Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,351.0 |
5,338.0 |
-13.0 |
-0.2% |
5,307.0 |
High |
5,375.0 |
5,341.0 |
-34.0 |
-0.6% |
5,408.0 |
Low |
5,302.0 |
5,295.0 |
-7.0 |
-0.1% |
5,307.0 |
Close |
5,336.0 |
5,296.0 |
-40.0 |
-0.7% |
5,357.0 |
Range |
73.0 |
46.0 |
-27.0 |
-37.0% |
101.0 |
ATR |
69.5 |
67.8 |
-1.7 |
-2.4% |
0.0 |
Volume |
26,613 |
22,338 |
-4,275 |
-16.1% |
140,358 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,448.7 |
5,418.3 |
5,321.3 |
|
R3 |
5,402.7 |
5,372.3 |
5,308.7 |
|
R2 |
5,356.7 |
5,356.7 |
5,304.4 |
|
R1 |
5,326.3 |
5,326.3 |
5,300.2 |
5,318.5 |
PP |
5,310.7 |
5,310.7 |
5,310.7 |
5,306.8 |
S1 |
5,280.3 |
5,280.3 |
5,291.8 |
5,272.5 |
S2 |
5,264.7 |
5,264.7 |
5,287.6 |
|
S3 |
5,218.7 |
5,234.3 |
5,283.4 |
|
S4 |
5,172.7 |
5,188.3 |
5,270.7 |
|
|
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 |
5,401.0 |
5,295.0 |
106.0 |
2.0% |
59.6 |
1.1% |
1% |
False |
True |
26,845 |
10 |
5,415.0 |
5,295.0 |
120.0 |
2.3% |
56.2 |
1.1% |
1% |
False |
True |
27,608 |
20 |
5,415.0 |
5,151.0 |
264.0 |
5.0% |
68.9 |
1.3% |
55% |
False |
False |
30,999 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.3% |
64.1 |
1.2% |
78% |
False |
False |
29,527 |
60 |
5,415.0 |
4,800.0 |
615.0 |
11.6% |
60.9 |
1.1% |
81% |
False |
False |
27,088 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.5% |
58.8 |
1.1% |
84% |
False |
False |
20,341 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.5% |
52.3 |
1.0% |
84% |
False |
False |
16,279 |
120 |
5,415.0 |
4,649.0 |
766.0 |
14.5% |
44.5 |
0.8% |
84% |
False |
False |
13,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,536.5 |
2.618 |
5,461.4 |
1.618 |
5,415.4 |
1.000 |
5,387.0 |
0.618 |
5,369.4 |
HIGH |
5,341.0 |
0.618 |
5,323.4 |
0.500 |
5,318.0 |
0.382 |
5,312.6 |
LOW |
5,295.0 |
0.618 |
5,266.6 |
1.000 |
5,249.0 |
1.618 |
5,220.6 |
2.618 |
5,174.6 |
4.250 |
5,099.5 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,318.0 |
5,335.0 |
PP |
5,310.7 |
5,322.0 |
S1 |
5,303.3 |
5,309.0 |
|