Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,507.04 |
17,525.19 |
18.15 |
0.1% |
17,531.76 |
High |
17,550.70 |
17,742.59 |
191.89 |
1.1% |
17,755.80 |
Low |
17,480.05 |
17,525.19 |
45.14 |
0.3% |
17,331.07 |
Close |
17,492.93 |
17,706.05 |
213.12 |
1.2% |
17,500.94 |
Range |
70.65 |
217.40 |
146.75 |
207.7% |
424.73 |
ATR |
170.95 |
176.57 |
5.62 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,310.14 |
18,225.50 |
17,825.62 |
|
R3 |
18,092.74 |
18,008.10 |
17,765.84 |
|
R2 |
17,875.34 |
17,875.34 |
17,745.91 |
|
R1 |
17,790.70 |
17,790.70 |
17,725.98 |
17,833.02 |
PP |
17,657.94 |
17,657.94 |
17,657.94 |
17,679.11 |
S1 |
17,573.30 |
17,573.30 |
17,686.12 |
17,615.62 |
S2 |
17,440.54 |
17,440.54 |
17,666.19 |
|
S3 |
17,223.14 |
17,355.90 |
17,646.27 |
|
S4 |
17,005.74 |
17,138.50 |
17,586.48 |
|
|
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 |
17,742.59 |
17,331.07 |
411.52 |
2.3% |
164.72 |
0.9% |
91% |
True |
False |
|
10 |
17,919.03 |
17,331.07 |
587.96 |
3.3% |
188.22 |
1.1% |
64% |
False |
False |
|
20 |
18,084.66 |
17,331.07 |
753.59 |
4.3% |
176.17 |
1.0% |
50% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
159.69 |
0.9% |
45% |
False |
False |
|
60 |
18,167.63 |
16,545.67 |
1,621.96 |
9.2% |
159.42 |
0.9% |
72% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
184.14 |
1.0% |
83% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
213.24 |
1.2% |
83% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
217.91 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,666.54 |
2.618 |
18,311.74 |
1.618 |
18,094.34 |
1.000 |
17,959.99 |
0.618 |
17,876.94 |
HIGH |
17,742.59 |
0.618 |
17,659.54 |
0.500 |
17,633.89 |
0.382 |
17,608.24 |
LOW |
17,525.19 |
0.618 |
17,390.84 |
1.000 |
17,307.79 |
1.618 |
17,173.44 |
2.618 |
16,956.04 |
4.250 |
16,601.24 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,682.00 |
17,667.35 |
PP |
17,657.94 |
17,628.65 |
S1 |
17,633.89 |
17,589.96 |
|