Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,735.09 |
17,859.52 |
124.43 |
0.7% |
17,531.76 |
High |
17,891.71 |
17,888.66 |
-3.05 |
0.0% |
17,755.80 |
Low |
17,735.09 |
17,803.82 |
68.73 |
0.4% |
17,331.07 |
Close |
17,851.51 |
17,828.29 |
-23.22 |
-0.1% |
17,500.94 |
Range |
156.62 |
84.84 |
-71.78 |
-45.8% |
424.73 |
ATR |
177.22 |
170.63 |
-6.60 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,094.78 |
18,046.37 |
17,874.95 |
|
R3 |
18,009.94 |
17,961.53 |
17,851.62 |
|
R2 |
17,925.10 |
17,925.10 |
17,843.84 |
|
R1 |
17,876.69 |
17,876.69 |
17,836.07 |
17,858.48 |
PP |
17,840.26 |
17,840.26 |
17,840.26 |
17,831.15 |
S1 |
17,791.85 |
17,791.85 |
17,820.51 |
17,773.64 |
S2 |
17,755.42 |
17,755.42 |
17,812.74 |
|
S3 |
17,670.58 |
17,707.01 |
17,804.96 |
|
S4 |
17,585.74 |
17,622.17 |
17,781.63 |
|
|
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 |
17,437.32 |
454.39 |
2.5% |
132.79 |
0.7% |
86% |
False |
False |
|
10 |
17,891.71 |
17,331.07 |
560.64 |
3.1% |
174.29 |
1.0% |
89% |
False |
False |
|
20 |
17,934.61 |
17,331.07 |
603.54 |
3.4% |
168.06 |
0.9% |
82% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
160.13 |
0.9% |
59% |
False |
False |
|
60 |
18,167.63 |
16,820.73 |
1,346.90 |
7.6% |
155.88 |
0.9% |
75% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
180.62 |
1.0% |
87% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
209.48 |
1.2% |
88% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
215.35 |
1.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,249.23 |
2.618 |
18,110.77 |
1.618 |
18,025.93 |
1.000 |
17,973.50 |
0.618 |
17,941.09 |
HIGH |
17,888.66 |
0.618 |
17,856.25 |
0.500 |
17,846.24 |
0.382 |
17,836.23 |
LOW |
17,803.82 |
0.618 |
17,751.39 |
1.000 |
17,718.98 |
1.618 |
17,666.55 |
2.618 |
17,581.71 |
4.250 |
17,443.25 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,846.24 |
17,788.34 |
PP |
17,840.26 |
17,748.40 |
S1 |
17,834.27 |
17,708.45 |
|