Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,701.46 |
17,501.28 |
-200.18 |
-1.1% |
17,743.85 |
High |
17,701.46 |
17,636.22 |
-65.24 |
-0.4% |
17,934.61 |
Low |
17,469.92 |
17,418.21 |
-51.71 |
-0.3% |
17,512.48 |
Close |
17,529.98 |
17,526.62 |
-3.36 |
0.0% |
17,535.32 |
Range |
231.54 |
218.01 |
-13.53 |
-5.8% |
422.13 |
ATR |
178.02 |
180.88 |
2.86 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,181.05 |
18,071.84 |
17,646.53 |
|
R3 |
17,963.04 |
17,853.83 |
17,586.57 |
|
R2 |
17,745.03 |
17,745.03 |
17,566.59 |
|
R1 |
17,635.82 |
17,635.82 |
17,546.60 |
17,690.43 |
PP |
17,527.02 |
17,527.02 |
17,527.02 |
17,554.32 |
S1 |
17,417.81 |
17,417.81 |
17,506.64 |
17,472.42 |
S2 |
17,309.01 |
17,309.01 |
17,486.65 |
|
S3 |
17,091.00 |
17,199.80 |
17,466.67 |
|
S4 |
16,872.99 |
16,981.79 |
17,406.71 |
|
|
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 |
17,798.19 |
17,418.21 |
379.98 |
2.2% |
213.73 |
1.2% |
29% |
False |
True |
|
10 |
17,934.61 |
17,418.21 |
516.40 |
2.9% |
188.38 |
1.1% |
21% |
False |
True |
|
20 |
18,107.29 |
17,418.21 |
689.08 |
3.9% |
171.16 |
1.0% |
16% |
False |
True |
|
40 |
18,167.63 |
17,399.01 |
768.62 |
4.4% |
157.55 |
0.9% |
17% |
False |
False |
|
60 |
18,167.63 |
16,165.86 |
2,001.77 |
11.4% |
165.48 |
0.9% |
68% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.2% |
192.37 |
1.1% |
76% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
212.08 |
1.2% |
76% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
216.42 |
1.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,562.76 |
2.618 |
18,206.97 |
1.618 |
17,988.96 |
1.000 |
17,854.23 |
0.618 |
17,770.95 |
HIGH |
17,636.22 |
0.618 |
17,552.94 |
0.500 |
17,527.22 |
0.382 |
17,501.49 |
LOW |
17,418.21 |
0.618 |
17,283.48 |
1.000 |
17,200.20 |
1.618 |
17,065.47 |
2.618 |
16,847.46 |
4.250 |
16,491.67 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,527.22 |
17,587.01 |
PP |
17,527.02 |
17,566.88 |
S1 |
17,526.82 |
17,546.75 |
|