Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
17,735.02 |
17,664.48 |
-70.54 |
-0.4% |
17,990.94 |
High |
17,738.06 |
17,736.11 |
-1.95 |
0.0% |
18,084.66 |
Low |
17,609.01 |
17,615.82 |
6.81 |
0.0% |
17,651.98 |
Close |
17,651.26 |
17,660.71 |
9.45 |
0.1% |
17,773.64 |
Range |
129.05 |
120.29 |
-8.76 |
-6.8% |
432.68 |
ATR |
160.91 |
158.00 |
-2.90 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,031.75 |
17,966.52 |
17,726.87 |
|
R3 |
17,911.46 |
17,846.23 |
17,693.79 |
|
R2 |
17,791.17 |
17,791.17 |
17,682.76 |
|
R1 |
17,725.94 |
17,725.94 |
17,671.74 |
17,698.41 |
PP |
17,670.88 |
17,670.88 |
17,670.88 |
17,657.12 |
S1 |
17,605.65 |
17,605.65 |
17,649.68 |
17,578.12 |
S2 |
17,550.59 |
17,550.59 |
17,638.66 |
|
S3 |
17,430.30 |
17,485.36 |
17,627.63 |
|
S4 |
17,310.01 |
17,365.07 |
17,594.55 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,134.80 |
18,886.90 |
18,011.61 |
|
R3 |
18,702.12 |
18,454.22 |
17,892.63 |
|
R2 |
18,269.44 |
18,269.44 |
17,852.96 |
|
R1 |
18,021.54 |
18,021.54 |
17,813.30 |
17,929.15 |
PP |
17,836.76 |
17,836.76 |
17,836.76 |
17,790.57 |
S1 |
17,588.86 |
17,588.86 |
17,733.98 |
17,496.47 |
S2 |
17,404.08 |
17,404.08 |
17,694.32 |
|
S3 |
16,971.40 |
17,156.18 |
17,654.65 |
|
S4 |
16,538.72 |
16,723.50 |
17,535.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,912.35 |
17,609.01 |
303.34 |
1.7% |
150.14 |
0.9% |
17% |
False |
False |
|
10 |
18,084.66 |
17,609.01 |
475.65 |
2.7% |
151.62 |
0.9% |
11% |
False |
False |
|
20 |
18,167.63 |
17,528.16 |
639.47 |
3.6% |
146.65 |
0.8% |
21% |
False |
False |
|
40 |
18,167.63 |
16,821.86 |
1,345.77 |
7.6% |
151.12 |
0.9% |
62% |
False |
False |
|
60 |
18,167.63 |
15,503.01 |
2,664.62 |
15.1% |
171.75 |
1.0% |
81% |
False |
False |
|
80 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
210.64 |
1.2% |
81% |
False |
False |
|
100 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
218.36 |
1.2% |
81% |
False |
False |
|
120 |
18,167.63 |
15,450.56 |
2,717.07 |
15.4% |
215.93 |
1.2% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,247.34 |
2.618 |
18,051.03 |
1.618 |
17,930.74 |
1.000 |
17,856.40 |
0.618 |
17,810.45 |
HIGH |
17,736.11 |
0.618 |
17,690.16 |
0.500 |
17,675.97 |
0.382 |
17,661.77 |
LOW |
17,615.82 |
0.618 |
17,541.48 |
1.000 |
17,495.53 |
1.618 |
17,421.19 |
2.618 |
17,300.90 |
4.250 |
17,104.59 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
17,675.97 |
17,739.88 |
PP |
17,670.88 |
17,713.49 |
S1 |
17,665.80 |
17,687.10 |
|