Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,365.0 |
5,338.0 |
-27.0 |
-0.5% |
5,307.0 |
High |
5,392.0 |
5,374.0 |
-18.0 |
-0.3% |
5,408.0 |
Low |
5,310.0 |
5,326.0 |
16.0 |
0.3% |
5,307.0 |
Close |
5,345.0 |
5,357.0 |
12.0 |
0.2% |
5,357.0 |
Range |
82.0 |
48.0 |
-34.0 |
-41.5% |
101.0 |
ATR |
70.9 |
69.2 |
-1.6 |
-2.3% |
0.0 |
Volume |
31,688 |
18,603 |
-13,085 |
-41.3% |
140,358 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,496.3 |
5,474.7 |
5,383.4 |
|
R3 |
5,448.3 |
5,426.7 |
5,370.2 |
|
R2 |
5,400.3 |
5,400.3 |
5,365.8 |
|
R1 |
5,378.7 |
5,378.7 |
5,361.4 |
5,389.5 |
PP |
5,352.3 |
5,352.3 |
5,352.3 |
5,357.8 |
S1 |
5,330.7 |
5,330.7 |
5,352.6 |
5,341.5 |
S2 |
5,304.3 |
5,304.3 |
5,348.2 |
|
S3 |
5,256.3 |
5,282.7 |
5,343.8 |
|
S4 |
5,208.3 |
5,234.7 |
5,330.6 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,660.3 |
5,609.7 |
5,412.6 |
|
R3 |
5,559.3 |
5,508.7 |
5,384.8 |
|
R2 |
5,458.3 |
5,458.3 |
5,375.5 |
|
R1 |
5,407.7 |
5,407.7 |
5,366.3 |
5,433.0 |
PP |
5,357.3 |
5,357.3 |
5,357.3 |
5,370.0 |
S1 |
5,306.7 |
5,306.7 |
5,347.7 |
5,332.0 |
S2 |
5,256.3 |
5,256.3 |
5,338.5 |
|
S3 |
5,155.3 |
5,205.7 |
5,329.2 |
|
S4 |
5,054.3 |
5,104.7 |
5,301.5 |
|
|
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 |
5,307.0 |
101.0 |
1.9% |
54.0 |
1.0% |
50% |
False |
False |
28,071 |
10 |
5,415.0 |
5,245.0 |
170.0 |
3.2% |
58.4 |
1.1% |
66% |
False |
False |
28,547 |
20 |
5,415.0 |
5,151.0 |
264.0 |
4.9% |
67.7 |
1.3% |
78% |
False |
False |
31,582 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.2% |
63.6 |
1.2% |
89% |
False |
False |
29,385 |
60 |
5,415.0 |
4,790.0 |
625.0 |
11.7% |
60.3 |
1.1% |
91% |
False |
False |
26,275 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
58.2 |
1.1% |
92% |
False |
False |
19,730 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
51.3 |
1.0% |
92% |
False |
False |
15,789 |
120 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
43.5 |
0.8% |
92% |
False |
False |
13,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,578.0 |
2.618 |
5,499.7 |
1.618 |
5,451.7 |
1.000 |
5,422.0 |
0.618 |
5,403.7 |
HIGH |
5,374.0 |
0.618 |
5,355.7 |
0.500 |
5,350.0 |
0.382 |
5,344.3 |
LOW |
5,326.0 |
0.618 |
5,296.3 |
1.000 |
5,278.0 |
1.618 |
5,248.3 |
2.618 |
5,200.3 |
4.250 |
5,122.0 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,354.7 |
5,356.5 |
PP |
5,352.3 |
5,356.0 |
S1 |
5,350.0 |
5,355.5 |
|