Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,338.0 |
5,373.0 |
35.0 |
0.7% |
5,307.0 |
High |
5,341.0 |
5,403.0 |
62.0 |
1.2% |
5,408.0 |
Low |
5,295.0 |
5,365.0 |
70.0 |
1.3% |
5,307.0 |
Close |
5,296.0 |
5,368.0 |
72.0 |
1.4% |
5,357.0 |
Range |
46.0 |
38.0 |
-8.0 |
-17.4% |
101.0 |
ATR |
67.8 |
70.6 |
2.8 |
4.1% |
0.0 |
Volume |
22,338 |
30,955 |
8,617 |
38.6% |
140,358 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,492.7 |
5,468.3 |
5,388.9 |
|
R3 |
5,454.7 |
5,430.3 |
5,378.5 |
|
R2 |
5,416.7 |
5,416.7 |
5,375.0 |
|
R1 |
5,392.3 |
5,392.3 |
5,371.5 |
5,385.5 |
PP |
5,378.7 |
5,378.7 |
5,378.7 |
5,375.3 |
S1 |
5,354.3 |
5,354.3 |
5,364.5 |
5,347.5 |
S2 |
5,340.7 |
5,340.7 |
5,361.0 |
|
S3 |
5,302.7 |
5,316.3 |
5,357.6 |
|
S4 |
5,264.7 |
5,278.3 |
5,347.1 |
|
|
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 |
5,403.0 |
5,295.0 |
108.0 |
2.0% |
57.4 |
1.1% |
68% |
True |
False |
26,039 |
10 |
5,408.0 |
5,295.0 |
113.0 |
2.1% |
53.4 |
1.0% |
65% |
False |
False |
26,731 |
20 |
5,415.0 |
5,156.0 |
259.0 |
4.8% |
65.1 |
1.2% |
82% |
False |
False |
30,646 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.1% |
62.1 |
1.2% |
91% |
False |
False |
29,482 |
60 |
5,415.0 |
4,840.0 |
575.0 |
10.7% |
60.4 |
1.1% |
92% |
False |
False |
27,603 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
58.8 |
1.1% |
94% |
False |
False |
20,728 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
52.6 |
1.0% |
94% |
False |
False |
16,588 |
120 |
5,415.0 |
4,649.0 |
766.0 |
14.3% |
44.8 |
0.8% |
94% |
False |
False |
13,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,564.5 |
2.618 |
5,502.5 |
1.618 |
5,464.5 |
1.000 |
5,441.0 |
0.618 |
5,426.5 |
HIGH |
5,403.0 |
0.618 |
5,388.5 |
0.500 |
5,384.0 |
0.382 |
5,379.5 |
LOW |
5,365.0 |
0.618 |
5,341.5 |
1.000 |
5,327.0 |
1.618 |
5,303.5 |
2.618 |
5,265.5 |
4.250 |
5,203.5 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,384.0 |
5,361.7 |
PP |
5,378.7 |
5,355.3 |
S1 |
5,373.3 |
5,349.0 |
|