Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,711.12 |
17,531.76 |
-179.36 |
-1.0% |
17,743.85 |
High |
17,734.74 |
17,755.80 |
21.06 |
0.1% |
17,934.61 |
Low |
17,512.48 |
17,531.76 |
19.28 |
0.1% |
17,512.48 |
Close |
17,535.32 |
17,710.71 |
175.39 |
1.0% |
17,535.32 |
Range |
222.26 |
224.04 |
1.78 |
0.8% |
422.13 |
ATR |
169.28 |
173.19 |
3.91 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,338.21 |
18,248.50 |
17,833.93 |
|
R3 |
18,114.17 |
18,024.46 |
17,772.32 |
|
R2 |
17,890.13 |
17,890.13 |
17,751.78 |
|
R1 |
17,800.42 |
17,800.42 |
17,731.25 |
17,845.28 |
PP |
17,666.09 |
17,666.09 |
17,666.09 |
17,688.52 |
S1 |
17,576.38 |
17,576.38 |
17,690.17 |
17,621.24 |
S2 |
17,442.05 |
17,442.05 |
17,669.64 |
|
S3 |
17,218.01 |
17,352.34 |
17,649.10 |
|
S4 |
16,993.97 |
17,128.30 |
17,587.49 |
|
|
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% |
207.01 |
1.2% |
47% |
False |
False |
|
10 |
17,934.61 |
17,512.48 |
422.13 |
2.4% |
176.32 |
1.0% |
47% |
False |
False |
|
20 |
18,167.63 |
17,512.48 |
655.15 |
3.7% |
161.45 |
0.9% |
30% |
False |
False |
|
40 |
18,167.63 |
17,399.01 |
768.62 |
4.3% |
151.36 |
0.9% |
41% |
False |
False |
|
60 |
18,167.63 |
16,165.86 |
2,001.77 |
11.3% |
165.55 |
0.9% |
77% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
192.03 |
1.1% |
83% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
211.47 |
1.2% |
83% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
215.14 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,707.97 |
2.618 |
18,342.34 |
1.618 |
18,118.30 |
1.000 |
17,979.84 |
0.618 |
17,894.26 |
HIGH |
17,755.80 |
0.618 |
17,670.22 |
0.500 |
17,643.78 |
0.382 |
17,617.34 |
LOW |
17,531.76 |
0.618 |
17,393.30 |
1.000 |
17,307.72 |
1.618 |
17,169.26 |
2.618 |
16,945.22 |
4.250 |
16,579.59 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,688.40 |
17,692.25 |
PP |
17,666.09 |
17,673.79 |
S1 |
17,643.78 |
17,655.34 |
|