Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,531.76 |
17,701.46 |
169.70 |
1.0% |
17,743.85 |
High |
17,755.80 |
17,701.46 |
-54.34 |
-0.3% |
17,934.61 |
Low |
17,531.76 |
17,469.92 |
-61.84 |
-0.4% |
17,512.48 |
Close |
17,710.71 |
17,529.98 |
-180.73 |
-1.0% |
17,535.32 |
Range |
224.04 |
231.54 |
7.50 |
3.3% |
422.13 |
ATR |
173.19 |
178.02 |
4.83 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,261.74 |
18,127.40 |
17,657.33 |
|
R3 |
18,030.20 |
17,895.86 |
17,593.65 |
|
R2 |
17,798.66 |
17,798.66 |
17,572.43 |
|
R1 |
17,664.32 |
17,664.32 |
17,551.20 |
17,615.72 |
PP |
17,567.12 |
17,567.12 |
17,567.12 |
17,542.82 |
S1 |
17,432.78 |
17,432.78 |
17,508.76 |
17,384.18 |
S2 |
17,335.58 |
17,335.58 |
17,487.53 |
|
S3 |
17,104.04 |
17,201.24 |
17,466.31 |
|
S4 |
16,872.50 |
16,969.70 |
17,402.63 |
|
|
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 |
17,919.03 |
17,469.92 |
449.11 |
2.6% |
211.73 |
1.2% |
13% |
False |
True |
|
10 |
17,934.61 |
17,469.92 |
464.69 |
2.7% |
179.49 |
1.0% |
13% |
False |
True |
|
20 |
18,167.63 |
17,469.92 |
697.71 |
4.0% |
167.08 |
1.0% |
9% |
False |
True |
|
40 |
18,167.63 |
17,399.01 |
768.62 |
4.4% |
154.81 |
0.9% |
17% |
False |
False |
|
60 |
18,167.63 |
16,165.86 |
2,001.77 |
11.4% |
165.29 |
0.9% |
68% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.2% |
192.22 |
1.1% |
76% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
211.71 |
1.2% |
77% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
216.10 |
1.2% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,685.51 |
2.618 |
18,307.63 |
1.618 |
18,076.09 |
1.000 |
17,933.00 |
0.618 |
17,844.55 |
HIGH |
17,701.46 |
0.618 |
17,613.01 |
0.500 |
17,585.69 |
0.382 |
17,558.37 |
LOW |
17,469.92 |
0.618 |
17,326.83 |
1.000 |
17,238.38 |
1.618 |
17,095.29 |
2.618 |
16,863.75 |
4.250 |
16,485.88 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,585.69 |
17,612.86 |
PP |
17,567.12 |
17,585.23 |
S1 |
17,548.55 |
17,557.61 |
|