Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,514.16 |
17,437.32 |
-76.84 |
-0.4% |
17,531.76 |
High |
17,514.16 |
17,571.75 |
57.59 |
0.3% |
17,755.80 |
Low |
17,331.07 |
17,437.32 |
106.25 |
0.6% |
17,331.07 |
Close |
17,435.40 |
17,500.94 |
65.54 |
0.4% |
17,500.94 |
Range |
183.09 |
134.43 |
-48.66 |
-26.6% |
424.73 |
ATR |
181.92 |
178.67 |
-3.26 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,906.63 |
17,838.21 |
17,574.88 |
|
R3 |
17,772.20 |
17,703.78 |
17,537.91 |
|
R2 |
17,637.77 |
17,637.77 |
17,525.59 |
|
R1 |
17,569.35 |
17,569.35 |
17,513.26 |
17,603.56 |
PP |
17,503.34 |
17,503.34 |
17,503.34 |
17,520.44 |
S1 |
17,434.92 |
17,434.92 |
17,488.62 |
17,469.13 |
S2 |
17,368.91 |
17,368.91 |
17,476.29 |
|
S3 |
17,234.48 |
17,300.49 |
17,463.97 |
|
S4 |
17,100.05 |
17,166.06 |
17,427.00 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,803.46 |
18,576.93 |
17,734.54 |
|
R3 |
18,378.73 |
18,152.20 |
17,617.74 |
|
R2 |
17,954.00 |
17,954.00 |
17,578.81 |
|
R1 |
17,727.47 |
17,727.47 |
17,539.87 |
17,628.37 |
PP |
17,529.27 |
17,529.27 |
17,529.27 |
17,479.72 |
S1 |
17,302.74 |
17,302.74 |
17,462.01 |
17,203.64 |
S2 |
17,104.54 |
17,104.54 |
17,423.07 |
|
S3 |
16,679.81 |
16,878.01 |
17,384.14 |
|
S4 |
16,255.08 |
16,453.28 |
17,267.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,755.80 |
17,331.07 |
424.73 |
2.4% |
198.22 |
1.1% |
40% |
False |
False |
|
10 |
17,934.61 |
17,331.07 |
603.54 |
3.4% |
191.69 |
1.1% |
28% |
False |
False |
|
20 |
18,084.66 |
17,331.07 |
753.59 |
4.3% |
174.02 |
1.0% |
23% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.8% |
159.97 |
0.9% |
20% |
False |
False |
|
60 |
18,167.63 |
16,510.40 |
1,657.23 |
9.5% |
161.08 |
0.9% |
60% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.2% |
188.22 |
1.1% |
75% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
213.64 |
1.2% |
75% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
217.95 |
1.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,143.08 |
2.618 |
17,923.69 |
1.618 |
17,789.26 |
1.000 |
17,706.18 |
0.618 |
17,654.83 |
HIGH |
17,571.75 |
0.618 |
17,520.40 |
0.500 |
17,504.54 |
0.382 |
17,488.67 |
LOW |
17,437.32 |
0.618 |
17,354.24 |
1.000 |
17,302.89 |
1.618 |
17,219.81 |
2.618 |
17,085.38 |
4.250 |
16,865.99 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,504.54 |
17,495.18 |
PP |
17,503.34 |
17,489.41 |
S1 |
17,502.14 |
17,483.65 |
|