Trading Metrics calculated at close of trading on 11-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,293.0 |
5,373.0 |
80.0 |
1.5% |
5,202.0 |
High |
5,339.0 |
5,415.0 |
76.0 |
1.4% |
5,356.0 |
Low |
5,271.0 |
5,349.0 |
78.0 |
1.5% |
5,156.0 |
Close |
5,334.0 |
5,360.0 |
26.0 |
0.5% |
5,248.0 |
Range |
68.0 |
66.0 |
-2.0 |
-2.9% |
200.0 |
ATR |
75.8 |
76.1 |
0.4 |
0.5% |
0.0 |
Volume |
28,468 |
39,727 |
11,259 |
39.5% |
190,267 |
|
Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,572.7 |
5,532.3 |
5,396.3 |
|
R3 |
5,506.7 |
5,466.3 |
5,378.2 |
|
R2 |
5,440.7 |
5,440.7 |
5,372.1 |
|
R1 |
5,400.3 |
5,400.3 |
5,366.1 |
5,387.5 |
PP |
5,374.7 |
5,374.7 |
5,374.7 |
5,368.3 |
S1 |
5,334.3 |
5,334.3 |
5,354.0 |
5,321.5 |
S2 |
5,308.7 |
5,308.7 |
5,347.9 |
|
S3 |
5,242.7 |
5,268.3 |
5,341.9 |
|
S4 |
5,176.7 |
5,202.3 |
5,323.7 |
|
|
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 |
5,415.0 |
5,171.0 |
244.0 |
4.6% |
70.4 |
1.3% |
77% |
True |
False |
34,250 |
10 |
5,415.0 |
5,156.0 |
259.0 |
4.8% |
76.7 |
1.4% |
79% |
True |
False |
34,560 |
20 |
5,415.0 |
4,987.0 |
428.0 |
8.0% |
66.0 |
1.2% |
87% |
True |
False |
32,960 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.1% |
63.8 |
1.2% |
90% |
True |
False |
34,185 |
60 |
5,415.0 |
4,690.0 |
725.0 |
13.5% |
61.8 |
1.2% |
92% |
True |
False |
23,173 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
56.2 |
1.0% |
93% |
True |
False |
17,394 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
48.5 |
0.9% |
93% |
True |
False |
13,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,695.5 |
2.618 |
5,587.8 |
1.618 |
5,521.8 |
1.000 |
5,481.0 |
0.618 |
5,455.8 |
HIGH |
5,415.0 |
0.618 |
5,389.8 |
0.500 |
5,382.0 |
0.382 |
5,374.2 |
LOW |
5,349.0 |
0.618 |
5,308.2 |
1.000 |
5,283.0 |
1.618 |
5,242.2 |
2.618 |
5,176.2 |
4.250 |
5,068.5 |
|
|
Fisher Pivots for day following 11-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,382.0 |
5,350.0 |
PP |
5,374.7 |
5,340.0 |
S1 |
5,367.3 |
5,330.0 |
|