Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,859.52 |
17,826.85 |
-32.67 |
-0.2% |
17,507.04 |
High |
17,888.66 |
17,873.22 |
-15.44 |
-0.1% |
17,891.71 |
Low |
17,803.82 |
17,824.73 |
20.91 |
0.1% |
17,480.05 |
Close |
17,828.29 |
17,873.22 |
44.93 |
0.3% |
17,873.22 |
Range |
84.84 |
48.49 |
-36.35 |
-42.8% |
411.66 |
ATR |
170.63 |
161.90 |
-8.72 |
-5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,002.53 |
17,986.36 |
17,899.89 |
|
R3 |
17,954.04 |
17,937.87 |
17,886.55 |
|
R2 |
17,905.55 |
17,905.55 |
17,882.11 |
|
R1 |
17,889.38 |
17,889.38 |
17,877.66 |
17,897.47 |
PP |
17,857.06 |
17,857.06 |
17,857.06 |
17,861.10 |
S1 |
17,840.89 |
17,840.89 |
17,868.78 |
17,848.98 |
S2 |
17,808.57 |
17,808.57 |
17,864.33 |
|
S3 |
17,760.08 |
17,792.40 |
17,859.89 |
|
S4 |
17,711.59 |
17,743.91 |
17,846.55 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,983.31 |
18,839.92 |
18,099.63 |
|
R3 |
18,571.65 |
18,428.26 |
17,986.43 |
|
R2 |
18,159.99 |
18,159.99 |
17,948.69 |
|
R1 |
18,016.60 |
18,016.60 |
17,910.96 |
18,088.30 |
PP |
17,748.33 |
17,748.33 |
17,748.33 |
17,784.17 |
S1 |
17,604.94 |
17,604.94 |
17,835.48 |
17,676.64 |
S2 |
17,336.67 |
17,336.67 |
17,797.75 |
|
S3 |
16,925.01 |
17,193.28 |
17,760.01 |
|
S4 |
16,513.35 |
16,781.62 |
17,646.81 |
|
|
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 |
17,480.05 |
411.66 |
2.3% |
115.60 |
0.6% |
96% |
False |
False |
|
10 |
17,891.71 |
17,331.07 |
560.64 |
3.1% |
156.91 |
0.9% |
97% |
False |
False |
|
20 |
17,934.61 |
17,331.07 |
603.54 |
3.4% |
162.35 |
0.9% |
90% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
155.26 |
0.9% |
65% |
False |
False |
|
60 |
18,167.63 |
16,821.86 |
1,345.77 |
7.5% |
154.63 |
0.9% |
78% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
14.9% |
175.96 |
1.0% |
89% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
208.40 |
1.2% |
89% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.2% |
212.56 |
1.2% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,079.30 |
2.618 |
18,000.17 |
1.618 |
17,951.68 |
1.000 |
17,921.71 |
0.618 |
17,903.19 |
HIGH |
17,873.22 |
0.618 |
17,854.70 |
0.500 |
17,848.98 |
0.382 |
17,843.25 |
LOW |
17,824.73 |
0.618 |
17,794.76 |
1.000 |
17,776.24 |
1.618 |
17,746.27 |
2.618 |
17,697.78 |
4.250 |
17,618.65 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,865.14 |
17,853.28 |
PP |
17,857.06 |
17,833.34 |
S1 |
17,848.98 |
17,813.40 |
|