Trading Metrics calculated at close of trading on 30-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
30-May-2016 |
Change |
Change % |
Previous Week |
Open |
5,408.0 |
5,427.0 |
19.0 |
0.4% |
5,351.0 |
High |
5,436.0 |
5,432.0 |
-4.0 |
-0.1% |
5,436.0 |
Low |
5,406.0 |
5,398.0 |
-8.0 |
-0.1% |
5,295.0 |
Close |
5,410.0 |
5,412.0 |
2.0 |
0.0% |
5,410.0 |
Range |
30.0 |
34.0 |
4.0 |
13.3% |
141.0 |
ATR |
67.5 |
65.1 |
-2.4 |
-3.5% |
0.0 |
Volume |
24,858 |
15,747 |
-9,111 |
-36.7% |
131,417 |
|
Daily Pivots for day following 30-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,516.0 |
5,498.0 |
5,430.7 |
|
R3 |
5,482.0 |
5,464.0 |
5,421.4 |
|
R2 |
5,448.0 |
5,448.0 |
5,418.2 |
|
R1 |
5,430.0 |
5,430.0 |
5,415.1 |
5,422.0 |
PP |
5,414.0 |
5,414.0 |
5,414.0 |
5,410.0 |
S1 |
5,396.0 |
5,396.0 |
5,408.9 |
5,388.0 |
S2 |
5,380.0 |
5,380.0 |
5,405.8 |
|
S3 |
5,346.0 |
5,362.0 |
5,402.7 |
|
S4 |
5,312.0 |
5,328.0 |
5,393.3 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,803.3 |
5,747.7 |
5,487.6 |
|
R3 |
5,662.3 |
5,606.7 |
5,448.8 |
|
R2 |
5,521.3 |
5,521.3 |
5,435.9 |
|
R1 |
5,465.7 |
5,465.7 |
5,422.9 |
5,493.5 |
PP |
5,380.3 |
5,380.3 |
5,380.3 |
5,394.3 |
S1 |
5,324.7 |
5,324.7 |
5,397.1 |
5,352.5 |
S2 |
5,239.3 |
5,239.3 |
5,384.2 |
|
S3 |
5,098.3 |
5,183.7 |
5,371.2 |
|
S4 |
4,957.3 |
5,042.7 |
5,332.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,436.0 |
5,295.0 |
141.0 |
2.6% |
40.4 |
0.7% |
83% |
False |
False |
24,110 |
10 |
5,436.0 |
5,295.0 |
141.0 |
2.6% |
48.3 |
0.9% |
83% |
False |
False |
26,172 |
20 |
5,436.0 |
5,171.0 |
265.0 |
4.9% |
62.6 |
1.2% |
91% |
False |
False |
29,560 |
40 |
5,436.0 |
4,871.0 |
565.0 |
10.4% |
59.9 |
1.1% |
96% |
False |
False |
28,897 |
60 |
5,436.0 |
4,871.0 |
565.0 |
10.4% |
59.1 |
1.1% |
96% |
False |
False |
28,674 |
80 |
5,436.0 |
4,649.0 |
787.0 |
14.5% |
59.3 |
1.1% |
97% |
False |
False |
21,568 |
100 |
5,436.0 |
4,649.0 |
787.0 |
14.5% |
52.4 |
1.0% |
97% |
False |
False |
17,261 |
120 |
5,436.0 |
4,649.0 |
787.0 |
14.5% |
45.8 |
0.8% |
97% |
False |
False |
14,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,576.5 |
2.618 |
5,521.0 |
1.618 |
5,487.0 |
1.000 |
5,466.0 |
0.618 |
5,453.0 |
HIGH |
5,432.0 |
0.618 |
5,419.0 |
0.500 |
5,415.0 |
0.382 |
5,411.0 |
LOW |
5,398.0 |
0.618 |
5,377.0 |
1.000 |
5,364.0 |
1.618 |
5,343.0 |
2.618 |
5,309.0 |
4.250 |
5,253.5 |
|
|
Fisher Pivots for day following 30-May-2016 |
Pivot |
1 day |
3 day |
R1 |
5,415.0 |
5,407.0 |
PP |
5,414.0 |
5,402.0 |
S1 |
5,413.0 |
5,397.0 |
|