Trading Metrics calculated at close of trading on 19-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,375.0 |
5,365.0 |
-10.0 |
-0.2% |
5,285.0 |
High |
5,401.0 |
5,392.0 |
-9.0 |
-0.2% |
5,415.0 |
Low |
5,352.0 |
5,310.0 |
-42.0 |
-0.8% |
5,245.0 |
Close |
5,359.0 |
5,345.0 |
-14.0 |
-0.3% |
5,331.0 |
Range |
49.0 |
82.0 |
33.0 |
67.3% |
170.0 |
ATR |
70.0 |
70.9 |
0.9 |
1.2% |
0.0 |
Volume |
34,986 |
31,688 |
-3,298 |
-9.4% |
145,114 |
|
Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,595.0 |
5,552.0 |
5,390.1 |
|
R3 |
5,513.0 |
5,470.0 |
5,367.6 |
|
R2 |
5,431.0 |
5,431.0 |
5,360.0 |
|
R1 |
5,388.0 |
5,388.0 |
5,352.5 |
5,368.5 |
PP |
5,349.0 |
5,349.0 |
5,349.0 |
5,339.3 |
S1 |
5,306.0 |
5,306.0 |
5,337.5 |
5,286.5 |
S2 |
5,267.0 |
5,267.0 |
5,330.0 |
|
S3 |
5,185.0 |
5,224.0 |
5,322.5 |
|
S4 |
5,103.0 |
5,142.0 |
5,299.9 |
|
|
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 |
5,408.0 |
5,302.0 |
106.0 |
2.0% |
57.6 |
1.1% |
41% |
False |
False |
29,200 |
10 |
5,415.0 |
5,171.0 |
244.0 |
4.6% |
63.4 |
1.2% |
71% |
False |
False |
31,506 |
20 |
5,415.0 |
5,151.0 |
264.0 |
4.9% |
67.2 |
1.3% |
73% |
False |
False |
32,430 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.2% |
63.4 |
1.2% |
87% |
False |
False |
29,412 |
60 |
5,415.0 |
4,790.0 |
625.0 |
11.7% |
60.3 |
1.1% |
89% |
False |
False |
25,966 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
57.6 |
1.1% |
91% |
False |
False |
19,497 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
50.9 |
1.0% |
91% |
False |
False |
15,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,740.5 |
2.618 |
5,606.7 |
1.618 |
5,524.7 |
1.000 |
5,474.0 |
0.618 |
5,442.7 |
HIGH |
5,392.0 |
0.618 |
5,360.7 |
0.500 |
5,351.0 |
0.382 |
5,341.3 |
LOW |
5,310.0 |
0.618 |
5,259.3 |
1.000 |
5,228.0 |
1.618 |
5,177.3 |
2.618 |
5,095.3 |
4.250 |
4,961.5 |
|
|
Fisher Pivots for day following 19-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,351.0 |
5,359.0 |
PP |
5,349.0 |
5,354.3 |
S1 |
5,347.0 |
5,349.7 |
|