Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,235.0 |
5,219.0 |
-16.0 |
-0.3% |
5,202.0 |
High |
5,271.0 |
5,269.0 |
-2.0 |
0.0% |
5,356.0 |
Low |
5,224.0 |
5,171.0 |
-53.0 |
-1.0% |
5,156.0 |
Close |
5,266.0 |
5,248.0 |
-18.0 |
-0.3% |
5,248.0 |
Range |
47.0 |
98.0 |
51.0 |
108.5% |
200.0 |
ATR |
75.0 |
76.6 |
1.6 |
2.2% |
0.0 |
Volume |
24,989 |
48,200 |
23,211 |
92.9% |
190,267 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,523.3 |
5,483.7 |
5,301.9 |
|
R3 |
5,425.3 |
5,385.7 |
5,275.0 |
|
R2 |
5,327.3 |
5,327.3 |
5,266.0 |
|
R1 |
5,287.7 |
5,287.7 |
5,257.0 |
5,307.5 |
PP |
5,229.3 |
5,229.3 |
5,229.3 |
5,239.3 |
S1 |
5,189.7 |
5,189.7 |
5,239.0 |
5,209.5 |
S2 |
5,131.3 |
5,131.3 |
5,230.0 |
|
S3 |
5,033.3 |
5,091.7 |
5,221.1 |
|
S4 |
4,935.3 |
4,993.7 |
5,194.1 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,853.3 |
5,750.7 |
5,358.0 |
|
R3 |
5,653.3 |
5,550.7 |
5,303.0 |
|
R2 |
5,453.3 |
5,453.3 |
5,284.7 |
|
R1 |
5,350.7 |
5,350.7 |
5,266.3 |
5,402.0 |
PP |
5,253.3 |
5,253.3 |
5,253.3 |
5,279.0 |
S1 |
5,150.7 |
5,150.7 |
5,229.7 |
5,202.0 |
S2 |
5,053.3 |
5,053.3 |
5,211.3 |
|
S3 |
4,853.3 |
4,950.7 |
5,193.0 |
|
S4 |
4,653.3 |
4,750.7 |
5,138.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,356.0 |
5,156.0 |
200.0 |
3.8% |
92.8 |
1.8% |
46% |
False |
False |
38,053 |
10 |
5,356.0 |
5,151.0 |
205.0 |
3.9% |
76.9 |
1.5% |
47% |
False |
False |
34,617 |
20 |
5,356.0 |
4,871.0 |
485.0 |
9.2% |
64.7 |
1.2% |
78% |
False |
False |
31,036 |
40 |
5,356.0 |
4,871.0 |
485.0 |
9.2% |
62.9 |
1.2% |
78% |
False |
False |
32,129 |
60 |
5,356.0 |
4,649.0 |
707.0 |
13.5% |
61.5 |
1.2% |
85% |
False |
False |
21,544 |
80 |
5,356.0 |
4,649.0 |
707.0 |
13.5% |
54.2 |
1.0% |
85% |
False |
False |
16,168 |
100 |
5,356.0 |
4,649.0 |
707.0 |
13.5% |
46.4 |
0.9% |
85% |
False |
False |
12,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,685.5 |
2.618 |
5,525.6 |
1.618 |
5,427.6 |
1.000 |
5,367.0 |
0.618 |
5,329.6 |
HIGH |
5,269.0 |
0.618 |
5,231.6 |
0.500 |
5,220.0 |
0.382 |
5,208.4 |
LOW |
5,171.0 |
0.618 |
5,110.4 |
1.000 |
5,073.0 |
1.618 |
5,012.4 |
2.618 |
4,914.4 |
4.250 |
4,754.5 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,238.7 |
5,246.5 |
PP |
5,229.3 |
5,245.0 |
S1 |
5,220.0 |
5,243.5 |
|