Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,219.0 |
5,285.0 |
66.0 |
1.3% |
5,202.0 |
High |
5,269.0 |
5,318.0 |
49.0 |
0.9% |
5,356.0 |
Low |
5,171.0 |
5,245.0 |
74.0 |
1.4% |
5,156.0 |
Close |
5,248.0 |
5,313.0 |
65.0 |
1.2% |
5,248.0 |
Range |
98.0 |
73.0 |
-25.0 |
-25.5% |
200.0 |
ATR |
76.6 |
76.4 |
-0.3 |
-0.3% |
0.0 |
Volume |
48,200 |
29,868 |
-18,332 |
-38.0% |
190,267 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,511.0 |
5,485.0 |
5,353.2 |
|
R3 |
5,438.0 |
5,412.0 |
5,333.1 |
|
R2 |
5,365.0 |
5,365.0 |
5,326.4 |
|
R1 |
5,339.0 |
5,339.0 |
5,319.7 |
5,352.0 |
PP |
5,292.0 |
5,292.0 |
5,292.0 |
5,298.5 |
S1 |
5,266.0 |
5,266.0 |
5,306.3 |
5,279.0 |
S2 |
5,219.0 |
5,219.0 |
5,299.6 |
|
S3 |
5,146.0 |
5,193.0 |
5,292.9 |
|
S4 |
5,073.0 |
5,120.0 |
5,272.9 |
|
|
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 |
5,171.0 |
185.0 |
3.5% |
93.2 |
1.8% |
77% |
False |
False |
37,688 |
10 |
5,356.0 |
5,151.0 |
205.0 |
3.9% |
79.3 |
1.5% |
79% |
False |
False |
34,762 |
20 |
5,356.0 |
4,888.0 |
468.0 |
8.8% |
65.2 |
1.2% |
91% |
False |
False |
31,316 |
40 |
5,356.0 |
4,871.0 |
485.0 |
9.1% |
62.8 |
1.2% |
91% |
False |
False |
32,774 |
60 |
5,356.0 |
4,685.0 |
671.0 |
12.6% |
60.9 |
1.1% |
94% |
False |
False |
22,039 |
80 |
5,356.0 |
4,649.0 |
707.0 |
13.3% |
54.9 |
1.0% |
94% |
False |
False |
16,541 |
100 |
5,356.0 |
4,649.0 |
707.0 |
13.3% |
47.1 |
0.9% |
94% |
False |
False |
13,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,628.3 |
2.618 |
5,509.1 |
1.618 |
5,436.1 |
1.000 |
5,391.0 |
0.618 |
5,363.1 |
HIGH |
5,318.0 |
0.618 |
5,290.1 |
0.500 |
5,281.5 |
0.382 |
5,272.9 |
LOW |
5,245.0 |
0.618 |
5,199.9 |
1.000 |
5,172.0 |
1.618 |
5,126.9 |
2.618 |
5,053.9 |
4.250 |
4,934.8 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,302.5 |
5,290.2 |
PP |
5,292.0 |
5,267.3 |
S1 |
5,281.5 |
5,244.5 |
|