Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,307.0 |
5,394.0 |
87.0 |
1.6% |
5,285.0 |
High |
5,369.0 |
5,408.0 |
39.0 |
0.7% |
5,415.0 |
Low |
5,307.0 |
5,379.0 |
72.0 |
1.4% |
5,245.0 |
Close |
5,346.0 |
5,398.0 |
52.0 |
1.0% |
5,331.0 |
Range |
62.0 |
29.0 |
-33.0 |
-53.2% |
170.0 |
ATR |
72.4 |
71.6 |
-0.7 |
-1.0% |
0.0 |
Volume |
25,796 |
29,285 |
3,489 |
13.5% |
145,114 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,482.0 |
5,469.0 |
5,414.0 |
|
R3 |
5,453.0 |
5,440.0 |
5,406.0 |
|
R2 |
5,424.0 |
5,424.0 |
5,403.3 |
|
R1 |
5,411.0 |
5,411.0 |
5,400.7 |
5,417.5 |
PP |
5,395.0 |
5,395.0 |
5,395.0 |
5,398.3 |
S1 |
5,382.0 |
5,382.0 |
5,395.3 |
5,388.5 |
S2 |
5,366.0 |
5,366.0 |
5,392.7 |
|
S3 |
5,337.0 |
5,353.0 |
5,390.0 |
|
S4 |
5,308.0 |
5,324.0 |
5,382.1 |
|
|
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 |
5,302.0 |
113.0 |
2.1% |
52.8 |
1.0% |
85% |
False |
False |
28,371 |
10 |
5,415.0 |
5,171.0 |
244.0 |
4.5% |
62.5 |
1.2% |
93% |
False |
False |
30,643 |
20 |
5,415.0 |
5,151.0 |
264.0 |
4.9% |
65.0 |
1.2% |
94% |
False |
False |
32,298 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.1% |
63.0 |
1.2% |
97% |
False |
False |
28,790 |
60 |
5,415.0 |
4,790.0 |
625.0 |
11.6% |
59.1 |
1.1% |
97% |
False |
False |
24,867 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.2% |
56.8 |
1.1% |
98% |
False |
False |
18,667 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.2% |
49.6 |
0.9% |
98% |
False |
False |
14,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,531.3 |
2.618 |
5,483.9 |
1.618 |
5,454.9 |
1.000 |
5,437.0 |
0.618 |
5,425.9 |
HIGH |
5,408.0 |
0.618 |
5,396.9 |
0.500 |
5,393.5 |
0.382 |
5,390.1 |
LOW |
5,379.0 |
0.618 |
5,361.1 |
1.000 |
5,350.0 |
1.618 |
5,332.1 |
2.618 |
5,303.1 |
4.250 |
5,255.8 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,396.5 |
5,383.7 |
PP |
5,395.0 |
5,369.3 |
S1 |
5,393.5 |
5,355.0 |
|