Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,373.0 |
5,337.0 |
-36.0 |
-0.7% |
5,202.0 |
High |
5,415.0 |
5,369.0 |
-46.0 |
-0.8% |
5,356.0 |
Low |
5,349.0 |
5,328.0 |
-21.0 |
-0.4% |
5,156.0 |
Close |
5,360.0 |
5,369.0 |
9.0 |
0.2% |
5,248.0 |
Range |
66.0 |
41.0 |
-25.0 |
-37.9% |
200.0 |
ATR |
76.1 |
73.6 |
-2.5 |
-3.3% |
0.0 |
Volume |
39,727 |
22,802 |
-16,925 |
-42.6% |
190,267 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,478.3 |
5,464.7 |
5,391.6 |
|
R3 |
5,437.3 |
5,423.7 |
5,380.3 |
|
R2 |
5,396.3 |
5,396.3 |
5,376.5 |
|
R1 |
5,382.7 |
5,382.7 |
5,372.8 |
5,389.5 |
PP |
5,355.3 |
5,355.3 |
5,355.3 |
5,358.8 |
S1 |
5,341.7 |
5,341.7 |
5,365.2 |
5,348.5 |
S2 |
5,314.3 |
5,314.3 |
5,361.5 |
|
S3 |
5,273.3 |
5,300.7 |
5,357.7 |
|
S4 |
5,232.3 |
5,259.7 |
5,346.5 |
|
|
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 |
4.5% |
69.2 |
1.3% |
81% |
False |
False |
33,813 |
10 |
5,415.0 |
5,156.0 |
259.0 |
4.8% |
76.2 |
1.4% |
82% |
False |
False |
33,544 |
20 |
5,415.0 |
5,047.0 |
368.0 |
6.9% |
65.5 |
1.2% |
88% |
False |
False |
32,742 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.1% |
63.7 |
1.2% |
92% |
False |
False |
33,090 |
60 |
5,415.0 |
4,763.0 |
652.0 |
12.1% |
61.0 |
1.1% |
93% |
False |
False |
23,550 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
56.0 |
1.0% |
94% |
False |
False |
17,678 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
48.9 |
0.9% |
94% |
False |
False |
14,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,543.3 |
2.618 |
5,476.3 |
1.618 |
5,435.3 |
1.000 |
5,410.0 |
0.618 |
5,394.3 |
HIGH |
5,369.0 |
0.618 |
5,353.3 |
0.500 |
5,348.5 |
0.382 |
5,343.7 |
LOW |
5,328.0 |
0.618 |
5,302.7 |
1.000 |
5,287.0 |
1.618 |
5,261.7 |
2.618 |
5,220.7 |
4.250 |
5,153.8 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,362.2 |
5,360.3 |
PP |
5,355.3 |
5,351.7 |
S1 |
5,348.5 |
5,343.0 |
|