Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,525.19 |
17,735.09 |
209.90 |
1.2% |
17,531.76 |
High |
17,742.59 |
17,891.71 |
149.12 |
0.8% |
17,755.80 |
Low |
17,525.19 |
17,735.09 |
209.90 |
1.2% |
17,331.07 |
Close |
17,706.05 |
17,851.51 |
145.46 |
0.8% |
17,500.94 |
Range |
217.40 |
156.62 |
-60.78 |
-28.0% |
424.73 |
ATR |
176.57 |
177.22 |
0.65 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,295.96 |
18,230.36 |
17,937.65 |
|
R3 |
18,139.34 |
18,073.74 |
17,894.58 |
|
R2 |
17,982.72 |
17,982.72 |
17,880.22 |
|
R1 |
17,917.12 |
17,917.12 |
17,865.87 |
17,949.92 |
PP |
17,826.10 |
17,826.10 |
17,826.10 |
17,842.51 |
S1 |
17,760.50 |
17,760.50 |
17,837.15 |
17,793.30 |
S2 |
17,669.48 |
17,669.48 |
17,822.80 |
|
S3 |
17,512.86 |
17,603.88 |
17,808.44 |
|
S4 |
17,356.24 |
17,447.26 |
17,765.37 |
|
|
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 |
17,891.71 |
17,331.07 |
560.64 |
3.1% |
152.44 |
0.9% |
93% |
True |
False |
|
10 |
17,891.71 |
17,331.07 |
560.64 |
3.1% |
183.09 |
1.0% |
93% |
True |
False |
|
20 |
18,035.73 |
17,331.07 |
704.66 |
3.9% |
175.78 |
1.0% |
74% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
160.16 |
0.9% |
62% |
False |
False |
|
60 |
18,167.63 |
16,766.32 |
1,401.31 |
7.8% |
156.70 |
0.9% |
77% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
183.46 |
1.0% |
88% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
213.11 |
1.2% |
88% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
217.60 |
1.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,557.35 |
2.618 |
18,301.74 |
1.618 |
18,145.12 |
1.000 |
18,048.33 |
0.618 |
17,988.50 |
HIGH |
17,891.71 |
0.618 |
17,831.88 |
0.500 |
17,813.40 |
0.382 |
17,794.92 |
LOW |
17,735.09 |
0.618 |
17,638.30 |
1.000 |
17,578.47 |
1.618 |
17,481.68 |
2.618 |
17,325.06 |
4.250 |
17,069.46 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,838.81 |
17,796.30 |
PP |
17,826.10 |
17,741.09 |
S1 |
17,813.40 |
17,685.88 |
|