Trading Metrics calculated at close of trading on 31-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,826.85 |
17,891.50 |
64.65 |
0.4% |
17,507.04 |
High |
17,873.22 |
17,899.24 |
26.02 |
0.1% |
17,891.71 |
Low |
17,824.73 |
17,724.03 |
-100.70 |
-0.6% |
17,480.05 |
Close |
17,873.22 |
17,787.20 |
-86.02 |
-0.5% |
17,873.22 |
Range |
48.49 |
175.21 |
126.72 |
261.3% |
411.66 |
ATR |
161.90 |
162.85 |
0.95 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,329.12 |
18,233.37 |
17,883.57 |
|
R3 |
18,153.91 |
18,058.16 |
17,835.38 |
|
R2 |
17,978.70 |
17,978.70 |
17,819.32 |
|
R1 |
17,882.95 |
17,882.95 |
17,803.26 |
17,843.22 |
PP |
17,803.49 |
17,803.49 |
17,803.49 |
17,783.63 |
S1 |
17,707.74 |
17,707.74 |
17,771.14 |
17,668.01 |
S2 |
17,628.28 |
17,628.28 |
17,755.08 |
|
S3 |
17,453.07 |
17,532.53 |
17,739.02 |
|
S4 |
17,277.86 |
17,357.32 |
17,690.83 |
|
|
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 |
17,899.24 |
17,525.19 |
374.05 |
2.1% |
136.51 |
0.8% |
70% |
True |
False |
|
10 |
17,899.24 |
17,331.07 |
568.17 |
3.2% |
152.03 |
0.9% |
80% |
True |
False |
|
20 |
17,934.61 |
17,331.07 |
603.54 |
3.4% |
164.17 |
0.9% |
76% |
False |
False |
|
40 |
18,167.63 |
17,331.07 |
836.56 |
4.7% |
157.24 |
0.9% |
55% |
False |
False |
|
60 |
18,167.63 |
16,821.86 |
1,345.77 |
7.6% |
154.83 |
0.9% |
72% |
False |
False |
|
80 |
18,167.63 |
15,503.01 |
2,664.62 |
15.0% |
175.40 |
1.0% |
86% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
206.78 |
1.2% |
86% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.3% |
212.30 |
1.2% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,643.88 |
2.618 |
18,357.94 |
1.618 |
18,182.73 |
1.000 |
18,074.45 |
0.618 |
18,007.52 |
HIGH |
17,899.24 |
0.618 |
17,832.31 |
0.500 |
17,811.64 |
0.382 |
17,790.96 |
LOW |
17,724.03 |
0.618 |
17,615.75 |
1.000 |
17,548.82 |
1.618 |
17,440.54 |
2.618 |
17,265.33 |
4.250 |
16,979.39 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,811.64 |
17,811.64 |
PP |
17,803.49 |
17,803.49 |
S1 |
17,795.35 |
17,795.35 |
|