Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,394.0 |
5,375.0 |
-19.0 |
-0.4% |
5,285.0 |
High |
5,408.0 |
5,401.0 |
-7.0 |
-0.1% |
5,415.0 |
Low |
5,379.0 |
5,352.0 |
-27.0 |
-0.5% |
5,245.0 |
Close |
5,398.0 |
5,359.0 |
-39.0 |
-0.7% |
5,331.0 |
Range |
29.0 |
49.0 |
20.0 |
69.0% |
170.0 |
ATR |
71.6 |
70.0 |
-1.6 |
-2.3% |
0.0 |
Volume |
29,285 |
34,986 |
5,701 |
19.5% |
145,114 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,517.7 |
5,487.3 |
5,386.0 |
|
R3 |
5,468.7 |
5,438.3 |
5,372.5 |
|
R2 |
5,419.7 |
5,419.7 |
5,368.0 |
|
R1 |
5,389.3 |
5,389.3 |
5,363.5 |
5,380.0 |
PP |
5,370.7 |
5,370.7 |
5,370.7 |
5,366.0 |
S1 |
5,340.3 |
5,340.3 |
5,354.5 |
5,331.0 |
S2 |
5,321.7 |
5,321.7 |
5,350.0 |
|
S3 |
5,272.7 |
5,291.3 |
5,345.5 |
|
S4 |
5,223.7 |
5,242.3 |
5,332.1 |
|
|
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 |
5,408.0 |
5,302.0 |
106.0 |
2.0% |
49.4 |
0.9% |
54% |
False |
False |
27,423 |
10 |
5,415.0 |
5,171.0 |
244.0 |
4.6% |
59.9 |
1.1% |
77% |
False |
False |
30,837 |
20 |
5,415.0 |
5,151.0 |
264.0 |
4.9% |
65.5 |
1.2% |
79% |
False |
False |
32,294 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.2% |
62.8 |
1.2% |
90% |
False |
False |
29,024 |
60 |
5,415.0 |
4,790.0 |
625.0 |
11.7% |
59.0 |
1.1% |
91% |
False |
False |
25,447 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
56.6 |
1.1% |
93% |
False |
False |
19,101 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
50.1 |
0.9% |
93% |
False |
False |
15,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,609.3 |
2.618 |
5,529.3 |
1.618 |
5,480.3 |
1.000 |
5,450.0 |
0.618 |
5,431.3 |
HIGH |
5,401.0 |
0.618 |
5,382.3 |
0.500 |
5,376.5 |
0.382 |
5,370.7 |
LOW |
5,352.0 |
0.618 |
5,321.7 |
1.000 |
5,303.0 |
1.618 |
5,272.7 |
2.618 |
5,223.7 |
4.250 |
5,143.8 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,376.5 |
5,358.5 |
PP |
5,370.7 |
5,358.0 |
S1 |
5,364.8 |
5,357.5 |
|