Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,361.0 |
5,307.0 |
-54.0 |
-1.0% |
5,285.0 |
High |
5,368.0 |
5,369.0 |
1.0 |
0.0% |
5,415.0 |
Low |
5,302.0 |
5,307.0 |
5.0 |
0.1% |
5,245.0 |
Close |
5,331.0 |
5,346.0 |
15.0 |
0.3% |
5,331.0 |
Range |
66.0 |
62.0 |
-4.0 |
-6.1% |
170.0 |
ATR |
73.2 |
72.4 |
-0.8 |
-1.1% |
0.0 |
Volume |
24,249 |
25,796 |
1,547 |
6.4% |
145,114 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,526.7 |
5,498.3 |
5,380.1 |
|
R3 |
5,464.7 |
5,436.3 |
5,363.1 |
|
R2 |
5,402.7 |
5,402.7 |
5,357.4 |
|
R1 |
5,374.3 |
5,374.3 |
5,351.7 |
5,388.5 |
PP |
5,340.7 |
5,340.7 |
5,340.7 |
5,347.8 |
S1 |
5,312.3 |
5,312.3 |
5,340.3 |
5,326.5 |
S2 |
5,278.7 |
5,278.7 |
5,334.6 |
|
S3 |
5,216.7 |
5,250.3 |
5,329.0 |
|
S4 |
5,154.7 |
5,188.3 |
5,311.9 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,840.3 |
5,755.7 |
5,424.5 |
|
R3 |
5,670.3 |
5,585.7 |
5,377.8 |
|
R2 |
5,500.3 |
5,500.3 |
5,362.2 |
|
R1 |
5,415.7 |
5,415.7 |
5,346.6 |
5,458.0 |
PP |
5,330.3 |
5,330.3 |
5,330.3 |
5,351.5 |
S1 |
5,245.7 |
5,245.7 |
5,315.4 |
5,288.0 |
S2 |
5,160.3 |
5,160.3 |
5,299.8 |
|
S3 |
4,990.3 |
5,075.7 |
5,284.3 |
|
S4 |
4,820.3 |
4,905.7 |
5,237.5 |
|
|
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 |
5,271.0 |
144.0 |
2.7% |
60.6 |
1.1% |
52% |
False |
False |
28,208 |
10 |
5,415.0 |
5,171.0 |
244.0 |
4.6% |
76.9 |
1.4% |
72% |
False |
False |
32,948 |
20 |
5,415.0 |
5,085.0 |
330.0 |
6.2% |
66.3 |
1.2% |
79% |
False |
False |
32,188 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.2% |
63.8 |
1.2% |
87% |
False |
False |
29,034 |
60 |
5,415.0 |
4,790.0 |
625.0 |
11.7% |
60.7 |
1.1% |
89% |
False |
False |
24,381 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
56.9 |
1.1% |
91% |
False |
False |
18,304 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
50.1 |
0.9% |
91% |
False |
False |
14,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,632.5 |
2.618 |
5,531.3 |
1.618 |
5,469.3 |
1.000 |
5,431.0 |
0.618 |
5,407.3 |
HIGH |
5,369.0 |
0.618 |
5,345.3 |
0.500 |
5,338.0 |
0.382 |
5,330.7 |
LOW |
5,307.0 |
0.618 |
5,268.7 |
1.000 |
5,245.0 |
1.618 |
5,206.7 |
2.618 |
5,144.7 |
4.250 |
5,043.5 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,343.3 |
5,342.5 |
PP |
5,340.7 |
5,339.0 |
S1 |
5,338.0 |
5,335.5 |
|