Trading Metrics calculated at close of trading on 26-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,373.0 |
5,404.0 |
31.0 |
0.6% |
5,307.0 |
High |
5,403.0 |
5,412.0 |
9.0 |
0.2% |
5,408.0 |
Low |
5,365.0 |
5,358.0 |
-7.0 |
-0.1% |
5,307.0 |
Close |
5,368.0 |
5,393.0 |
25.0 |
0.5% |
5,357.0 |
Range |
38.0 |
54.0 |
16.0 |
42.1% |
101.0 |
ATR |
70.6 |
69.4 |
-1.2 |
-1.7% |
0.0 |
Volume |
30,955 |
26,653 |
-4,302 |
-13.9% |
140,358 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,549.7 |
5,525.3 |
5,422.7 |
|
R3 |
5,495.7 |
5,471.3 |
5,407.9 |
|
R2 |
5,441.7 |
5,441.7 |
5,402.9 |
|
R1 |
5,417.3 |
5,417.3 |
5,398.0 |
5,402.5 |
PP |
5,387.7 |
5,387.7 |
5,387.7 |
5,380.3 |
S1 |
5,363.3 |
5,363.3 |
5,388.1 |
5,348.5 |
S2 |
5,333.7 |
5,333.7 |
5,383.1 |
|
S3 |
5,279.7 |
5,309.3 |
5,378.2 |
|
S4 |
5,225.7 |
5,255.3 |
5,363.3 |
|
|
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 |
5,412.0 |
5,295.0 |
117.0 |
2.2% |
51.8 |
1.0% |
84% |
True |
False |
25,032 |
10 |
5,412.0 |
5,295.0 |
117.0 |
2.2% |
54.7 |
1.0% |
84% |
True |
False |
27,116 |
20 |
5,415.0 |
5,156.0 |
259.0 |
4.8% |
65.5 |
1.2% |
92% |
False |
False |
30,330 |
40 |
5,415.0 |
4,871.0 |
544.0 |
10.1% |
61.6 |
1.1% |
96% |
False |
False |
29,551 |
60 |
5,415.0 |
4,858.0 |
557.0 |
10.3% |
60.5 |
1.1% |
96% |
False |
False |
28,034 |
80 |
5,415.0 |
4,649.0 |
766.0 |
14.2% |
58.6 |
1.1% |
97% |
False |
False |
21,061 |
100 |
5,415.0 |
4,649.0 |
766.0 |
14.2% |
52.9 |
1.0% |
97% |
False |
False |
16,855 |
120 |
5,415.0 |
4,649.0 |
766.0 |
14.2% |
45.3 |
0.8% |
97% |
False |
False |
14,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,641.5 |
2.618 |
5,553.4 |
1.618 |
5,499.4 |
1.000 |
5,466.0 |
0.618 |
5,445.4 |
HIGH |
5,412.0 |
0.618 |
5,391.4 |
0.500 |
5,385.0 |
0.382 |
5,378.6 |
LOW |
5,358.0 |
0.618 |
5,324.6 |
1.000 |
5,304.0 |
1.618 |
5,270.6 |
2.618 |
5,216.6 |
4.250 |
5,128.5 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,390.3 |
5,379.8 |
PP |
5,387.7 |
5,366.7 |
S1 |
5,385.0 |
5,353.5 |
|