Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,285.0 |
5,293.0 |
8.0 |
0.2% |
5,202.0 |
High |
5,318.0 |
5,339.0 |
21.0 |
0.4% |
5,356.0 |
Low |
5,245.0 |
5,271.0 |
26.0 |
0.5% |
5,156.0 |
Close |
5,313.0 |
5,334.0 |
21.0 |
0.4% |
5,248.0 |
Range |
73.0 |
68.0 |
-5.0 |
-6.8% |
200.0 |
ATR |
76.4 |
75.8 |
-0.6 |
-0.8% |
0.0 |
Volume |
29,868 |
28,468 |
-1,400 |
-4.7% |
190,267 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,518.7 |
5,494.3 |
5,371.4 |
|
R3 |
5,450.7 |
5,426.3 |
5,352.7 |
|
R2 |
5,382.7 |
5,382.7 |
5,346.5 |
|
R1 |
5,358.3 |
5,358.3 |
5,340.2 |
5,370.5 |
PP |
5,314.7 |
5,314.7 |
5,314.7 |
5,320.8 |
S1 |
5,290.3 |
5,290.3 |
5,327.8 |
5,302.5 |
S2 |
5,246.7 |
5,246.7 |
5,321.5 |
|
S3 |
5,178.7 |
5,222.3 |
5,315.3 |
|
S4 |
5,110.7 |
5,154.3 |
5,296.6 |
|
|
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 |
5,339.0 |
5,171.0 |
168.0 |
3.1% |
72.2 |
1.4% |
97% |
True |
False |
32,915 |
10 |
5,356.0 |
5,151.0 |
205.0 |
3.8% |
81.5 |
1.5% |
89% |
False |
False |
34,389 |
20 |
5,356.0 |
4,888.0 |
468.0 |
8.8% |
66.2 |
1.2% |
95% |
False |
False |
31,882 |
40 |
5,356.0 |
4,871.0 |
485.0 |
9.1% |
63.7 |
1.2% |
95% |
False |
False |
33,411 |
60 |
5,356.0 |
4,685.0 |
671.0 |
12.6% |
61.3 |
1.1% |
97% |
False |
False |
22,511 |
80 |
5,356.0 |
4,649.0 |
707.0 |
13.3% |
55.7 |
1.0% |
97% |
False |
False |
16,897 |
100 |
5,356.0 |
4,649.0 |
707.0 |
13.3% |
47.8 |
0.9% |
97% |
False |
False |
13,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,628.0 |
2.618 |
5,517.0 |
1.618 |
5,449.0 |
1.000 |
5,407.0 |
0.618 |
5,381.0 |
HIGH |
5,339.0 |
0.618 |
5,313.0 |
0.500 |
5,305.0 |
0.382 |
5,297.0 |
LOW |
5,271.0 |
0.618 |
5,229.0 |
1.000 |
5,203.0 |
1.618 |
5,161.0 |
2.618 |
5,093.0 |
4.250 |
4,982.0 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,324.3 |
5,307.7 |
PP |
5,314.7 |
5,281.3 |
S1 |
5,305.0 |
5,255.0 |
|