Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,437.32 |
17,507.04 |
69.72 |
0.4% |
17,531.76 |
High |
17,571.75 |
17,550.70 |
-21.05 |
-0.1% |
17,755.80 |
Low |
17,437.32 |
17,480.05 |
42.73 |
0.2% |
17,331.07 |
Close |
17,500.94 |
17,492.93 |
-8.01 |
0.0% |
17,500.94 |
Range |
134.43 |
70.65 |
-63.78 |
-47.4% |
424.73 |
ATR |
178.67 |
170.95 |
-7.72 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,719.84 |
17,677.04 |
17,531.79 |
|
R3 |
17,649.19 |
17,606.39 |
17,512.36 |
|
R2 |
17,578.54 |
17,578.54 |
17,505.88 |
|
R1 |
17,535.74 |
17,535.74 |
17,499.41 |
17,521.82 |
PP |
17,507.89 |
17,507.89 |
17,507.89 |
17,500.93 |
S1 |
17,465.09 |
17,465.09 |
17,486.45 |
17,451.17 |
S2 |
17,437.24 |
17,437.24 |
17,479.98 |
|
S3 |
17,366.59 |
17,394.44 |
17,473.50 |
|
S4 |
17,295.94 |
17,323.79 |
17,454.07 |
|
|
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 |
17,701.46 |
17,331.07 |
370.39 |
2.1% |
167.54 |
1.0% |
44% |
False |
False |
|
10 |
17,934.61 |
17,331.07 |
603.54 |
3.5% |
187.28 |
1.1% |
27% |
False |
False |
|
20 |
18,084.66 |
17,331.07 |
753.59 |
4.3% |
170.78 |
1.0% |
21% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.8% |
159.47 |
0.9% |
19% |
False |
False |
|
60 |
18,167.63 |
16,510.40 |
1,657.23 |
9.5% |
159.39 |
0.9% |
59% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.2% |
186.13 |
1.1% |
75% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
212.32 |
1.2% |
75% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.5% |
217.56 |
1.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,850.96 |
2.618 |
17,735.66 |
1.618 |
17,665.01 |
1.000 |
17,621.35 |
0.618 |
17,594.36 |
HIGH |
17,550.70 |
0.618 |
17,523.71 |
0.500 |
17,515.38 |
0.382 |
17,507.04 |
LOW |
17,480.05 |
0.618 |
17,436.39 |
1.000 |
17,409.40 |
1.618 |
17,365.74 |
2.618 |
17,295.09 |
4.250 |
17,179.79 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,515.38 |
17,479.09 |
PP |
17,507.89 |
17,465.25 |
S1 |
17,500.41 |
17,451.41 |
|