
17,555.69 |
17,635.03 |
PP |
17,594.18 |
17,594.18 |
17,594.18 |
17,573.76 |
S1 |
17,453.62 |
17,453.62 |
17,514.95 |
17,412.77 |
S2 |
17,371.92 |
17,371.92 |
17,494.57 |
|
S3 |
17,149.66 |
17,231.36 |
17,474.20 |
|
S4 |
16,927.40 |
17,009.10 |
17,413.08 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,927.19 |
18,653.39 |
17,767.49 |
|
R3 |
18,505.06 |
18,231.26 |
17,651.41 |
|
R2 |
18,082.93 |
18,082.93 |
17,612.71 |
|
R1 |
17,809.13 |
17,809.13 |
17,574.02 |
17,734.97 |
PP |
17,660.80 |
17,660.80 |
17,660.80 |
17,623.72 |
S1 |
17,387.00 |
17,387.00 |
17,496.62 |
17,312.84 |
S2 |
17,238.67 |
17,238.67 |
17,457.93 |
|
S3 |
16,816.54 |
16,964.87 |
17,419.23 |
|
S4 |
16,394.41 |
16,542.74 |
17,303.15 |
|
|
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 |
17,512.48 |
422.13 |
2.4% |
185.16 |
1.1% |
5% |
False |
True |
|
10 |
17,934.61 |
17,512.48 |
422.13 |
2.4% |
167.78 |
1.0% |
5% |
False |
True |
|
20 |
18,167.63 |
17,512.48 |
655.15 |
3.7% |
158.32 |
0.9% |
3% |
False |
True |
|
40 |
18,167.63 |
17,399.01 |
768.62 |
4.4% |
149.24 |
0.9% |
18% |
False |
False |
|
60 |
18,167.63 |
16,165.86 |
2,001.77 |
11.4% |
164.03 |
0.9% |
68% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.2% |
193.40 |
1.1% |
76% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
210.79 |
1.2% |
77% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
214.79 |
1.2% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,679.35 |
2.618 |
18,316.62 |
1.618 |
18,094.36 |
1.000 |
17,957.00 |
0.618 |
17,872.10 |
HIGH |
17,734.74 |
0.618 |
17,649.84 |
0.500 |
17,623.61 |
0.382 |
17,597.38 |
LOW |
17,512.48 |
0.618 |
17,375.12 |
1.000 |
17,290.22 |
1.618 |
17,152.86 |
2.618 |
16,930.60 |
4.250 |
16,567.88 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,623.61 |
17,715.76 |
PP |
17,594.18 |
17,655.61 |
S1 |
17,564.75 |
17,595.47 |
|